Date | Topics | Notes |
Aug 28 | Introduction to supervised, unsupervised, reinforcement, and "rational" (Bayesian) learning. Review of probability, statistics, and linear algebra. | PDF notes |
Aug 31 | Estimators. Maximum-likelihood and Bayesian estimation | PDF notes |
Sep 4 | The bias/variance tradeoff and linear models for regression | PDF notes |
Sep 7 | Generative and discriminative models: Naive Bayes and logistic regression | Notes are from Tom Mitchell's draft chapter, which is available here |
Sep 11 | Logistic regression, continued. Overfitting. Evaluating classifiers. Precision, recall, and ROC curves. | PDF notes |
Sep 14 | Basics of utility theory. Cost-sensitive classification. | PDF notes |
Sep 18 | Separating hyperplanes. The perceptron algorithm and the perceptron convergence theorem. Intro to the SVM. | PDF notes |
Sep 21 | Support vector machines. The "kernel trick." Regularization. | Notes are included in the previous lecture's. |
Sep 25 | Decision tree induction and pruning | PDF notes |
Sep 28 | Nearest neighbor methods. Ensemble methods: boosting and bagging | PDF notes |
Oct 2 | Papers: Domingos (D) and Bousquet & Elisseeff (BE) | D is here (RPI access) and BE is here |
Oct 5 | Expectation-Maximization and k-means | PDF notes |
Oct 9 | No class (Monday schedule) | |
Oct 12 | Midterm | |
Oct 16 | Markov Models: Filtering, Smoothing, and Most Likely Path | PDF notes (incl. Kalman filters) |
Oct 19 | Kalman filters. Markov Decision Processes | PDF notes (incl. next lecture) |
Oct 23 | MDPs continued. The Bellman Equation. Dynamic programming | Check previous lecture for notes! |
Oct 26 | No class: Attend CS Day | |
Oct 30 | Bandit problems | PDF notes |
Nov 2 | Reinforcement learning | PDF notes |
Nov 6 | No class (SD at INFORMS) | |
Nov 9 | Secretary problems | Notes are from Chapter 2 of Thomas Ferguson's book, available here |
Nov 13 | More optimal stopping. Stable marriage. | Stable marriage PDF notes |
Nov 16 | Papers: Das and Kamenica (DK) and Vermorel and Mohri (VM) | DK is available here and VM is here |
Nov 20 | Learning in sequential search | Notes are from this paper |
Nov 27 | Sequential search contd. Fire alarm. | |
Nov 30 | Online learning and the experts framework. Intro to game theory. | Online learning and experts notes |
Dec 4 | Game theory contd., and some learning in games. | Game theory notes |
Dec 7 | Second 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.