3.0

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This course is the first part of a two-semester sequence that focuses on theoretical and practical aspects of statistical learning. After introducing background material on inner-product spaces, reproducing kernels and on optimization, the course discusses fundamental concepts of machine learning (such as generalization error, Bayes estimators and the bias vs. variance dilemma) and studies a collection of learning algorithms for classification and regression. The topics that are discussed include linear and kernel regression, support vector machines, lasso, logistic regression, decision trees and neural networks. Students will need a solid background in multivariate calculus, linear algebra, probability and statistics to complete the course. Recommended Course background: 553.620 and 553.630 or higher, and prerequisites for these courses.