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Lesson Topics

  • Overfitting vs Underfitting
  • Polynomial Linear Regression
  • The Bias-Variance Tradeoff
  • Perfect Multicollinearity and the "Dummy Variable Trap"
  • Strong Multicollinearity and its impact on model coefficients
  • Intro to Regularization
  • Linear Algebra Vectors and calculating distance in 2D and 3D (L2 Norm)
  • Taxicab Geometry (L1 Norm)
  • Generalized Distance Formula: The Lp Norm
  • Regularization using L1 (Lasso), L2 (Ridge), and L1.5 (ElasticNet) regression
  • Hyperparameter Tuning the Regularization Strength parameter (alpha)
  • Log Normalizing our Target variable.
  • Log Normalizing other X features
  • Final predictions and Kaggle submission

Resources

Live Lecture Notebook