課程資訊
課程名稱
統計機器學習理論
STATISTICAL AND MACHINE LEARNING 
開課學期
98-1 
授課對象
理學院  數學研究所  
授課教師
陳素雲 
課號
MATH  
課程識別碼
221 M2070 
班次
 
學分
全/半年
半年 
必/選修
選修 
上課時間
星期三3(10:20~11:10)星期五3,4(10:20~12:10) 
上課地點
新401新405 
備註
與杜憶萍合開
總人數上限:50人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/981SML 
課程簡介影片
 
核心能力關聯
本課程尚未建立核心能力關連
課程大綱
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課程概述

The following topics will be covered: supervised and unsupervised learning, dimension reduction, kernel methods, support vector machines, model selection. 

課程目標
contemporary machine learning techniques with statistical focus. 
課程要求
homework, midterm, oral presentation, final project. 
預期每週課後學習時數
 
Office Hours
 
指定閱讀
 
參考書目
 
評量方式
(僅供參考)
 
No.
項目
百分比
說明
1. 
Final project 
20% 
 
2. 
Oral presentation 
20% 
 
3. 
Midterm exam 
30% 
 
4. 
Homework 
30% 
 
 
課程進度
週次
日期
單元主題
第1週
9/16,9/18  1. Introduction
2. Supervised learning 
第2週
9/23,9/25  1. Review Fisher linear discriminant analysis, linear SVM.

2. Matlab tutorial on linear SVM 
第3週
9/30,10/02  1. Finish Chapter 2 (lecture notes revised).

2. Starting Chapter 3 on Friday by Prof. Tu 
第4週
10/07,10/09  continue on Chapter 3 
第5週
10/14,10/16  1. examples and matlab demo.

2. Kernel method for nonlinear SVM 
第6週
10/21,10/23  1. Chapter 5.

2. Partial least squares. Slides on 討論看板. 
第7-1週
10/28  1. PLS matlab demo.

2. continue on nonlinear SVM.

3. discuss your final project topic selection.
 
第7-2週
10/30  1. SSVM -a smooth SVM algorithm implemented in the primal space. 2. Two auxiliary techniques (reduced kernel and uniform design) for fast computation. 
第8-1週
11/04  reduced kernel and matlab demo 
第8-2週
11/06  1. Lagrangian SVM.

2. Chapter 6, start with kernel PCA. 
第9-1週
11/11  11/11 (Wed), no class, take-home midterm due. 
第9-2週
11/13  Midterm problem 1 presentation and discussion. You will be asked to present your problem 1. No need to make extra preparation, just use your submitted paper.  
第10-1週
11/18  Lagrangian SVM 
第10-2週
11/20  1. midterm paper revision due.

2. dimension reduction by kernel SIR. 
第11-1週
11/25  2 projections commonly seen in dimension reduction: orthogonal projection, oblique projection. 
第11-2週
11/27  1. support vector regression. 2. KSIR revisited. 
第12-1週
12/02  SVR and KSIR matlab demo. 
第12-2週
12/04  Review: basic kernel theory, kernel trick, SVM & SVR in primal and in dual, auxiliary techniques and tools.

Final project preview: boosting, nonlinear dr (locally linear embedding, Laplacian LLE, Hessian LLE), Lasso and its dual, classes of kernels, anti-correlation kernels, locality preserving projections. 
第13-1週
12/09  Homework-4 (on SVR and KSIR) due, this is the last homework. 
第13-2週
12/11  Final project oral presentation. Boosting (李尚文). Nonlinear dimension reduction -LLE (陳帥,吳佩勳). 
第14-1週
12/16  Oral presentation. Locality preserving projections (宮嵊益). 
第14-2週
12/18  Student oral, Lasso and its dual (郭晏伶,湯泉發). Anti-correlation kernels (門諦風).  
第15-1週
12/23  Mini-workshop on Friday, no class today. 
第15-2週
12/25  TIMS Seminar in Statistical Methodology. 9:30-12:00, at New Math 308. Attendance is mandatory and credited.  
第16-1週
12/30  Classes of kernels (陳幼剛). Nonlinear dimension reduction -Hessian local linear embedding (何昊). 
第16-2週
01/01  Holiday, no class. 
第17-1週
01/06  1. Hessian LLE.

2. Homework 4. 
第17-2週
1/08  1. Final project paper due. All the students slides can be accessed at 作業區-作業觀摩.

2. Tutorial and matlab demo on Neural Networks -Basic.