IDS 575 Statistical Models and Methods for Business Analytics

Edition: Fall 2017

Document version: Sep 20 2017

Overview

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.

Logistics

Textbook and Materials

Software

Timeline

Lectures (tentative)

  1. 09/02 : Supervised Learning: Linear Models and Least Squares, k-Nearest Neighbor Methods
  2. 09/09 : Towards Regression: Statistical Decision Theory, Curse of Dimensionality, Linear Regression, Categorical Variables, Interaction Terms
  3. 09/16 : Regression: Bias-variance Trade-off, Subset Selection, Cross-Validation
  4. 09/23 : Regression and Classification: Ridge Reregssion, LASSO (Least Absolute Shrinkage and Selection Operator), Linear Discriminant Analysis, Logistic Regression
  5. 09/30 : Generalized Linear Models and Model Assessment and Selection
  6. 10/07 : Model Inference and Averaging: Maximum Likelihood Estimation, Expectation Maximization, Sampling (Markov Chain Monte Carlo)
  7. 10/21 : Tree Methods and Gradient Boosting
  8. 10/28 : Support Vector Machines
  9. 11/4 : Intoduction to Unsupervised Learning: Clustering
  10. 11/11 : Unsupervised Learning: Principal Component and Factor Analysis
  11. 11/18 : High-dimensional Problems
  12. 12/02 : Bayesian Methods

Assignments

  1. 09/09: Assignment 1 out. Due on 09/22
  2. 09/23: Assignment 2 out. Due on 10/06
  3. 10/28: Assignment 3 out. Due on 11/10
  4. 11/11: Assignment 4 out. Due on 11/22

Exams

  1. 10/14: Midterm Exam (same venue as lectures, and during class hours)
  2. 12/16: Final Exam (same venue as lectures, and during class hours, this is tentative)

Project

  1. 10/20: Project first report due (proposal)
  2. 11/17: Project mid report due
  3. 12/01: Project final report due

Note: Submission deadline for assignments and project reports is before 2359hrs on the concerned day. Use Blackboard for uploads. Here is a Google Calendar that reflects the same information.

Grades

Assignments

Exams

Project

Miscellaneous Information

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