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Riccio

Fabrizio Riccio

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Exercise 5: Trees & MARS
In this exercise we will implement the first regression trees and MARS methods.
Exercise 4: Splines & GAM
In this exercise we will start using splines of various types and GAM.
Exercise 3: Forest Plot, Step Function & Local Regression
In this exercise, we will initially use forest plots to better visualize the coefficients of linear and polynomial regressions. Then we will use Step Function and Local Regression on the same dataset.
Exercise 2: Best subset, Stepwise, Ridge and Lasso
In this exercise, we will try different methods of selecting variables to use in the regressions, among the methodologies used: Best subset, Stepwise, Ridge and Lasso.
Exercise 1: Linear and Polynomial regression
First exercise of the course, we will try to create some models using linear and polynomial regressions. In addition, a rough analysis of the MSE will be made.