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STAT 535: Statistical Machine Learning Syllabus

The syllabus outlines the course STAT 535: Statistical Machine Learning for Autumn 2024, taught by Yen-Chi Chen, covering various topics in statistical learning. Students are required to have a strong background in calculus, linear algebra, and statistics, with assessments including homework, a final project, and an exam. The course emphasizes academic integrity and provides information on accommodations for students with disabilities and religious observances.

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0% found this document useful (0 votes)
10 views3 pages

STAT 535: Statistical Machine Learning Syllabus

The syllabus outlines the course STAT 535: Statistical Machine Learning for Autumn 2024, taught by Yen-Chi Chen, covering various topics in statistical learning. Students are required to have a strong background in calculus, linear algebra, and statistics, with assessments including homework, a final project, and an exam. The course emphasizes academic integrity and provides information on accommodations for students with disabilities and religious observances.

Uploaded by

zwu363
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Course Syllabus

STAT 535:
Statistical Machine Learning
Autumn 2024

Instructor: Yen-Chi Chen


e-mail: yenchic@[Link]
Office hours: Wednesday 2-3 pm on zoom.
Teaching Assistant: Yikun Zhang
e-mail: yikun@[Link]
Office hours: Wednesday 4-5 pm on PDL B226.
Course Website:
On Canvas: [Link]
Class Schedule: There will be two sessions a week:

• (Lecture) TTh, 12:30-1:50 PM in THO 125.


Course Overview: The main theme of this course is to give an introduction on statistical machine learning. We
will cover several popular topics in the modern statistical learning research. Due to the limited time in the
lecture, we will only cover a small fraction of the lecture notes. Please read the lecture notes on your own – all
contents on the lecture notes may appear in the exam or homework even if it was not covered in the lecture.

Course contents:
• Likelihood models.
• Mixture models.
• Linear models.
• Graph and networks.
• Nonparametric density estimation.
• Nonparametric regression.
• Nonparametric classification.
• Clustering.
• Dimensionality reduction.
• Monte Carlo inferences.
• The bootstrap method.
• Missing data.
• Causal inference.
Prerequisites: You need to be very familiar with calculus, linear algebra, probability, and mathematical statistics.
Also you need to have a good sense of mathematical analysis. There will be a couple of mathematical proofs
in the lecture/homework. I will assume that you are familiar with the contents in the first review lecture:
[Link] and the contents in STAT 512-
513 (STAT 512 contents are in [Link] We will
spend only one lecture on reviewing materials in this note.
Grades:
• Homework assignments (50%)
• Final project report (20%)
• Final exam (30%)
Homework policy: There will be 5 homework assignments (each worth 10%). It will be out Thursday night or
Friday morning and be due at the end of the next Thursday (23:59:59). Homework turned in late will receive 0
points. You need to submit your answers in the format of PDF file that is typed by LATEX or R-markdown and
upload them to the Canvas. Programming questions in the homework: If there are questions involving
programming, you have to include your code in the homework. You are NOT allowed to use any existing
packages to solve the homework problem unless the packages are approved by the TA or the instructor. You
are allowed to use packages for

• Basic linear algebra: solving inverse matrix, finding eigenvectors/values, SVD (numpy package in python
is allowed).
• Basic k-nearest neighbor search: given a point, find the nearest observation (RANN package in R is allowed).
Examples of packages that are NOT allowed: e1071 and kernlab in R.

Final project report: You need to form a group consisting of 1-3 people and submit a report at the end of the
quarter. This report is a summary of one or a few published papers that are related to any topic of this course.
One group submit one report. Here are requirements about this report:
• Format: It is a PDF file in the NeurIPS paper format; you may use the NeurIPS template for preparing
the report ([Link]
• Topic: The report is a summary of the results from one or a few published papers that are related to any
topic of this course. You need to indicate what papers you are reading in the beginning of the report.
You may choose papers that are provided in the lecture notes.
• Clarity: The report has to be clearly written and easy to follow. In general, a well-written report will
have a high score.
• New results: If you have new ideas of the papers you are summarizing, I would encourage you to write it
down in your report. This may give you additional points.
• Due: The report is due Dec. 12 (Thursday) 23:59:59.
• Page limit: The report has to be 4-6 pages. You may have up to 2 additional pages for appendix.
• More information will be provided later.
Course Textbook:
No required textbook.
However, you may find the following books useful:

