- Lecture 1 (Introduction)
- Chapter 1
- Chapter 2 (§2.1 and §2.2)
- R code
- Lecture 2 (linear regression)
- Chapter 3 (§3.1, §3.2)
- R code
- Lecture 3 (variable selection)
- Chapter 3 (§3.3)
- R code
- Lecture 4 (optimism, bias-variance trade-off)
- Lecture 5 (cross-validation)
- Chapter 7 (§7.10)
- R code
- Lecture 6 (bootstrapping, AIC, BIC)
- Chapter 7 (§7.4, §7.5, §7.7 (only up to page 233), §7.11)
- R code
- Lecture 7 (PCR, PLS)
- Chapter 3 (§3.5)
- R code
- Lecture 8 (regularized regression: lasso, ridge, elastic-net)
- Chapter 3 (§3.4)
- Chapter 18 (§18.4)
- R code
- Lecture 9 (kNN, curse of dimensionality)
- Chapter 2 (§2.3.2, §2.3.3, §2.5)
- R code
- Lecture 10 (kernel smoothing methods)
- Chapter 6 (§6.1, §6.2, §6.3)
- R code
- Lecture 11 (splines)
- Chapter 5 (§5.1, §5.2)
- Lecture 12 (splines, smoothing splines, thin-plate)
- Chapter 5 (§5.2.1, §5.4 (only up to the first paragraph of page 154), §5.5)
- R code
- Lecture 13 (additive models)
- Chapter 9 (§9.1, §9.2)
- R code
- Lecture 14 (trees, bagging)
- Chapter 9 (§9.2 - except §9.2.3)
- Chapter 8 (§8.7)
- R code
- Lecture 15 (random forests)
- Chapter 15 (§15.1, §15.2, §15.3)
- Lecture 16 (boosting, PPR, neural networks)
- Chapter 10 (§10.1, §10.2, §10.3)
- Chapter 11 (§11.1, §11.2, §11.3)
- Lectures 17 and 18 (case study example: regression)
- Lecture 19 (classification, linear regression of an indicator matrix)
- Chapter 4 (§4.1, §4.2)
- R code
- Lecture 20 (logistic regression, linear discriminant analysis)
- Chapter 4 (§4.3, §4.4)
- R code
- Lecture 21 (quadratic discriminant analysis, LDA vs logistic regression)
- Chapter 4 (§4.3, §4.4.5)
- R code
- Lecture 22 (kNN -, trees -, boosting - for classification, Support vector machines)
- Chapter 9 (§9.2.3)
- Chapter 10 (§10.9)
- Chapter 12 (§12.1 -- §12.3.1)
- Chapter 13 (§13.3)
- R code
- Lecture 23 (support vector machines in the non separable case)
- Chapter 12 (§12.2, 12.3.1)
- R code
- Lecture 24 (cluster analysis)
- Chapter 14 (§14.3)
- Lecture 25 (hierarchical and non-hierarchical clustering)
- Chapter 14 (§14.3)
- R code
- Lecture 26 (bagging for classification, case study example: classification)
- Lecture 27 (case study example: clustering)
- Ch 6.3 in "Data anlysis and data mining" by A.Azzalini and B.Scarpa, Oxford University Press, 2012 (ISBN 978-0-19-976710-6)
- R code