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Elements of Statistical Learning

Python Implementation of Examples and Exercise Solution of "The Elements of Statistical Learning" by Trevor Hastie, Robert Tibshirani, Jerome Friedman (2nd Ed.)

Chap 2 -- Overview of Supervised Learning

  • binary_classification.py
    • binary classification by linear regression and kNN
  • ex2.md

Chap 3 -- Linear Methods for Regression

  • Least_Angle_Regression.py
  • Linear_Regression_prostate_cancer.py
  • ex3_2.py
    • Simulation for exercise 3.2
  • ex3.md
    • 3.1, 3.2, 3.3, 3.5, 3.6

Chap 4 -- Linear Methods for Classification

  • LDA.py
    • Linear Discriminant Analysis
  • QDA.py
    • Quadratic Discriminant Analysis

Chap 5 -- Basis Expansions and Regularization

  • phoneme_recognition.py
    • phoneme recognition using smoothed logistic regression
  • spinal_BMD.py
    • smooth spline fit of the spinal BMD data for male and female
  • splines.py
    • example of piecewise polynomial and spline (Fig 5.2 & 5.9)
  • ex5.md
    • 5.1, 5.4

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