Lectures:

Regression(stats315a).pdf

PracticalRegression_R.pdf

Ridge Regression Section 3.4.1 on page 61 of the :

"The Elements of Statistical Learning - Data Mining, Inference, and Prediction"  by Trevor Hastie, Robert Tibshirani, and Jerome Friedman.      http://www-stat.stanford.edu/~tibs/ElemStatLearn

Start of Chapter 5 - nearest neighbor

chap5.ppt

Examples:

The code for lecture 5 is in sonar_regress_crossval.R

The Ridge Regression Example is RidgeRegSonarData.R

Data Files:

Here are the Data File to upload before you run the R programs:

                  sonar_test.csv   sonar_train.csv  test_data.csv   test_data.txt

Homework:

Sonar Data from Above

Web Site for 1st problem Data Description  http://archive.ics.uci.edu/ml/machine-learning-databases/wine-quality/winequality.names

        Red Wine Data winequality-red.txt 

For Homework Problem 2b you might look at the r Package Caret

Web Site Describing Caret   Reference Manual

For Homework Problem 4 check out the function lm.ridge