[Nathalie Villa-Vialaneix] Régression avancée

Master 2 - Actuariat / Actuaries

Régression avancée

Advanced regression

samedi 1er août 2009

popularité : 2%

Nom du module : Régression avancée
Thématique : Régression, apprentissage
Programme : régression par noyau, réseaux de neurones, arbres de régression et forêts aléatoires, apprentissage, validation croisée...
Nombre d’heures : 7 x 3 heures de cours
Public : Master 2 Actuariat

Enseignante dans ce module : 2008/2009

Evaluations

Part 1 ("theoretical" part)

Part 2 ("practical" part)

The wording
Additional files needed for the evaluation :

Name	Related exercise	Short description
Devoir-Reponses.doc	Exercises 1 and 2	File to complete with answers
lettres.dat	Exercise 1	Data file
friedman-train.dat	Exercise 2	Data file
friedman-test.dat	Exercise 2	Data file
MLP-CV.R	Exercise 2	Script file
MLP.R	Exercise 2	Script file

Lessons

Lesson 1 : Introduction to regression
The lesson : printable version or slides version.
The exercises : the wording, the data set Cars93.txt and the example of function ex_fonction.R.

Lesson 2 : Nonparametric smoothing kernel regression
The lesson : printable version or slides version.
The exercises : the wording and additional files :

Name	Related exercise
TP2-Ex1.R	Exercise 1
TP2-Ex2.R	Exercise 2
ksmooth_ndim.R	Exercise 2
TP2-Ex3.R	Exercise 3
boston.csv	Exercise 3
boston.txt	Exercise 3

Elements of correction :

Name	Related exercise	Description
TP2-Ex1-correction.R	Exercise 1	Completed command file
TP2-WorkToMake.R	Work to do	Completed R file

Lesson 3 : Neural networks
The lesson : printable version or slides version.
The exercises : the wording and additional files :

Name	Related exercise
TP3-Ex1.R	Exercise 1
TP3-Ex2.R	Exercise 2

Elements of correction :

Name	Related exercise	Description
TP3-Ex1-correction.R	Exercise 1	Completed command file

Lesson 4 : Regression trees and random forests
The lesson : printable version or slides version.
The exercises : the wording for TP4 and the data file cancersein.dat (regression trees).
The following exercices : the wording for TP5 (random forests).