June 14, 2021 - June 15, 2021
This course describes nonparametric regression, including the additive model and its generalizations, also the LASSO, and LARS. Then it proceeds to classification (SVMs, random forests, boosting). The Curse of Dimensionality is described in both contexts. Bagging and stacking are covered. There is some coverage of cluster analysis, and some text analytics. The emphasis is upon the strengths and weaknesses of the tools, and guidance on when a particular method should be used.