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CS-7863-Sci-Stat-Proj-6.Rproj

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Schrick-Noah_Homework-6.R

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+# Project 6 for the University of Tulsa's CS-7863 Sci-Stat Course
+# Penalized Machine Learning
+# Professor: Dr. McKinney, Spring 2023
+# Noah L. Schrick - 1492657
+
+# 1. Penalized Regression and Classification
+## a. Modified Ridge classification for LASSO penalties
+
+## Add cross-validation to tune penalty param
+
+## Use npdro simulated data to test
+
+## Compare with Ridge
+
+## Compare with Random Forest
+
+## Compare with glmnet
+
+### Alpha = 0
+
+### Alpha = 1
+
+## b. Repeat comparison using a graph with clusters
+
+## c. Use npdro and igraph to create knn
+
+## Plot network
+
+## d. Add Laplace graph penalty
+
+## Find resulting beta coeffs
+
+## Optimize or choose value for lambda2
+
+## Compare to a) and b)
+
+# 2. Gradient Descent
+## Write fn with learning param
+
+## Solve Rosenbrock function minimum
+
+## Add momentum term