Tentative Course Content

Introduction - Prediction - Statistical Decision Theory - Linear Regression - Non-linear Regression - Bias-variance tradeoff - Linear Classification - Indicator Regression - PCA - LDA - QDA - GDA - Naive Bayes - Logistic Regression - Perceptron - Separating Hyperplanes - SVM - Decision Trees - ensemble learning - bagging - boosting - stacking - Neural Networks - Backpropagation - Training Deep Neural Nets - Optimization Methods - Convnets - RNNs - Estimation Theory - Maximum Likelihood Estimation - Maximum A Posteriori Estimation - Bayesian Learning - Bayesian Linear Regression - Kernel Methods - Gaussian Process - Clustering - K-means - GMM - EM Algorithm - Computational Learning Theory - Frontiers in ML.

Reference Materials

Lecture notes will be available from the course web page. The course is based on the following references.

  1. [HTF] Trevor Hastie, Robert Tibshirani and Jerome Friedman. The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Available free online.
  2. [Bishop] Christopher Bishop. Pattern Recognition and Machine Learning.
  3. [Mitchell] Tom Mitchell. Machine Learning.
  4. [TSKK] Pang-Ning Tan, Michael Steinbach, Anuj Karpatne, Vipin Kumar. Introduction to Data Mining.
  5. [Rojas] Raul Rojas. Neural Networks.
  6. [GBC] Ian Goodfellow, Yoshua Bengio and Aaron Courville. Deep Learning. Available free online