Lecture 6: Model Validation and Selection
In this lecture, we focus on model validation and selection problem. Firstly, we will introduce KNN method and use it to interpret the over fitting problem in classification problems. At the same time, we also explained different types of parameters through the discussion of KNN, leading to the model selection problem. Then, we introduced various model validation methods. Finally, we discussed a specific model selection problem, namely feature selection. Here, we will introduce ridge regression and LASSO.
Outline:
- 6.1 Ovrfitting in Classification
- 6.2 Model Validation and Selection
- 6.3 Feature Selection
