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This is the course website for MATH 373: "Introduction to Machine Learning" at the University of San Francisco. Assignments, lecture notes, and open source code will all be available on this website.

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MATH 373: Intro to Machine Learning

James D. Wilson

Email: jdwilson4@usfca.edu

Class Time: MWF 10:30 - 11:35 in LS 210

Office Hours: MW 1:30 - 3:00 in Harney 107B

Book: Intro to Statistical Learning (ISL) by Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani

Syllabus: Link

Course Learning Outcomes

By the end of this course, you will be able to implement and mathematically justify the following concepts and methodologies of statistical machine learning

Basic Statistical Concepts

  • The learning problem
  • Training vs. testing
  • Resampling and cross validation
  • Model assessment

Supervised Learning

  • Regression: principal components regression, Lasso, Ridge regression, Elastic net
  • Classification: k-Nearest Neighbors, Linear and Quadratic Discriminant analysis, logistic regression, naive Bayes classifiers, support vector machines
  • Tree-based methods: decision trees for regression and classification, bagging, random forests, boosting
  • Introduction to neural networks (if time permits)

Unsupervised Learning

  • Clustering: k-means, hierarchical clustering, spectral clustering
  • Goodness of fit and method assessment
  • Biclustering

Course Overview

Assessment

This course will be assessed according to the following.

  • Homework Assignments (35%) For each assignment, you will be required to upload a .pdf file to the Canvas site that contains your R code, any analyses, and any visualization used to answer the questions on the assignment. This .pdf file must be a result of compiling R code in RStudio using the knitr package. These must be submitted before the deadline set on github.
  • Case Studies (35%) There will be several in- and out- of class case studies throughout the class. These are to be completed using RStudio.
  • Final Exam (30%) The final exam will be comprehensive and cover all material provided in class.

Schedule

Overall, this course will be split into three main parts: (1) regression, (2) classification, and (3) unsupervised learning and clustering.

Introduction

Topic Reading Assignment Due Date In Class Code
Introduction Ch.1, Section 2.1 ISL Homework 0 Wednesday, Jan 31st

Regression

Topic Reading Assignment Due Date In Class Code
Components of Regression Section 2.2, Section 3.1 - 3.3, Section 5.1 of ISL Section 3.3 ISL
Shrinkage Methods Section 6.2 of ISL Shrinkage Code
Principal Components Regression 6.3.1 of ISL; A Tutorial on PCA Homework 1 Wednesday, Feb 14th PCA Code

Classification

Topic Reading Assignment Due Date In Class Code
Components of Classification Section 4.1 - 4.3 of ISL Homework 2 Friday, March 2nd
kNN and Bayes Classifiers Section 2.2.3, Section 4.4 of ISL
LDA, QDA, and Logistic Regression Section 4.3, Section 4.5 of ISL Homework 3 Monday, April 2nd Classification Code

Tree-based Methods

Topic Reading Assignment Due Date In Class Code
Trees, Bagging, and Random Forests Sections 8.1 and 8.2 of ISL Ensemble Methods Code
Boosting Section 8.2 and 8.3 of ISL

Unsupervised Learning

Topic Reading Assignment Due Date In Class Code
k-Means and Hierarchical Clustering Section 10.1 - 10.3 of ISL
Graphs and Community Detection

Intro to Neural Networks and Deep Learning

Topic Reading Assignment Due Date In Class Code

Case Studies

Case Study Date
Spam Detection and Naive Bayes February 23rd
Ensemble Methods April 1st

Important Dates

  • Friday, January 26th - Last day to add the class
  • Friday, February 9th - Census date. Last day to withdraw with tuition reversal
  • Monday, February 19th - Presidents' Day (no class)
  • Monday, March 12th - Friday, March 16th - Spring break! (no class)
  • Friday, March 30th - Easter holiday (no class)
  • Wednesday, May 9th - Last day of class!
  • Monday, May 14th - Final exam (10:00 AM - 12:00 PM)

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This is the course website for MATH 373: "Introduction to Machine Learning" at the University of San Francisco. Assignments, lecture notes, and open source code will all be available on this website.

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