Warm-up

  • Name, area, and favorite programming language (submit your notes on Canvas!)

Logistics

  • Shifting OH on Friday

Least squares

  • Least squares, conditioning, bias-variance tradeoff
  • Factor selection and pivoted QR
  • Tikhonov regularization / ridge regression
  • Truncated SVD
  • Lasso and sparsity

Activity (submit a notebook or PDF for points)