Intelligent Physics · Week 03 of 14
Ridge and LASSO don't just prevent overfitting — they encode a belief about how many physical mechanisms actually matter.
Objectives
By the end of this week, you will be able to:
- Explain why ordinary least squares regression can fail when given many or correlated features, and how this connects to the variance problem from Week 2
- Define Ridge and LASSO regression precisely, and explain what each penalty term does to a model's coefficients
- Explain why LASSO can perform automatic feature selection while Ridge cannot, and predict which one is more appropriate for a given situation
- Construct physically motivated descriptors for a materials problem, rather than feeding raw composition directly into a model
- Fit Ridge and LASSO models in scikit-learn, compare which features each retains, and judge whether the surviving features make physical sense
Prerequisites
This week builds directly on Week 2. You should be comfortable with bias, variance, train/test splitting, and cross-validation — every regression model this week will be judged using exactly these tools. If anything from Week 2 feels shaky, revisit the Week 2 Lesson before continuing.
This week's pages
Linear models are not just a stepping stone toward more advanced methods — they remain the right tool whenever the dataset is small, the relationship is plausibly close to linear, or interpretability matters more than squeezing out the last percent of accuracy. Materials datasets are very often exactly this size and this interpretable, which is why Ridge and LASSO will reappear as a baseline against which every more complex method in this course should be compared.
Looking ahead
Week 4 introduces classification and ensemble methods (decision trees, Random Forest, XGBoost), extending the supervised-learning toolkit to problems where the label is a category rather than a continuous number.
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