# Fiches de cours 2018-2019

## Statistical machine learning

#### Enseignant(s) :

Thibaud Emeric Rolland Georges

English

#### Summary

A course on statistical methods for supervised and unsupervised learning.

#### Content

• Introduction: supervised and unsupervised learning, loss functions, train and test errors, bias-variance tradeoff, model complexity and overfitting, linear regression, k-nearest neighbors.
• Regression: linear regression, model selection, ridge and Lasso.
• Classification: linear discriminant analysis, logistic regression.
• Resampling methods: cross-validation, bootstrap.
• Nonparametric regression: smoothing splines, reproducing kernel Hilbert spaces.
• Support vector machines and kernel logistic regression.
• Tree-based methods: classification and regression trees, bagging, random forests.
• Deep learning: introduction to convolutional neural networks.
• Unsupervised learning: principal component analysis, k-means, Gaussian mixtures and the EM algorithm.

#### Learning Prerequisites

##### Required courses

Analysis, Linear Algebra, Probability and Statistics, Linear Models

##### Important concepts to start the course

This is a statistics/mathematics course. Prior to following this course, the student must have very good knowledge of basic probabilty and statistics (statistical modeling and inference, linear regression).

#### Learning Outcomes

By the end of the course, the student must be able to:
• Formulate appropriate models for empirical data
• Estimate the parameters of a statistical model
• Interpret the fit of a model to data
• Justify the choice of a model/technique to analyze empirical data
• Implement statistical learning algorithms
• Explain the mathematical/statistical mechanisms of most common machine learning algorithms

#### Teaching methods

Ex cathedra lectures, exercises and computer practicals in the classroom and at home.

#### Assessment methods

Data analysis (mini-)project, and final exam.

Seconde tentative : Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

#### Supervision

 Office hours No Assistants Yes Forum Yes

#### Resources

No

##### Bibliography

• James, G., Witten, D., Hastie, T. and Tibshirani, R. (2013) An Introduction to Statistical Learning, with Applications in R. Springer.
• Hastie, T., Tibshirani, R. and Friedman, J. (2009) The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Second edition. Springer.
• Efron, B. and Hastie, T. (2016) Computer Age Statistical Inference: Algorithms, Evidence and Data Science. Cambridge University Press.
• Bishop, C. M. (2006) Pattern Recognition and Machine Learning. Springer.
• Kuhn, M. and Johnson, K. (2013) Applied Predictive Modeling. Springer.
• Shalev-Shwartz, S. and Ben-David, S. (2014) Understanding Machine Learning: From Theory to Algorithms. Cambridge University Press.

##### Notes/Handbook

A polycopié will be available on Moodle.

### Semaine de référence

LuMaMeJeVe
8-9   BC03
9-10
10-11    CM012
11-12
12-13
13-14
14-15
15-16
16-17
17-18
18-19
19-20
20-21
21-22

Cours
Exercice, TP
Projet, autre

### légende

• Semestre d'automne
• Session d'hiver
• Semestre de printemps
• Session d'été
• Cours en français
• Cours en anglais
• Cours en allemand