Machine Learning, COM-3920-341



Spring 2019,
TR: 4:30 - 5:45

Tentative Schedule

  Topics Readings
Week 1 Course overview [VIDEO]
Overview of Machine Learning: history, relation to classical statistics
Text: Chapter 1;
Slides: Welcome, Introduction
Week 2 Beginners Guide to Regression Analysis and Plot Interpretations
Week 3
Week 4 Support Vector Machines: uses in regression and classification, optimization, choice of parameter C, probabilistic interpretation
Kernel Methods: RBF kernels, Mercer kernels, Matern kernels, Linear kernels, String kernels, Kernels derived from probabilistic generative models;
the “kernel trick” and its uses: nearest neighbor classification, K-medoids clustering, ridge regression, and PCA
Text: Chapter 14.1, 14.2, 14.5, supplemental notes by Ng
Slides: Support Vector Machines

Other textbooks:
Podcasts: Other Useful References:
  • An Introduction to Statistical Learning

    Gentler introduction than Elements of Statistical Learning. Recommended for everyone. (PDF)

  • Elements of Statistical Learning

    Rigorous treatment of ML theory and mathematics. Recommended for ML researchers. (PDF)

Rules for ML
Machine Learning Crash Course
Peter Norvig: http://norvig.com/ Python tutorials here [https://wiki.python.org/moin/BeginnersGuide/NonProgrammers] A database of open source machine learning tools is at mloss.org, here. [https://mloss.org/software/] Project
You are required to complete a class project. The choice of the topic is up to you so long as it clearly pertains to the course material. To ensure that you are on the right track, you will have to submit a one paragraph description of your project a month before the project is due. Similarly to problem sets, you are encouraged to collaborate on the project. We expect a four page write-up about the project, which should clearly and succinctly describe the project goal, methods, and your results. Each group should submit only one copy of the write-up and include all the names of the group members (a two person group will have 6 pages, a three person group will have 8 pages, and so on). The projects will be graded on the basis of your understanding of the overall course material (not based on, e.g., how brilliantly your method works). The scope of the project is about 1-2 problem sets. The projects are due in TBA. Electronic submission is required. The short proposal should be turned in on or before TBA The projects can be literature reviews, theoretical derivations or analyses, applications of machine learning methods to problems you are interested in, or something else (to be discussed).
Other courses
http://www.nada.kth.se/kurser/kth/2D1431/02/