• Wasserman, L. (2013). All of statistics: a concise course in statistical inference. Springer Science &
Business Media.
• Wasserman, L. (2006). All of nonparametric statistics. Springer Science & Business Media.
• Bishop, C. M. (2006). Pattern recognition and machine learning. springer.
• Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements of statistical learning. New York: Springer
series in statistics.
Schedule:
• Final exam: Dec. 12 (Thursday) 10:30 AM - 12:20PM THO 125.
Academic Integrity: Students at the University of Washington (UW) are expected to maintain the highest
standards of academic conduct, professional honesty, and personal integrity. The UW School of Public Health
(SPH) is committed to upholding standards of academic integrity consistent with the academic and professional
communities of which it is a part. Plagiarism, cheating, and other misconduct are serious violations of the
University of Washington Student Conduct Code (WAC 478-121)1 . We expect you to know and follow the
university’s policies on cheating and plagiarism, and the SPH Academic Integrity Policy2 . Any suspected
cases of academic misconduct will be handled according to University of Washington regulations. For more
information, see the University of Washington Community Standards and Student Conduct3 .
1 [Link]
2 [Link]
3 [Link]
Access and Accommodations: Your experience in this class is important to me. It is the policy and practice of the
University of Washington to create inclusive and accessible learning environments consistent with federal and
state law. If you have already established accommodations with Disability Resources for Students (DRS), please
activate your accommodations via myDRS so we can discuss how they will be implemented in this course. If you
have not yet established services through DRS, but have a temporary health condition or permanent disability
that requires accommodations (conditions include but not limited to; mental health, attention-related, learning,
vision, hearing, physical or health impacts), contact DRS directly to set up an Access Plan. DRS facilitates
the interactive process that establishes reasonable accommodations. Contact DRS at [Link].
Religious Accommodations: Washington state law requires that UW develop a policy for accommodation of
student absences or significant hardship due to reasons of faith or conscience, or for organized religious activities.
The UWs policy, including more information about how to request an accommodation, is available at Religious
Accommodations Policy4 . Accommodations must be requested within the first two weeks of this course using
the Religious Accommodations Request form5 .

4 [Link]
5 [Link]

Common questions

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Causal inference in STAT 535 likely integrates with machine learning to help distinguish correlation from causation. This is fundamental in many applications, such as policy making or medical studies, where understanding causal relationships can directly impact decisions and outcomes. Thus, the course emphasizes equipping students with tools to infer causality amidst predictive modeling .

Students are required to have a solid understanding of calculus, linear algebra, probability, and mathematical statistics. Additionally, a good sense of mathematical analysis is necessary. These prerequisites ensure that students can grasp the mathematical concepts that underlie statistical machine learning techniques .

Programming is integral to the homework assignments in STAT 535, requiring students to include code in their solutions. However, students are restricted from using certain advanced packages, specifically e1071 and kernlab in R, unless approved. Allowed packages are for basic operations such as linear algebra (e.g., numpy in Python) and k-nearest neighbor search (RANN in R).

The University of Washington, including the School of Public Health, enforces strict academic integrity policies. Violations such as plagiarism and cheating are serious and will be dealt with according to university guidelines. Maintaining academic conduct is essential, and any misconduct is subject to disciplinary actions as per the UW Student Conduct Code .

The evaluation of student performance in STAT 535 consists of three key components: homework assignments (50%), a final project report (20%), and a final exam (30%). The homework is crucial as it constitutes half of the overall grade, highlighting its importance in reinforcing course material .

Nonparametric density estimation and regression, as taught in STAT 535, can be applied to real-world scenarios like financial risk modeling, where data distributions aren't assumed to follow a specific parametric form. In medical diagnosis, nonparametric regression helps in predicting patient outcomes without assuming linear relationships, thereby accommodating more complex patterns in the data .

Accommodations in STAT 535 are guided by policies for inclusivity and accessibility. Students needing accommodations should activate them via myDRS. For religious accommodations, requests must be made within the first two weeks of the course using the designated form. The aim is to address diverse needs, including those related to disabilities and religious practices .

Focusing on both nonparametric classification and clustering offers a comprehensive understanding of methods that do not rely on parametric assumptions of data distributions. This is crucial in scenarios where data does not fit traditional models, allowing flexibility and robustness in analyzing complex datasets. These topics illustrate the ability to uncover patterns and groupings in diverse data sets, enhancing the applicability of statistical learning techniques .

The topic of missing data is explicitly included within the course content of STAT 535. Although the syllabus does not detail the methods taught, the inclusion suggests a focus on understanding and applying statistical approaches to dealing with incomplete datasets, a common challenge in data analysis .

The final project involves summarizing one or several published papers related to the course topics. Groups of 1-3 students should submit a report in PDF format using the NeurIPS template. The report, which must be 4-6 pages long with up to 2 additional pages for the appendix, should clearly convey the results of the papers and any new insights if applicable, which could result in extra points .

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