課程名稱 |
統計學習 Statistical Learning |
開課學期 |
112-1 |
授課對象 |
理學院 統計與數據科學研究所 |
授課教師 |
江其衽 |
課號 |
STAT5009 |
課程識別碼 |
250 U0090 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期三6,7,8(13:20~16:20) |
上課地點 |
新502 |
備註 |
總人數上限:30人 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
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課程概述 |
Statistical Learning refers to a vast of statistical approaches for understanding data. These approaches can be roughly divided into two categories: supervised and unsupervised. In supervised learning, the goal is to predict the response variable; in unsupervised learning, the goal is to describe the associations and patterns among a set of variables. This course concentrates on the topics related to classification and clustering given that linear regression and non-parametric regression are covered in the courses Regression Analysis and Non-parametric Regression, respectively. |
課程目標 |
Those commonly employed approaches for classification and those for clustering will be introduced with proper examples. After taking the course, the students are expected to be able to utilize those approaches properly and perform sensible analysis. |
課程要求 |
Calculus, Linear Algebra, and Statistics |
預期每週課後學習時數 |
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Office Hours |
另約時間 備註: Monday 10--11am or By appointment |
指定閱讀 |
Hastie, T., Tibshirani, R. and Friedman, J. (2016). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. 2nd edition. Springer. https://hastie.su.domains/ElemStatLearn/ |
參考書目 |
James, Witten, Hastie and Tibshirani (2021). An Introduction to Statistical Learning with Applications in R. 2nd Edition. Springer. https://www.statlearning.com |
評量方式 (僅供參考) |
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針對學生困難提供學生調整方式 |
上課形式 |
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作業繳交方式 |
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考試形式 |
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其他 |
由師生雙方議定 |
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週次 |
日期 |
單元主題 |
第1週 |
09/06/2023 |
Introduction
Overview of Supervised Learning |
第2週 |
09/13/2023 |
Linear Methods for Classification: (1) Linear Regression, (2) LDA, (3) QDA, and (4) Reduced-rank LDA |
第3週 |
09/20/2023 |
Linear Methods for Classification: (5) Logistic Regression and (6) Separating Hyperplanes
Basis Expansions and Regularization: (1) Piecewise Polynomials and Splines |
第4週 |
09/27/2023 |
Basis Expansions and Regularization: (1) Piecewise Polynomials and Splines, (2) B-spline, (3) Smoothing Splines, (4) Nonparametric Logistic Regression |
第5週 |
10/04/2023 |
Basis Expansions and Regularization: (5) Multidimensional Splines, (6) RKHS, (7) wavelet
Kernel Smoothing Methods: (1) Empirical CDF, (2) Kernel Density Estimator |
第6週 |
10/11/2023 |
Kernel Smoothing Methods: (2) Kernel Density Estimator, (3) Local Polynomial Regression |
第7週 |
10/18/2023 |
Varying Coefficient Models
Model Selection |
第8週 |
10/25/2023 |
EM Algorithm
Generalized Additive Models
Trees |
第9週 |
11/01/2023 |
Trees
Multivariate Adaptive Regression Splines
Hierarchical Mixtures of Experts
Boosting
SVMs |
第10週 |
11/08/2023 |
kernel SVMs
Flexible Discriminant Analysis
Penalized Discriminant Analysis
Mixture Discriminant Analysis
Functional Data |
第11週 |
11/15/2023 |
Functional PCA |
第12週 |
11/22/2023 |
Depth and Distance
Functional LDA |
第13週 |
11/29/2023 |
Functional LDA
Functional GLM
Inverse Regression
Clustering |
第14週 |
12/06/2023 |
Oral Presentations |
第15週 |
12/13/2023 |
Oral Presentations |
第16週 |
12/20/2023 |
Final Project |
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