Statistical Learning and Decisions

Catalog description

Credits 3. 3 Lecture Hours. Stochastic systems components; stochastic process models using Markov chains; Markov-decision processes; use of multi-armed bandit problems; exploration and exploitation; reinforcement learning; Bayesian updates; ensemble learning with bagging, boosting and stacking. Prerequisite: Grade of C or better in DAEN 321 ; junior or senior classification.