Fundamentals of Statistical Learning
The main goal of the course is to provide an introduction to the central concepts and core methods of statistical learning, an interdisciplinary field at the intersection of applied mathematics, statistical inference, and machine learning. The course focuses on the mathematics and statistics of methods developed for learning from data. Students will learn what methods for statistical learning exist, how and why they work (not just what tasks they solve and in what built-in functions they are implemented), and when they are expected to perform poorly. The course is oriented for upper level undergraduate students in IDS, ACM, and CS and graduate students from other disciplines who have sufficient background in linear algebra, probability, and statistics. The course is a natural continuation of IDS/ACM/CS 157 and it can be viewed as a statistical analog of CMS/CS/CNS/EE/IDS 155. Topics covered include elements of statistical decision theory, regression and classification problems, nearest-neighbor methods, curse of dimensionality, linear regression, model selection, cross-validation, subset selection, shrinkage methods, ridge regression, LASSO, logistic regression, linear and quadratic discriminant analysis, support-vector machines, tree-based methods, bagging, and random forests. Not offered 2024-25.