Machine learning: model selection

Model selection plays an important role in ML. This course will cover techniques especially useful when dealing with sparse and scarce data

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Linear regression from scratch

• Introduction
• The minimization problem
• Regularized Least Squares
• L1 regularization (Lasso)

Cross validation

• Introduction
• Cross validation methods
• Grid Search vs Random Search vs Manual Search

Data leakage

• Introduction
• Data leakage by normalization or standardization
• Data leakage by wrong cross-validation pipeline

Evaluation metrics

• Introduction
• Evaluation metrics for regression
• Evaluation metrics for classification

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