Instructor: Dogyoon Song (dgsong [at] ucdavis [dot] edu)
Teaching Assistant: Soobin Kim (sbbkim [at] ucdavis [dot] edu)
Lectures: Mondays, Wednesdays and Fridays, 12:10 PM - 1:00 PM, Wellman Hall 26 This is an in-person only class, and lectures will not be recorded.
Discussions (Labs) are run by TA Soobin Kim
Office hours:
Syllabus: link
Canvas: link
Piazza: link
Textbooks: There is one required textbook, which is available online.
A tentative list of topics to be covered include:
The students’ performance in this course will be evaluated based on the following:
| Lecture Day | Topics | Slides | Additional references | HW | Notes |
|---|---|---|---|---|---|
| Mon, Mar 31 | Introduction | Lecture 1 | JWHT, Ch 1 | “HW 0” | |
| Wed, Apr 2 | Probability review | Lecture 2 | |||
| Fri, Apr 4 | Probability examples + Statistical learning | Lecture 3 | JWHT, Ch 2.1 | ||
| Mon, Apr 7 | Simple linear regression | Lecture 4 | JWHT, Ch 3.1 | ||
| Wed, Apr 9 | Multiple linear regression | Lecture 5 | JWHT, Ch 3.2 & 7.1 | Homework 1 released; due Tue, April 15 | |
| Fri, Apr 11 | Qualitative predictors & pitfalls in linear regression | Lecture 6 | JWHT, Ch 3.3 & 3.5 | ||
| Mon, Apr 14 | The bias-variance tradeoff | Lecture 7 | JWHT, Ch 2.2 | ||
| Wed, Apr 16 | Classification & Logistic regression | Lecture 8 | JWHT, Ch 4.1-4.3 | Homework 2 released; due Tue, April 22 | |
| Fri, Apr 18 | Logistic regression (cont’d) & Classification errors | Lecture 9 | JWHT, Ch 4.3-4.4 | ||
| Mon, Apr 21 | Recap of Lecture 9 & Linear discriminant analysis | Lecture 10 | JWHT, Ch 4.4 | ||
| Wed, Apr 23 | More on generative models & LDA | Lecture 11 | JWHT, Ch 4.4-4.5 | Extended office hours (4-6pm) for today only | |
| Fri, Apr 25 | Midterm1 (12:10 - 1:00 PM) | Solution | Practice midterm 1 | ||
| Mon, Apr 28 | Mid-course review | Lecture 12 | |||
| Wed, Apr 30 | Cross-validation | Lecture 13 | JWHT, Ch 5.1 | Homework 3 released; due Tue, May 6 | |
| Fri, May 2 | k-fold CV & The bootstrap | Lecture 14 | JWHT, Ch 5.2 | ||
| Mon, May 5 | Subset selection | Lecture 15 | JWHT, Ch 6.1 | ||
| Wed, May 7 | Regularization | Lecture 16 | JWHT, Ch 6.2 | Homework 4 released; due Tue, May 13 | |
| Fri, May 9 | Regularization (cont’d) & Multiple testing | Lecture 17 | JWHT, Ch 6.2 & 13.1-13.2 | ||
| Mon, May 12 | Multiple hypotheses testing | Lecture 18 | JWHT, Ch 13.2-13.4 | ||
| Wed, May 14 | Multiple testing (cont’d) + Review for midterm 2 | Lecture 19 | Extended office hours (4-6pm) for today only | ||
| Fri, May 16 | Midterm 2 (12:10 - 1:00 PM) | Solution | Practice midterm 2 + sol | ||
| Mon, May 19 | Basis functions & Regression splines | Lecture 20 | JWHT, Ch 7.1-7.4 | Remote lecture; see Canvas announcement | |
| Wed, May 21 | Regression splines (cont’d) + Smoothing splines | Lecture 21 | JWHT, Ch 7.4-7.5 | Homework 5 released; due Tue, May 27 | |
| Fri, May 23 | Smoothing splines (cont’d) + Principal component analysis | Lecture 22 | JWHT, Ch 12.1-12.2 | ||
| Mon, May 26 | Memorial day, no class | ||||
| Wed, May 28 | Principal component analysis (cont’d) | Lecture 23 | JWHT, Ch 12.2 | Homework 6 released; due Tue, June 3 | |
| Fri, May 30 | Clustering: K-means clustering | Lecture 24 | JWHT, Ch 12.4 | ||
| Mon, Jun 2 | Clustering: Hierarchical clustering | Lecture 25 | JWHT, Ch 12.4 | ||
| Wed, Jun 4 | Review for final exam & Conclusion | Lecture 26 | |||
| Fri, Jun 6 | Final exam (1:00 - 3:00 PM) | Solution | Practice final + sol |