IDS 575 Statistical Models and Methods for Business Analytics

Edition: Spring 2018

Document version: Jan 14 2017

Announcements

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. 01/20 : Supervised Learning: Linear Models and Least Squares, k-Nearest Neighbor Methods
  2. 01/27 : Towards Regression: Statistical Decision Theory, Curse of Dimensionality, Linear Regression, Categorical Variables, Interaction Terms
  3. 02/03 : Regression I: Bias-variance Trade-off, Subset Selection, Cross-Validation
  4. 02/10 : Regression II: Ridge Regression, LASSO (Least Absolute Shrinkage and Selection Operator)
  5. 02/17 : Classification, Model Assessment and Selection: Linear Discriminant Analysis, Logistic Regression, AIC, BIC and Validation
  6. 02/24 : The Bootstrap and Maximum Likelihood Estimation
  7. 03/10 : Expectation Maximization and Sampling (Markov Chain Monte Carlo)
  8. 03/17 : Tree Methods, Adaboost and Gradient Boosting
  9. 03/24 : Random Forests, Multivariate Adaptive Regression Splines and Support Vector Machines
  10. 04/07 : Introduction to Unsupervised Learning: Clustering
  11. 04/14 : Unsupervised Learning: Principal Component and Factor Analysis
  12. 04/21 : Time Series Analysis I
  13. 04/28 : Time Series Analysis II

Assignments

  1. 01/27: Assignment 1 out. Due on 02/09
  2. 02/10: Assignment 2 out. Due on 02/23
  3. 03/24: Assignment 3 out. Due on 04/13

Exams

  1. 03/03: Exam I (same venue as lectures, and during class hours)
  2. 05/05: Exam II (same venue as lectures, and during class hours)

Project

  1. 03/16: Project Report I due
  2. 04/27: Project Report II due

Note: Submission deadline for assignments and project reports is BEFORE 2359hrs on the concerned day. Use Blackboard for uploads.

Grades

Assignments

Exams

Project

Miscellaneous Information

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