Скачать или смотреть Lec 15: Step-wise subset selection

Data Science Methods and Statistical Learning, University of Toronto
Prof. Samin Aref

Linear model selection: best subset selection, forward step-wise selection, and backward step-wise selection
Regularized fitting: ridge regression, lasso regression, bias-variance tradeoff in regularized fitting
Dimensionality reduction: principal component analysis (PCA), principal component regression (PCR), and partial least squares (PLS)

Chapter 6 of the textbook:
Gareth James, Daniela Witten, Trevor Hastie, and Robert Tibshirani. An introduction to statistical learning. 2nd Edition. New York: Springer, 2021. Freely accessible at https://hastie.su.domains/ISLR2/ISLRv...
Lecture notes, code, and other resources: Freely accessible at https://www.statlearning.com/resource...

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