Modern Regression Models for Data Science

Catalog description

This course will cover several modern regression techniques. The topics to be covered include linear regression (review), model selection, regularization methods (ridge and lasso), logistic/probit/Poisson regressions, causal inference, quantile regression, and nonparametric curve estimation. Some topics might be omitted because of time constraints. The course discusses theory and practice of those methods, but is more focused on theory.