Create "program yourself the algorithm"-prototype (eval with unit-tests)

[fabian-s]

ideas for algs to implement:

• linear regression (L1 und L2, do optimization for both via gradient descent; extend to logistic later)
• random forests (re-using R's CART implementation rpart)
• cross validation
• ROC curve calculator + AUC
• grid search

maybe see https://github.com/statsmaths/casl and associated book and steal from there