# 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