Date | Topics | Notes |
Aug 25 | Introduction to supervised, unsupervised, reinforcement, and "rational" (Bayesian) learning. Review of probability, statistics, and linear algebra. | PDF notes |
Aug 28 | Estimators. Maximum likelihood. | PDF notes |
Sep 4 | Bayesian estimators. Evaluating estimators: MSE and the bias/variance tradeoff. | PDF notes |
Sep 8 | Regression: Least squares and BLUE (see previous lecture notes). Confidence intervals for errors. | PDF notes |
Sep 11 | Naive Bayes and logistic regression. | Tom Mitchell's book chapter |
Sep 15 | Logistic regression continued. Evaluation and ROC curves. | PDF notes |
Sep 18 | Decision trees. ID3. | PDF notes |
Sep 22 | No class. Attend CS Day on machine learning! | |
Sep 25 | Pruning. Perceptrons. | PDF notes |
Sep 29 | Support vector machines. | PDF notes |
Oct 2 | Nearest-neighbor methods and ensemble classifiers (bagging and boosting). | PDF notes |
Oct 6 | Unsupervised learning. k-Means and Expectation Maximization. | PDF notes |
Oct 9 | Utility theory. | PDF notes |
Oct 13/14 | No class. SD at INFORMS | |
Oct 16 | In-class exam | |
Oct 20 | Temporal models: filtering and smoothing. | PDF notes |
Oct 23 | Temporal models contd: Viterbi algorithm, Kalman filters. Intro to Markov Decision Processes. | MDP notes |
Oct 27 | MDPs continued | See previous notes |
Oct 30 | Bandit problems | PDF notes |
Nov 3 | Reinforcement learning | PDF notes |
Nov 6 | Function approximation in RL. Optimal stopping. | RL notes from previous lecture. Optimal stopping notes from next lecture. |
Nov 10 | Optimal stopping contd. Intro to POMDPs. | Optimal stopping reading: Chap 2 of Tom Ferguson's book |
Nov 13 | More on POMDPs. | POMDP reading: This paper by Kaelbling, Littman and Cassandra |
Nov 17 | Online learning and experts. | PDF notes |
Nov 20 | Intro to game theory. | PDF notes |
Nov 24 | Market experiment. | |
Dec 1 | Learning in games. | |
Dec 4 | In-class exam | |
Many of the topics we cover may differ significantly in coverage
from any of the texts mentioned above. Therefore it is important to
come to lectures and take notes.