Chapter 4. Model Selection and Regularization
In this chapter, we will cover the following recipes:
- Shrinkage methods - calories burned per day
- Dimension reduction methods - Delta's Aircraft Fleet
- Principal component analysis - understanding world cuisine
Introduction
Subset selection: The use of labeled examples to induce a model that classifies objects into a finite set of known classes is one of the main challenges of supervised classification in machine learning. Vectors of numeric or nominal features are used to describe the various examples. In the feature subset selection problem, a learning algorithm is faced with the problem of selecting some subset of features upon which to focus its attention, while ignoring the rest.
When fitting a linear ...
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