Lecture 6: Model Validation and Selection

In this lecture, we complete the discussion of overfitting probelm first, and then discuss the main issue model selection. In the end, we discuss a special topic in machine learning, feature selection. It covers the following things:

• Overfitting in Classification
• Model Validation and Selection
• Feature Selection

Lecture notes:

• Read the integrated notes: here
• Read the pagination notes: here
• Download the PDF notes here.

Reading Guidelines: You can read the book…

For lecture 6, it is recommended that you read the following sections in the textbook.

• About KNN, read subsection 4.7.6, page 181
• About validation methods, read section 5.1
• About model selection and feature selection, read sections 6.1 and 6.2.

Discussion

Slides for discussion: click here

Lab:

Laboratory: Entrance

Solutions: click here

R file: download here.

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