Linear Regression project with Ridge and Lasso Regression.
Assignment Tasks:
Import the training set "W05_train.txt“ and test set "W05_test.txt"
The last column „relative_humidity_3pm“ is the target variable, the first 9 columns are input variables
Fit a linear regression model to the training data using all input variables. Report the R2-score of the training and test set
Fit a linear regression model to the training data using the first 6 input variables. Report the R2-score of the training and test set
Fit a linear regression model to the training data using the first 7 input variables. Report the R2-score of the training and test set
Fit a linear regression model to the training data using only the 7th input variable „relative_humidity_9am“. Report the R2-score of the training and test set
Fit a ridge regression model to the training data using all input variables with alpha=10. Report the R2-score of the training and test set
Fit a ridge regression model to the training data using all input variables with alpha=100. Report the R2-score of the training and test set as well as the value of the constant and all coefficients of the model
Fit a lasso regression model to the training data using all input variables with alpha=10. Report the R2-score of the training and test set as well as the value of the constant and all coefficients of the model