Lecture 7 Flashcards
1
Q
What are the two types of sparsity?
A
2
Q
What is the upper bound approximation error theorem?
A
3
Q
When will the upper bound approximation error theorem hold?
A
4
Q
What is the selecting the right variables theorem? What does it imply?
A
5
Q
What is the Ridge regression estimator (older definition) and where does it originate from?
A
6
Q
What is the more modern version of introducing the Ridge regression?
A
7
Q
What happens to Ridge regression in case it is X’X is orthogonal?
A
8
Q
Ignore 3rd
A
9
Q
Only 3rd
A
10
Q
What is a problem that may occur with Lasso when variables are highly correlated? Why is this bad?
A
11
Q
What is the Elastic Net (give equation)?
A
12
Q
A
