Case Study - Predicting Housing Prices
In our first case study, predicting house prices, you will create models that predict a continuous value (price) from input features (square footage, number of bedrooms and bathrooms,...). This is just one of the many places where regression can be applied. Other applications range from predicting health outcomes in medicine, stock prices in finance, and power usage in high-performance computing, to analyzing which regulators are important for gene expression.
In this course, you will explore regularized linear regression models for the task of prediction and feature selection. You will be able to handle very large sets of features and select between models of various complexity. You will also analyze the impact of aspects of your data -- such as outliers -- on your selected models and predictions. To fit these models, you will implement optimization algorithms that scale to large datasets.
Learning Outcomes: By the end of this course, you will be able to:
-Describe the input and output of a regression model.
-Compare and contrast bias and variance when modeling data.
-Estimate model parameters using optimization algorithms.
-Tune parameters with cross validation.
-Analyze the performance of the model.
-Describe the notion of sparsity and how LASSO leads to sparse solutions.
-Deploy methods to select between models.
-Exploit the model to form predictions.
-Build a regression model to predict prices using a housing dataset.
-Implement these techniques in Python.

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Feature Selection & Lasso

A fundamental machine learning task is to select amongst a set of features to include in a model. In this module, you will explore this idea in the context of multiple regression, and describe how such feature selection is important for both interpretability and efficiency of forming predictions. <p> To start, you will examine methods that search over an enumeration of models including different subsets of features. You will analyze both exhaustive search and greedy algorithms. Then, instead of an explicit enumeration, we turn to Lasso regression, which implicitly performs feature selection in a manner akin to ridge regression: A complex model is fit based on a measure of fit to the training data plus a measure of overfitting different than that used in ridge. This lasso method has had impact in numerous applied domains, and the ideas behind the method have fundamentally changed machine learning and statistics. You will also implement a coordinate descent algorithm for fitting a Lasso model. <p>Coordinate descent is another, general, optimization technique, which is useful in many areas of machine learning.