Checking date: 11/04/2018


Course: 2018/2019

Regression in High Dimension
(17310)
Bachelor in Data Science and Engineering (Plan: 392 - Estudio: 350)


Coordinating teacher:

Department assigned to the subject: Statistics Department

Type: Electives
ECTS Credits: 6.0 ECTS

Course:
Semester:




Description of contents: programme
1. Efficient estimation for least-squares: QR and SVD 2. Model Selection: stepwise regression, cross validation 3. Regularization: ridge and lasso 4. Dimension reduction: PLS and PCR 5. Case Studies
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40

The course syllabus may change due academic events or other reasons.