STATS 415

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Lectures

Date Lecture References
Aug 29 Course overview ISLR† Ch 1
Course overview slides
Aug 31, Sep 6 Supervised learning ISLR Ch 2
Supervised learning slides
Bias-variance decomposition derivation
Sep 12, 14 Linear regression ISLR Ch 3
Linear regression slides
Sep 19, 21 Linear classification ISLR Ch 4
Classification slides
Logistic regression cost function derivation
Naive Bayes with the categorical event model
Sep 26, 28 Cross validation, the Bootstrap ISLR Ch 5
Cross validation and the Bootstrap slides
Oct 3, 5, 10 Linear model selection and regularization ISLR Ch 6
Model selection slides
Mallow’s \(C_p\) derivation
Oct 12, 24, 26 Support vector machines (SVM’s) ISLR Ch 9
SVM slides
SVM problem derivation
SVM dual problem derivation
Oct 31, Nov 2 Tree-based methods ISLR Ch 8
Tree-based methods slides
Gradient boosting
Nov 7 Algorithmic fairness
(guest lecture by Mikhail Yurochkin)
Fairness in ML slides
AI Fairness Playground
Nov 14, 16 clustering ISLR §12.4
Unsupervised learning slides
Clustering breast cancer subtypes paper
Nov 21, 28 Fitting Gaussian mixture models
Expectation-Maximization (EM) algorithm
Gaussian mixture model notes
EM algorithm notes
Nov 30, Dec 5 Principal components analysis (PCA) ISLR §12.2
Unsupervised learning slides
Dec 7 When is automated decision making legitimate?  

†ISLR refers to the textbook Introduction to Statistical Learning with Applications in R.

Labs

Date Lab References
Aug 30 Probability review Probability Theory Review and Reference
Probability review slides 1
Probability review slides 3
Sep 6 Linear algebra review Linear Algebra Review and Reference
Linear algebra review slides 2
Sep 13 Intro to R ISLR §2.3
Introduction to R lab
Sep 20 Linear regression lab ISLR §3.6
Linear regression lab
Sep 27 Classification lab ISLR §4.7
Classification lab
Oct 4 Cross-validation and the Bootstrap lab ISLR §5.3
Cross validation and the Bootstrap lab
Oct 11 Linear models selection and regularization lab ISLR §6.5
Model selection lab
Oct 25 Support vector machines lab ISLR §9.6
Support vector machines lab
Nov 1 Moving beyond linearity ISLR Ch 7
Moving beyond linearity slides
Nov 8, 15 Midterm review + solutions  
Nov 22 Tree-based methods lab ISLR §8.3
Decision trees lab
Nov 29 Clustering lab ISLR §12.5.3–4
Clustering lab
Dec 6 PCA lab ISLR §12.5.1–2
PCA lab