Lecture 7: Model Selection

Part 3 · Classical Methods

Lecture: Monday, October 26, 2026

Topics

• Holdout, k-fold cross-validation, and LOOCV
• PRESS and leverage
• AIC, BIC, and honest model selection

Materials

• 📄 Learning Sheet
• 📝 Validation Sheet
• 📋 Cheatsheet

Next class: Part 3 Test

The Part 3 Test covers Lectures 6–7, is worth 120 marks, and lasts 30 minutes. It contributes 14% of the course grade.

← Previous Lecture · Next Lecture →