Month: December 2017

Problem Set 9

Problem Set 9

This is to be completed by December 21st, 2017.

Exercises

  1. Datacamp
    • Complete the lesson:
      a. Intermediate R: Practice
  2. R Lab:
    • Consider a two class classification problem with one class denoted positive.
    • Given a list of probability predictions for the positive class, a list of the correct probabilities (0’s and 1’s), and a number N>=2 of data points, construct a function which produces an Nx2 matrix/dataframe whose ith row (starting at 1) is the pair (x,y) where x is the false positive rate and y is the true positive rate of a classifier which classifies to true if the probability is greater or equal to (i-1)/(N-1).
    • Construct another function which produces the line graph associated to the points from the previous function .
    • Finally, produce another function which estimates the area under the curve of the previous graph.

Problem Set 7

Problem Set 7

This is to be completed by December 7th, 2017.

Exercises

  1. Datacamp
    • Complete the lesson:
      a. Credit risk modeling in R.
  2. Exercises from Elements of Statistical Learning
    • Complete exercise:
      a. 4.5 (Use the reduced form of the logistic classifier that fits an (n,k-1)-matrix for a problem with n features and k classes).
  3. R Lab:
    • Construct a logistic regression classifier by hand and test it on MNIST.