Schedule

Date Content Reading Slides
Introduction to ML, Maximum Likelihood, Linear methods, Overfitting, Regularization, Optimization
3/27 Welcome/Overview, MLE Probability review: Murphy 2.1-2.4, 2.6, 2.8, 3.1-3.2
Statistics review, maximum likelihood: Murphy 4.2
slides, annotated slides
3/29 Maximum likelihood estimation Statistics review, maximum likelihood: Murphy 4.2
slides, annotated slides
3/31 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, annotated slides
Linear regression demo .ipynb, .html, diabetes.txt
Polynomial regression demo .ipynb, .html
4/3 Linear regression with basis functions Bias Variance trade-off: Murphy 4.7.6
slides, annotated slides
4/5 Bias Variance trade-off Bias variance trade-off: Murphy 4.7.6
slides for lecture 5-6 , annotated slides
4/7 Bias variance trade-off Bias variance trade-off: Murphy 4.7.6
slides for lecture 5-6 , annotated slides
4/10 Bias-variance demo, Cross validation Cross validation: Murphy 4.5, 5.4
slides, annotated slides
Bias Variance tradeoff demo .ipynb, .html
4/12 Regularization Ridge regression: Murphy 11.3-11.4 slides, annotated slides
4/14 Sparsity, variable selection, LASSO Lasso regression: Murphy 11.4 slides, annotated slides
4/17 Gradient descent Gradient descent: Murphy 8-8.2.1
slides
Gradient descent demo .ipynb, .html
4/19 Prediction pitfalls, stochastic gradient descent Gradient descent: Murphy 8-8.2.1
Stochastic gradient descent: Murphy 8.4-8.4.4
slides, annotated slides
4/21 Convexity Gradient descent: Murphy 8-8.2.1
Stochastic gradient descent: Murphy 8.4-8.4.4
slides, annotated slides
4/24 Classification, logistic regression Logistic regression: Murphy 10-10.2.4, 10.3-10.3.3
slides, annotated slides
4/26 Logistic regression, margin, support vector machine Logistic regression: Murphy 10-10.2.4, 10.3-10.3.3
Support vector machine: Murphy 17 - 17.3.3
logsitic regression slides , annotated logistic regression slides, SVM slides, annotated SVM slides
4/28 Support vector machine Support vector machine: Murphy 17.3 - 17.3.3
slides, annotated slides
5/1 Midterm
Non-linear methods
5/3 Kernels Kernels: Bishop 6-6.2, Murphy 17, 17.1, 17.3.4, 17.3.9
slides, annotated slides
5/5 Kernels Kernels: Bishop 6-6.2, Murphy 17, 17.1, 17.3.4, 17.3.9 slides, annotated slides
5/8 Bootstrap, neural network basics Bootstrap: Efron and Hastie 10.2, 11-11.2
Neural Networks : Murphy 13-13.4.3
slides on Bootstrap, annotated slides on Bootstrap
slides on neural networks, annotated slides on neural networks
5/10 Back propagation Neural networks : Murphy 13-13.4.3
slides, annotated slides
5/12 Non-parametric methods, Nearest neighbors Nearest neighbors: Murphy 16.1 slides, annotated slides
5/15 More non-parametric methods, Tree-based Trees, Random Forrests: Murphy 18 slides, annotated slides
5/17 More non-parametric methods Gradient Boosting Trees: Murphy 18 slides, annotated slides
Unsupervised Learning
5/19 k-means, GMM K-means, GMM: Murphy 21.3-21.5 slides, annotated slides
5/22 PCA PCA, Autoencoders: Murphy 20.1, 20.3, 20.4.6, 22.1
slides, annotated slides
5/24 PCA, autoencoders PCA, Autoencoders: Murphy 20.1, 20.3, 20.4.6, 22.1
slides , annotated slides
Advanced Neural Networks
5/26 Matrix completion, convolutional neural networks Convolutional neural networks: Chapter 7,8 of Dive into Deep Learning, Zhang et al.
slides , annotated slides
5/29 Memorial Day
5/31 Recurrent neural networks Recurrent neural networks: Chapter 9,10 of Dive into Deep Learning, Zhang et al.
slides , annotated slides
6/2 Attention mechanism Attention mechanism: Chapter 11 of Dive into Deep Learning, Zhang et al.
slides , annotated slides