Statistical Machine Learning
TeachersKOBAYASHI, Yasuyuki
Grade, SemesterYear 1 full year [Division of Informatics Science〈Correspondence Course〉(Master's Degree Program)]
CategorySpecial Subjects
Classesテキスト授業
Elective, CreditsElective 2credit
 Syllabus Number

Course Description

Machine learning has significant performance improvement in recent years, therefore various fields adopt machine learning techniques. As machine learning has various methods, therefore, this subject will introduce the concept of statistical machine learning. To consider phenomena with uncertainty, statistical machine learning will give you a stable model estimated from statistical methods with high probability. You will study various basic methods of statistical machine learning with simple exercises using computer.
This subject corresponds to the diploma policy DP3.

Course Objectives

With the precondition that you have studied artificial intelligence and mathematical statistics for undergraduate, you will be able to understand various methods of statistical machine learning.

Grading Policy

Your overall grade in this class will be decided based on the final examination.
The two reports are required to receive the right to take the final examination, and the results of the two report are not considered for your overall grade.

Textbook and Reference

KindTitleAuthorPublisher
TextbookYou do not need any textbooks.
The lecture instruction book and materials such as Microsoft Excel macro programs for exercises are posted on LMS.
ReferencesThe Elements of Statistical Learning 2nd. Ed., ISBN 978-0387848570.T. Hastie et al.Springer
ReferencesIntroduction to pattern recognition and machine learning, ISBN 978-4-339-02479-1 (in Japanese).Goto and KobayashiCorona-sha
ReferencesStatistical machine learning, ISBN 978-4-274-50248-4 (in Japanese).SugiyamaOhm-sha
ReferencesBayes statistics as tools, ISBN 978-4-534-04647-5 (in Japanese).Y. WakuiNippon Jitsugyo Publishing
ReferencesBayes statistics, ISBN 978-4-8163-5181-5 (in Japanese).Y. Wakui and S. WakuiNatsume-sha
ReferencesYou can find the other good reference documents, so please obtain them for your own purpose.

Requirements(Assignments)

You should study the subject "multivariate analysis" for precondition of statistical machine learning, if you do not understand multivariate analysis at all.
To study statistical machine learning as well as multivariate analysis, it is important for you not only to learn the knowledge and technique, but also to experience the calculation by yourself.
You should review the exercises for each technique of statistical machine learning and apply them to your own problems.

Note

As you do the computer exercises using Microsoft Excel macro programs for Windows, you should prepare a Microsoft Windows PC with an internet connection and confirm whether Microsoft Excel 2007 or later can work on the PC.
This course will be taught in Japanese.

Schedule

1What is statistical machine learning?
2Supervised learning (1): linear regression models
3Supervised learning (2): logistic regression models
4Supervised learning (2): over-learning phenomena and model selection methods
5Supervised learning (4): Ridge regression models
6Supervised learning (5): PLS regression models
7Supervised learning (6): LASSO regression models
8Unsupervised learning (1): principal component analysis
9Unsupervised learning (2): independent component analysis
10Unsupervised learning (3): cluster analysis and k-means methods
11Unsupervised learning (4): Gaussian mixture models and EM algorithm
12Unsupervised learning (5): Graphical modelling and GLASSO
13Bayesian statistics (1): what is Bayesian statistics?
14Bayesian statistics (2): Bayes' theorem, etc
15Bayesian statistics (3): naive Bayes method, etc