This is an introductory-level course in supervised learning, with a focus on regression and classification methods. The syllabus includes: linear and polynomial regression, logistic regression and linear discriminant analysis; cross-validation and the bootstrap, model selection and regularization methods (ridge and lasso); nonlinear models, splines and generalized additive models; tree-based methods, random forests and boosting; support-vector machines; neural networks and deep learning; survival models; multiple testing. Some unsupervised learning methods are discussed: principal components and clustering (k-means and hierarchical).
This is not a math-heavy class, so we try and describe the methods without heavy reliance on formulas and complex mathematics. We focus on what we consider to be the important elements of modern data science. Computing is done in Python. There are lectures devoted to Python, giving tutorials from the ground up, and progressing with more detailed sessions that implement the techniques in each chapter.
The lectures cover all the material in An Introduction to Statistical Learning, with Applications in Python by James, Witten, Hastie, Tibshirani and Taylor (Springer, 2023). The pdf for this book is available for free on the book website.
What You'll Learn:
Overview of statistical learning
Linear regression
Classification
Resampling methods
Linear model selection and regularization
Moving beyond linearity
Tree-based methods
Support vector machines
Deep learning
Survival modeling
Unsupervised learning
Multiple testing