Schedule

Date Content Reading Slides
Th 9/25 Welcome/Overview; Maximum likelihood estimation Probability review: Murphy 2.1-2.4, 2.6, 2.8, 3.1-3.2
Statistics review, maximum likelihood: Murphy 4.2
(slides)
Supervised learning: linear models
Tu 9/30 Linear regression Linear algebra review: Murphy 7.1-7.3
Matrix calculus review: Murphy 7.8
Maximum likelihood regression: Murphy 4.2
Linear regression: Murphy 11-11.2
(slides, pre-annotated slides, live-annotated slides)
Th 10/2 Linear regression with basis functions; Cross-validation Maximum likelihood regression: Murphy 4.2
Linear regression: Murphy 11-11.2
(slides, pre-annotated slides, live-annotated slides), (polynomial demo, linear demo, diabetes.txt)
Tu 10/7 Bias-variance trade-off Bias-variance trade-off: Murphy 4.7.6 (slides, pre-annotated slides, live-annotated slides ), (bias-variance tradeoff demo )
Th 10/9 Regularization Ridge regression: Murphy 11.3-11.4 (slides, pre-annotated slides, live-annotated slides),
Tu 10/14 Sparsity and LASSO; Gradient descent Lasso regression: Murphy 11.4
Gradient descent: Murphy 8-8.2.1
(slides, annotated slides )
gradient descent demo .ipynb, .html
Th 10/16 Convexity; Gradient descent analysis; Stochastic gradient descent Stochastic gradient descent: Murphy 8.4-8.4.4 (slides, annotated slides )
Tu 10/21 Classification; Logistic regression Logistic regression: Murphy 10-10.2.4, 10.3-10.3.3 (slides, annotated slides )
Th 10/23 Classification 2; prediction pitfalls Classification pitfalls: Murphy 10.4 (slides, annotated slides)
Tu 10/28 Midterm See exam page
Supervised learning: non-linear models
Th 10/30 Bootstrap; Kernel methods Bootstrap: Efron and Hastie 10.2, 11-11.2
Kernels: Bishop 6-6.2, Murphy 17, 17.1, 17.3.4, 17.3.9
(slides, pre-annotated slides, live-annotated slides )
Tu 11/4 Neural networks Neural networks: Murphy 13-13.4.3 (slides, pre-annotated slides, live-annotated slides ) Tensorflow Playground
Th 11/6 Non-parametric methods; Nearest neighbors Nearest neighbors: Murphy 16.1 (slides, annotated slides)
Tu 11/11 Veterans Day, No class
Th 11/13 More non-parametric methods; Tree-based Trees, Random Forests: Murphy 18
Gradient Boosting Trees: Murphy 18
(annotated slides)
Unsupervised learning
Tu 11/18 Principal component analysis (PCA) PCA, Singular value decomposition: Murphy 20.1
Kernel PCA: Murphy 20.4.6
(slides, live-annotated slides)
Th 11/20 Singular value decomposition (SVD); more matrix decompositions; autoencoders Autoencoders: Murphy 20.3, 22.1 (slides, live-annotated slides)
Tu 11/25 K-means; Gaussian mixture models (GMMs) K-means, GMM: Murphy 21.3-21.5 (slides, annotated slides)
Modern machine learning
Th 11/27 Thanksgiving, No Class
Tu 12/2 Guest lecture by Leo: Multi-armed bandits (slides)
Th 12/4 Foundation models (slides, annotated slides)
M 12/8, 10:30am Final Exam See exam page