Regularization for feature selection

Note: This post attempts to summarize part of Chapter 6 from “Introduction to Statistical Learning” (James et al, 2013); the full textbook can be found here in PDF form [http://www-bcf.usc.edu/~gareth/ISL/], which contains a number of examples and walks through the equations in more detail. In science, we try to explain the world in terms of … Continue reading Regularization for feature selection