Statistical Machine Learning

Catalog description

Statistical Machine Learning is a second graduate level course in advanced machine learning, assuming that students have taken Machine Learning ( 10-701 ) or Advanced Machine Learning ( 10-715 ), and Intermediate Statistics (36-705). The term ?statistical? in the title reflects the emphasis on statistical theory and methodology. This course is mostly focused on methodology and theoretical foundations. It treats both the ?art? of designing good learning algorithms and the ?science? of analyzing an algorithm?s statistical properties and performance guarantees. Theorems are presented together with practical aspects of methodology and intuition to help students develop tools for selecting appropriate methods and approaches to problems in their own research. Though computation is certainly a critical component of what makes a method successful, it will not receive the same central focus as methodology and theory. We will cover topics in statistical theory that are important for researchers in machine learning, including consistency, minimax estimation, and concentration of measure. We will also cover statistical topics that may not be covered in as much depth in other machine learning courses, such as nonparametric density estimation, nonparametric regression, and Bayesian estimation. Prerequisites: (36-705 or 10-705) and ( 10-701 or 10-715 ) Course Website: http://www.stat.cmu.edu/~larry/=sml/