- Lecture 1 (Introduction and linear regression)
- Chapter 1 (§ 1.1.3 excluded)
- Chapter 2 (§ 2.1)
- Further (optional) material:
- Lecture 2 (variable transformations, multivariate outcome and computational aspects)
- Chapter 2 (§ 2.1, § 2.2)
- Further material:
- Appendix A.1;
- Appendix A.2;
- R code used during the lecture.
- Lecture 3 (likelihood, logistic regression and GLM):
- Chapter 2 (§ 2.3);
- Chapter 2 (§ 2.4);
- Further material:
- Lecture 4 (optimism, overfitting and bias-variance trade-off):
- Chapter 3 (§ 3.1, 3.2, 3.3, 3.4)
- Further material:
- Lecture 5 (cross-validation and information-based criteria):
- Chapter 3 (§ 3.5)
- Further material:
- Lecture 6 (variable selection methods and principal components)
- Chapter 3 (§ 3.6)
- Further material:
- Lecture 7 (regularized regression with focus on lasso and ridge, kNN):
- Chapter 3 (§ 3.6)
- Chapter 4 (§ 4.1)
- Further material:
- Lecture 8 (kernels methods, curse of dimensionality and splines)
- Chapter 4 (§ 4.2, 4.3, 4.4)
- Further material:
- Due to the particular situation, the link to the podcast is here for everyone.
Until further notice, the lectures will only be online (podcast). Remember Zoom time for questions every Wednesday from 15:00 to 17:00.
- Lecture 9 (smoothing splines, additive models, GAM and projection pursuit):
- Chapter 4 (§ 4.4, 4.5, 4.6)
- Podcast for smoothing splines, interesting from 1:00:30 (the previous part overlaps, but it does not entirely cover, lecture 8):
Type Size Link MP4 with Smart Player (480p) 74,2 MB View... MP4 with Smart Player (720p) 102 MB View... MP4 with Smart Player (1080p) 150 MB View... MP3 (Audio Only) 47,8 MB View... - Podcast for additive models, generalized additive models and projection pursuit:
Type Size Link MP4 with Smart Player (480p) 43,3 MB View... MP4 with Smart Player (720p) 60,4 MB View... MP4 with Smart Player (1080p) 88,4 MB View... MP3 (Audio Only) 27,3 MB View...
- Lecture 10 (classification, performance evaluation, multivariate logistic models, classification via linear model and discriminant analysis):
- Chapter 5 (§ 5.1, 5.2, 5.3, 5.4, 5.5)
- Podcast for classification, performance evaluation, multivariate logistic models:
Type Size Link MP4 with Smart Player (480p) 76,7 MB View... MP4 with Smart Player (720p) 106 MB View... MP4 with Smart Player (1080p) 154 MB View... MP3 (Audio Only) 51,0 MB View... - Podcast for classification via linear model and discriminant analysis:
Type Size Link MP4 with Smart Player (480p) 90,6 MB View... MP4 with Smart Player (720p) 128 MB View... MP4 with Smart Player (1080p) 190 MB View... MP3 (Audio Only) 54,0 MB View...
- Lecture 11 (regularized approaches for classification and regression trees):
- Chapter 5 (§ 5.5) and Chapter 4 (§ 4.8)
- Podcast for regularized approached for classification:
Type Size Link MP4 with Smart Player (480p) 41,0 MB View... MP4 with Smart Player (720p) 57,0 MB View... MP4 with Smart Player (1080p) 85,5 MB View... MP3 (Audio Only) 26,0 MB View... - podcast for regression tree (note that the podcast is incomplete: you can either follow the master class on the same topic available here from minute 1:07:30 to minute 1:21:30 - as a master level class, it is slightly more condensed, 14 minutes instead of an hour class - or look at the notes under the links and ask clarification during the Wednesday Zoom time):
-
Type Size Link MP4 with Smart Player (480p) 32,4 MB View... MP4 with Smart Player (720p) 45,9 MB View... MP4 with Smart Player (1080p) 70,1 MB View... MP3 (Audio Only) 19,3 MB View... - notes
- R code (with supporting script and file)
- Lecture 12 (classification trees, neural networks and support vector machines)
- Chapter 5 (§ 5.7, 5.8) and Chapter 4 (§ 4.9)
- Podcast for classification trees
Type Size Link MP4 with Smart Player (480p) 46,1 MB View... MP4 with Smart Player (720p) 64,5 MB View... MP4 with Smart Player (1080p) 95,7 MB View... MP3 (Audio Only) 28,8 MB View... - notes
- R code (with supporting script and file)
- podcast for neural networks and support vector machines
Type Size Link MP4 with Smart Player (480p) 73,7 MB View... MP4 with Smart Player (720p) 100 MB View... MP4 with Smart Player (1080p) 150 MB View... MP3 (Audio Only) 50,2 MB View...
- Lecture 13 (case study regression)
- Chapter 4 (§ 4.10)
- R code
- podcast first part
Type Size Link MP4 with Smart Player (480p) 58,4 MB View... MP4 with Smart Player (720p) 88,0 MB View... MP4 with Smart Player (1080p) 142 MB View... MP3 (Audio Only) 26,6 MB View... - podcast second part:
Type Size Link MP4 with Smart Player (480p) 113 MB View... MP4 with Smart Player (720p) 172 MB View... MP4 with Smart Player (1080p) 278 MB View... MP3 (Audio Only) 50,7 MB View...
- Lecture 14 (case study classification)
- Chapter 5 (§ 5.9, 5.10)
- R code
- podcast first part:
Type Size Link MP4 with Smart Player (480p) 59,3 MB View... MP4 with Smart Player (720p) 91,4 MB View... MP4 with Smart Player (1080p) 144 MB View... MP3 (Audio Only) 27,0 MB View... - podcast second part:
Type Size Link MP4 with Smart Player (480p) 114 MB View... MP4 with Smart Player (720p) 174 MB View... MP4 with Smart Player (1080p) 276 MB View... MP3 (Audio Only) 54,4 MB View... - unstructured notes
- Lecture 15 (unsupervised learning and dissimilarity, non-hierarchical clustering with focus on K-means)
- Chapter 6 (§ 6.1)
- Podcast for unsupervised learning and dissimilarity
Type Size Link MP4 with Smart Player (480p) 78,8 MB View... MP4 with Smart Player (720p) 107 MB View... MP4 with Smart Player (1080p) 156 MB View... MP3 (Audio Only) 52,0 MB View... - podcast on non-hierarchical clustering and K-means
Type Size Link MP4 with Smart Player (480p) 42,8 MB View... MP4 with Smart Player (720p) 59,3 MB View... MP4 with Smart Player (1080p) 86,3 MB View... MP3 (Audio Only) 26,1 MB View...
- Lecture 16 (hierarchical clustering and case study clustering)
- Chapter 6 (§ 6.1, 6.3)
- podcast on hierarchical clustering
Type Size Link MP4 with Smart Player (480p) 90,9 MB View... MP4 with Smart Player (720p) 131 MB View... MP4 with Smart Player (1080p) 206 MB View... MP3 (Audio Only) 50,8 MB View... - podcast on a case study for clustering
Type Size Link MP4 with Smart Player (480p) 55,1 MB View... MP4 with Smart Player (720p) 82,6 MB View... MP4 with Smart Player (1080p) 130 MB View... MP3 (Audio Only) 27,6 MB View...