Schedule

Week 1

Mon
Feb. 09
Welcome!
Course introduction. What is machine learning? How will this class work? Introduction to data as a combination of signal and noise.
Objectives
Welcome!
Theory
Notes
Welcome slides
Wed
Feb. 11
Data = Signal + Noise
Gaussian distribution, linear data with Gaussian noise. Likelihoods and log-likelihoods. Introduction to maximum likelihood estimation (MLE).
Objectives
Theory
Experimentation
Reading
Calculus review
Warmup
Log and critical points
Notes
Class notes

Week 2

Mon
Feb. 16
Maximum likelihood, gradients
Calculating gradients and checking with Torch. Gradient descent for maximum-likelihood estimation in one dimension.
Objectives
Theory
Experimentation
Warmup
Partial derivatives, gradient
Notes
Class notes
Assignments
HW 1 (due 2/23)
Wed
Feb. 18
Higher Dimensions
Linear-Gaussian model with many features. Matrix-vector notation for linear models. Loss function and gradient in higher dimensions.
Objectives
Theory
Experimentation
Warmup
No warmup problem -- 15 minute quiz at the beginning of class.
Notes
Class notes

Week 3

Mon
Feb. 23
Feature Maps and Regularization
Feature maps, overfitting, and regularization. Ridge regression and Lasso regression.
Objectives
Theory
Experimentation
Warmup
Overfitting in linear regression
Notes
Class notes
Assignments
HW 2 (due 3/2)
Wed
Feb. 25
More on Overfitting and Model Complexity
Bias-variance tradeoff, double-descent.
Objectives
Theory
Experimentation
Warmup
Practice with expectation and variance
Notes
Class notes

Week 4

Mon
Mar. 02
Introducing Classification
Predicting binary labels with logistic regression
Objectives
Theory
Experimentation
Warmup
Gradient of signal function in logistic regression
Notes
Class notes
Assignments
Miniproject 1: Count regression (due 3/9)
Wed
Mar. 04
Classification with Multiple Classes
Extending logistic regression to multiple classes.
Objectives
Theory
Experimentation
Warmup
No warmup problem -- 15 minute quiz at the beginning of class.
Notes
Class notes

Week 5

Mon
Mar. 09
Nearest Neighbor Methods and Kernel Classifiers
Another approach to classification with nonlinear decision boundaries.
Objectives
Theory
Warmup
TBD
Notes
TBD
Assignments
HW 3 (due 3/16)

Week 6

Mon
Mar. 16
Assessment of Classification Models
How to tell if your classifier is working.
Objectives
Experimentation
Warmup
Gut checks for classification models
Notes
Class notes
Assignments
HW 4 (due 3/30)
Wed
Mar. 18
Decision Theory in Classification
Using classifiers to make decisions, or not.
Objectives
Experimentation
Notes
Class notes

Break

Mon
Mar. 23
Spring break! No class.
Wed
Mar. 25
Spring break! No class.

Week 7

Mon
Mar. 30
Visit by David Rolnick (McGill)
Objectives
Social Impacts
Warmup
TBD
Notes
NA
Assignments
Miniproject TBD (due 4/6)
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