Plans for week 36, September 1-5_澳门葡京手机版app下载

mhjensen
2025-08-31T19:37:44.556Z
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www.uio.no

Dear all, welcome back to a new week. We hope you've had a nice and relaxing weekend.

Here are the plans for the coming week.

We will discuss in more detail the mathematics of ordinary least squares, Ridge regression and Lasso regression, introduced at the end of the lecture last week. This is will be the material for the first lecture on Monday. Thereafter (second lecture) we will start discussing the numerical solution of the optimization problem using gradient methods, or what are normally called gradient descent methods.

Ordinary Least Squares and Ridge regression are methods where we have an analytical solution for the optimal parameters. For Lasso regression we need to solve the equations numerically. This is the standard situation in essentially all machine learning methods. Introducing gradient methods, we will thus also introduce the recipe for solving the equation for the Lasso regression...