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The Elements of Statistical Learning I (WS 2004/2005)

News:

Teacher: Thomas Lengauer

Tutor: Jochen Maydt

Language: English

Time and location:

Lecture: Wednesday, 11:15 - 12:45, Building 46, Room 024 (MPI Building)
Starting October 20th, 2004
Last lecture on February 16th, 2005
Tutorial: Friday, 11:15 - 12:45 (biweekly), Building 46, Room 021 (MPI Building)
Office hours:
Thomas Lengauer: after each lecture
Jochen Maydt: Monday, 11-12 h, Building 46, Room 525 (MPI Building) - or by appointment.

Overview:

This course covers a subject that is relevant for computer scientists in general as well as for other scientists involved in data analysis and modelling. It is not limited to the field of computational biology.
The course will be the first part of a two semester course on Statistical Learning. The first part (WS 2004/2005) will concentrate on chapters 1-5 and 7-10 of the book The Elements of Statistical Learning, Springer 2001, the follow up course during SS 2005 will continue with the remaining chapters. In both semesters, there will be two hours of lecture per week and one hour of tutorial (V2/1), however, the tutorial will actually be two hours every second week.
Both parts of this lecture fulfil the requirements for the curricula of computer science and bioinformatics as optional course with 6 resp. 4 credit points (Spezialvorlesung, 6 bzw. 4 Leistungspunkte).

Prerequisites:

The course is targeted to advanced students in math, computer science and general science with mathematical background. Students should know linear algebra and have basic knowledge of statistics.

Requirements for the course certificate:

You need a cumulative 50% of the points in the homework assingments to be admitted to the written exam. A score of 50% in the exam is then considered a passing grade.

Literature:

Hastie, Tibshirani, Friedman: The Elements of Statistical Learning, Springer 2001. The readers of the course are encouraged to acquire this book.
More information on this book, as well as a contents listing can be found here.

Tutorial:

The tutorial focuses on both, the material presented in the lecture and the homework assignments. Usually, a very brief reiteration of parts of the lecture is given; the focus will be on the last assignment, though. Homework assignments will cover theoretical proofs and programming excercises with roughly equal weight.
The programming language that we use is R - a language for statistical computing. It is freely available for Windows and Linux and - as a vectorized programming language - is ideally suited for the problems we will encounter. There are also many freely available packages (or libraries) to perform a variety of classification and regression tasks, or to visualize the results of statistical analyses in a convenient way.

Course material:

Programming resources are now listed in the homework handouts section.


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