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Recitation4 for BigData

Recitation4 for BigData. LASSO and Coordinate Descent. Jay Gu Feb 7 2013. A numerical example. Generate some synthetic data:. N = 50 P = 200 # Non zero coefficients = 5 X ~ normal (0, I) beta_1, beta_2, beta_3 ~ normal (1, 2) sigma ~ normal(0, 0.1*I) Y = Xbeta + sigma

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285 views • 15 slides

Claes Oldenburg

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310 views • 14 slides

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Recitation4 for BigData

Claes Oldenburg