Subset Selection Shrinkage Methods Dimension Reduction Methods High-Dimensional Data Lab: Linear Models and Regularization Methods Best Subset Selection Ridge Regression Principal Components Regression What Goes Wrong in High Dimensions? Subset Selection Methods Stepwise Selection The Lasso Partial Least Squares Regression in High Dimensions Ridge Regression and the Lasso Choosing the Optimal Model Selecting the Tuning Parameter Considerations in High Dimensions Interpreting Results in High Dimensions PCR and PLS Regression