Fall 2013 STAT 154 001 LEC

Modern Statistical Prediction and Machine Learning
Section: 
001 LEC
Days and Time: 
TuTh 330-5P
Room: 
534 DAVIS
Units: 
4
Instructor: 
EL KAROUI, N
Final: 
NONE
Enrollment: 
Limit:60 Enrolled:21 Waitlist:0 Avail Seats:39 [on Mar 13, 2014]
Restriction: 
BY CATEGORY
Discussions: 
101 DISW 9-11A334 EVANSBANUELOS, J H87987
102 DISW 11-1P334 EVANSBANUELOS, J H87990
Catalog Description: 

Course Format: Three hours of lecture and two hours of laboratory per week.

Prerequisites: Mathematics 53 and 54 or equivalents; Statistics 135 or equivalent; experience with some programming language. Mathematics 55 or equivalent exposure to counting arguments is recommended but not required.

Description: Theory and practice of statistical prediction. Contemporary methods as extensions of classical methods. Topics: optimal prediction rules, the curse of dimensionality, empirical risk, linear regression and classification, basis expansions, regularization, splines, the bootstrap, model selection, classification and regression trees, boosting, support vector machines. Computational efficiency versus predictive performance. Emphasis on experience with real data and assessing statistical assumptions.

Semester: