## Problem Set 9

This is to be completed by December 21st, 2017.

### Exercises

1. Datacamp
• Complete the lesson:
a. Intermediate R: Practice
2. R Lab:
• Consider a two class classification problem with one class denoted positive.
• Given a list of probability predictions for the positive class, a list of the correct probabilities (0’s and 1’s), and a number N>=2 of data points, construct a function which produces an Nx2 matrix/dataframe whose ith row (starting at 1) is the pair (x,y) where x is the false positive rate and y is the true positive rate of a classifier which classifies to true if the probability is greater or equal to (i-1)/(N-1).
• Construct another function which produces the line graph associated to the points from the previous function .
• Finally, produce another function which estimates the area under the curve of the previous graph.

## Problem Set 8

This is to be completed by December 14th, 2017. There will be no exercise session this week.

### Exercises

1. Datacamp
• Complete the lesson:
a. Beginning Bayes in R

## Problem Set 7

This is to be completed by December 7th, 2017.

### Exercises

1. Datacamp
• Complete the lesson:
a. Credit risk modeling in R.
2. Exercises from Elements of Statistical Learning
• Complete exercise:
a. 4.5 (Use the reduced form of the logistic classifier that fits an (n,k-1)-matrix for a problem with n features and k classes).
3. R Lab:
• Construct a logistic regression classifier by hand and test it on MNIST.