Learning Machine Learning from Introduction to Statistical Learning by Trevor Hastie
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- Key concepts: Simple Linear Regression, Multiple Linear Regression, Qualitative Predictors, one-hot encoding, F-test, Variance Inflation Factor (VIF), Collinearity, Interaction Terms, Hat Matrix, Leverage, Studentised Residual
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- Key concepts: Logistic Regression, Multinomial Logistic Regression, Linear Discriminant Analysis, Quadratic Discriminant Analysis, Naive Bayes, K-Nearest Neighbor, Null Classifier, ROC Curve, Confusion Matrix, Type I and Type II error
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- Key concepts: Cross-Validation, Bootstrap, Leave-One-Out Cross-Validation (LOOCV), K-Fold Cross-Validation
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Linear Model Selection and Regularisation
- Key concepts: Best subset selection, forward stepwise selection, backward stepwise selection, ridge regression, lasso, hyperparameter tuning, principal components regression, partial least squares