Machine Learning, Statistical Learning, Deep Learning and Artificial Intelligence
A.Y. 2019/2020
Learning objectives
The course introduces students to the most important algorithmical and statistical machine learning tools. The first part of the course focuses on the statistical foundations and on the methodological aspects. The second part is more hands-on, with laboratories to help students develop their software skills.
Expected learning outcomes
Upon completion of the course students will be able to:
1. understand the notion of overfitting and its role in controlling the statistical risk
2. describe some of the most important machine learning algorithms and explain how they avoid overfitting
3. run machine learning experiments using the correct statistical methodology
4. provide statistical interpretations of the results.
1. understand the notion of overfitting and its role in controlling the statistical risk
2. describe some of the most important machine learning algorithms and explain how they avoid overfitting
3. run machine learning experiments using the correct statistical methodology
4. provide statistical interpretations of the results.
Lesson period: Second semester
Assessment methods: Esame
Assessment result: voto verbalizzato in trentesimi
Single course
This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.
Course syllabus and organization
Single session
Responsible
Lesson period
Second semester
Prerequisites for admission
The course requires basic knowledge in calculus, linear algebra, programming and statistics.
Assessment methods and Criteria
For the module Machine learning, the exam consists in writing a paper of about 10-15 pages containing either a report describing experimental results (experimental project) or a in-depth analysis of a theoretical topic (theory project). The paper will be discussed in an oral examination, in which students will be asked detailed questions about the algorithms used in the project, and also more high-level questions on the rest of the syllabus. The grade is computed by combining the project evaluation and the oral examination.
For the Module Statistical Learning, Deep Learning and Artificial Intelligence, the exam consists in preparing two assigments, using the package R, assigned during the course. The assignments will be discussed in an oral examination, in which students will be asked to explain and dicuss the methodological choices and the code. The grade is computed by combining the assigments evaluation and the oral examination.
The final grade is the mean of the grades obtained in each module.
For the Module Statistical Learning, Deep Learning and Artificial Intelligence, the exam consists in preparing two assigments, using the package R, assigned during the course. The assignments will be discussed in an oral examination, in which students will be asked to explain and dicuss the methodological choices and the code. The grade is computed by combining the assigments evaluation and the oral examination.
The final grade is the mean of the grades obtained in each module.
Module Machine Learning
Course syllabus
Introduction
The Nearest Neighbour algorithm
Tree predictors
Statistical learning
Cross validation
Risk analysis of Nearest Neighbour
Risk analysis of tree predictors
Consistency and nonparametric algorithms
Linear classification
Online gradient descent
From sequential risk to statistical risk
Kernel functions
Support Vector Machines
Stability bounds and risk control in SVM
Boosting
Logistic regression
The Nearest Neighbour algorithm
Tree predictors
Statistical learning
Cross validation
Risk analysis of Nearest Neighbour
Risk analysis of tree predictors
Consistency and nonparametric algorithms
Linear classification
Online gradient descent
From sequential risk to statistical risk
Kernel functions
Support Vector Machines
Stability bounds and risk control in SVM
Boosting
Logistic regression
Teaching methods
Lectures
The goal of this course is to provide a methodological foundation to machine learning. The emphasis is on the design and analysis of learning algorithms with theoretical performance guarantees.
The goal of this course is to provide a methodological foundation to machine learning. The emphasis is on the design and analysis of learning algorithms with theoretical performance guarantees.
Teaching Resources
The main reference are the lecture notes available through the link ncesa-bianchismml.ariel.ctu.unimi.it/
A further reference is the textbook: Shai Shalev-Shwartz e Shai Ben-David, Understanding Machine Learning: From Theory to Algorithms, Cambridge University Press, 2014.
A further reference is the textbook: Shai Shalev-Shwartz e Shai Ben-David, Understanding Machine Learning: From Theory to Algorithms, Cambridge University Press, 2014.
Module Statistical Learning, Deep Learning and Artificial Intellingence
Course syllabus
Prediction of Quantitative Variables (Linear Regression, Ridge Regression, LASSO, Regression Trees, Neural Networks)
Unsupervised learning (Association rules, Clustering, PCA)
Classification hands-on
Unsupervised learning (Association rules, Clustering, PCA)
Classification hands-on
Teaching methods
Lectures and Lab sessions
The goal of this module is to provide a methodological and practical overview to statistical learning methods. The emphasis is on the applications.
The goal of this module is to provide a methodological and practical overview to statistical learning methods. The emphasis is on the applications.
Teaching Resources
James, G., Witten, D., Hastie, T., & Tibshirani, R. (2013). An introduction to statistical learning, Springer.
A further reference is the textbook:
Hastie, T., Tibshirani, R., & Friedman, J. (2009). The elements of statistical learning: data mining, inference, and prediction. Springer Science & Business Media.
For further examples and readings:
Azzalini, Adelchi, and Bruno Scarpa. Data analysis and data mining: An introduction. OUP USA, 2012.
A further reference is the textbook:
Hastie, T., Tibshirani, R., & Friedman, J. (2009). The elements of statistical learning: data mining, inference, and prediction. Springer Science & Business Media.
For further examples and readings:
Azzalini, Adelchi, and Bruno Scarpa. Data analysis and data mining: An introduction. OUP USA, 2012.
Module Machine Learning
INF/01 - INFORMATICS - University credits: 6
Lessons: 40 hours
Professor:
Cesa Bianchi Nicolo' Antonio
Shifts:
-
Professor:
Cesa Bianchi Nicolo' Antonio
Module Statistical Learning, Deep Learning and Artificial Intellingence
SECS-S/01 - STATISTICS - University credits: 6
Lessons: 40 hours
Professor:
Salini Silvia
Shifts:
-
Professor:
Salini SilviaProfessor(s)
Reception:
The student reception on Thesday from 10.00 to 13.00 in presence of via Teams (is better to agree an appointment) - Next Tuesday's student reception will not be held due to other academic commitments. Please contact the professor for another appointment.
DEMM, room 30, 3° floor or in Teams