IDS 575 Statistical Models and Methods for Business Analytics
Edition: Fall 2017
Document version: July 24 2017
The goal of this class is to cover the foundations of modern statistics and machine learning complementing the data mining focus of IDS 572. In other words, the objective of the class is to bring students up to speed with the requisite background as well as expose them to the key theoretical underpinnings of modern analytics. We will do so through the lens of statistical machine learning.
- Instructor: Dr. Theja Tulabandhula ( email: theja at uic)
- Lectures: Saturdays 9.00 AM to 12.00 noon at Lecture center building C C001
- Instructor Office Hours: Saturdays 12.00 noon - 1.00 PM or schedule by email
- TA: TBA (email: )
- TA Office Hours: TBA
Textbook and Materials
- 09/02 : Supervised Learning
- 09/09 : Regression I: Assumptions, Interpretation, LASSO (Least Absolute Shrinkage and Selection Operator), Feature Hashing
- 09/16 : Regression II: Generalized Linear Models, MARS, Categorical variables, Interaction Terms
- 09/23 : Classification: LDA and Logistic Regression
- 09/30 : Model Assessment and Selection: Bias-variance Tradeoff, Cross-validation, AIC, BIC
- 10/07 : Model Inference and Averaging: Maximum Likelihood Estimation, Expectation Maximization, Sampling (Markov Chain Monte Carlo)
- 10/14 : Time Series Analysis
- 10/21 : In-class Exam I
- 10/28 : Gradient Boosting
- 11/4 : Support Vector Machine and Convex Duality
- 11/11 : Unsupervised Learning: Principal Component and Factor Analysis
- 11/18 : High-dimensional Problems
- 11/25 : No class (Thanksgiving weekend)
- 12/02 : In-class Exam II
- Assignments (4): 10%+10%+10%+10%
- Exams (2): 15% + 20%
- Project: 20%
- Participation in-class and online: 5%
- Always mention sources in your assignment solutions.
- Late submissions will have an automatic penalty.
- These are closed book, but one 8.5x11-inch cheatsheet is allowed.
- No computers and communication devices are allowed.
- This involves reimplementing and verifying the results of any research paper appearing in recent machine learning and data mining conferences. More details to follow.
- This is a 4 credit graduate level course with CRN 37447, offered by the Information and Decision Sciences department at UIC.
- The semester runs from Aug 28, 2017 - Dec 08, 2017 (academic calendar).
- Please contact the instructor if you require accommodations for access to and/or participation in this course.