Statistical Machine Learning

Statistical foundations of machine learning for undergraduate and graduate students.

Course Schedule

Session Day Date Topic Details References
1Sat2 EsfandMathematical FoundationsCourse overview and mathematical review
2Mon4 Esfand
3Sat9 Esfand
4Mon11 Esfand
5Sat16 EsfandIntroduction to Supervised LearningData types, model definition, complexity, bias–varianceESL 2.2–2.3
6Mon18 EsfandLinear ModelsSimple linear regressionISL 3.1
7Sat23 EsfandLinear ModelsMultiple linear regressionISL 3.2
8Mon25 EsfandLinear ModelsNonlinear feature expansionESL 5.1; ISL 3.3
9Sat15 FarvardinLinear ClassificationLogistic regressionISL 4.1–4.3
10Mon17 FarvardinGenerative ModelsLinear Discriminant AnalysisISL 4.4–4.5
11Sat22 FarvardinModel EvaluationBias–variance tradeoffESL 7.2–7.5
12Mon24 FarvardinModel SelectionSubset selectionESL 3.3
13Sat29 FarvardinRegularizationRidge (L2)ESL 3.4
14Mon31 FarvardinRegularizationLasso (L1)ISL 3.4
15Sat5 OrdibeheshtComplexity EstimationCross-validation, BootstrapESL 7.10–7.11
16Mon7 OrdibeheshtTree-Based ModelsDecision & regression treesISL 8.1; ESL 9.2
17Sat12 OrdibeheshtTree-Based ModelsPruningISL 8.1; ESL 9.2
18Mon14 OrdibeheshtSupport Vector MachinesMMC, SVC, SVMESL 12.1–12.3
19Sat19 OrdibeheshtSupport Vector MachinesKernel trickISL 9.4–9.5
20Mon21 OrdibeheshtNeural NetworksPerceptronISL 10.1–10.2
21Sat26 OrdibeheshtNeural NetworksMLPISL 10.3–10.5
22Mon28 OrdibeheshtOptimizationStochastic Gradient DescentESL 11.4
23Sat2 KhordadEnsemble MethodsBagging, Random ForestESL 15.1–15.4
24Mon4 KhordadEnsemble MethodsAdaBoostESL 10.1–10.4
25Sat9 KhordadEnsemble MethodsGradient BoostingESL 10.10
26Mon11 KhordadUnsupervised LearningK-means, GMMESL 14.3
27Sat16 KhordadDimensionality ReductionPCAESL 14.4
28Mon18 KhordadDimensionality ReductionICAESL 14.5
29Sat23 KhordadNonlinear Manifold LearningIsomapESL 14.9
30Mon25 KhordadReserved
31Sat30 KhordadReserved
32Mon1 TirReserved

Final Exam

15 Tir – 14:00