Stat 406 Spring 2008

Lectures: MWF 1-2. Room: Math 225
Lab: W 4-5. LSK 310.
TA: Aline Tabet
Office hours: Fri 11-12. CS 187. Or by appointment.
Aline's office hours: Thur 11-12. LSK 312.
Calendar entry
Pre-requisites

Textbook: Foundations of Machine Learning.
Draft copies are available for purchase for $30 from
Copiesmart Centre, 103-5728 U. Blvd, right next to McDonald's in the UBC Village.

Grading: maximum of (Midterm: 35%, Final: 45%, Weekly assignments: 20%) or (Midterm: 20%, Final: 60%, Weekly assignments: 20%)

Timetable

Reading material refers to my book.



L# Date Topic Reading Homework
L1 Mon Jan 7
Intro Ch 1 .
L2 Wed Jan 9
Quiz Matlab tutorials .
L3 Fri Jan 11
Linear algebra basics 2.2, 2.7, 11.5 and Linear algebra handout .
L4 Mon Jan 14
Eigenvectors, SVD Ch 2 hw1.pdf, due Mon 21st. Also download Change of variables handout and Code.zip and heightWeightDataSimple.txt. Solution
L5 Wed Jan 16
PCA Ch 3 .
L6 Fri Jan 18
PCA Ch 3 .
L7 Mon Jan 21
Fisher's LDA; Linear regression Ch 4 hw2.pdf, due Mon 28. Also download Code.zip and olivettifaces.mat. Also download plotFaces.m to replace version in Code.zip. Solution
L8 Wed Jan 23
Basis functions; Cross validation Ch 4 .
L9 Fri Jan 25
QR and SVD Ch 4 .
L10 Mon Jan 28
Ridge regression Ch 4 hw3.pdf, Due Mon 4th. Also download housing.data (text file) and new version of Code.zip. Solution
L11 Wed Jan 30
Generalized ridge Ch 4 .
L12 Fri Feb 1
No class (San Diego) . .
L13 Mon Feb 4
Class cancelled . .
L14 Wed Feb 6
Feature selection . .
L15 Fri Feb 8
Lasso/QP . .
L16 Mon Feb 11
Forwards selection . .
L17 Wed Feb 13
Shooting; LARS . hw4.pdf, due Wed Feb 20. Also download new version of Code.zip prostate.mat.. Solutions..
L18 Fri Feb 15
Review . .
L19 Mon Feb 18
Spring break . .
L20 Wed Feb 20
Spring break . .
L21 Fri Feb 22
Spring break . .
L22 Mon Feb 25
Midterm midterm.pdf midtermSol.pdf . .
L23 Wed Feb 27
Post mortem . .
L24 Fri Feb 29
K-means clustering Clustering handout .
L25 Mon Mar 3
Hierarchical clustering . hw5.pdf Also download new Code.zip and mandrill-large.tiff and mandrill-small.tiff. Solution
L26 Wed Mar 5
Logistic regression New intro handout .
L27 Fri Mar 7
Optimization Optimization handout .
L28 Mon Mar 10
Naive Bayes Logistic regression handout, Generative classifiers handout .
L29 Wed Mar 12
Gaussian classifiers . .
L30 Fri Mar 14
MVN Probability handout, Probability distributions handout, .
L31 Mon Mar 17
Parameter estimation Parameter estimation handout .
L32 Wed Mar 19
Parameter estimation . hw6.pdf Also download new Code.zip and Data.zip. Solution
L33 Fri Mar 21
Good Friday . .
L34 Mon Mar 24
Easter Monday . .
L35 Wed Mar 26
Shrinkage estimates for many normal means . .
L36 Fri Mar 28
Laplace approx for logistic regression . .
L37 Mon Mar 31
Normal-inverse-Gamma models bayesian statistics handout .
L38 Wed Apr 2
Bias/variance tradeoff Frequentist statistics handout hw7.pdf Also download new fastfit.zip and lightspeed2.2.zip and gaussClassifMissingData.mat. hw7Sol.pdf
L39 Fri Apr 4
Decision theory Decision theory handout .
L40 Mon Apr 7
Review practiceFinal.pdf practiceFinalSol.pdf .
L41 Wed Apr 9
Review . .
L41 Fri Apr 11
No class . .
Final Apr 18, 12:00-2.30 pm MATH 105