Statistical Models and Analysis
An overview of basic probability theory and theory of estimation; Bayesian statistics; maximum a posteriori (MAP) estimation; conjugate priors; Exponential family; posterior asymptotics; linear statistical models; multiple linear regression: inference technique for the general linear model, generalised linear models: inference procedures, special case of generalised linear models leading to logistic regression and log linear models; introduction to non-linear modelling; sampling methods: basic sampling algorithms, rejection sampling, adaptive rejection sampling, sampling and the EM algorith
Advanced Machine Learning
Kernel Methods: reproducing kernel Hilbert space concepts, kernel algorithms, multiple kernels, graph kernels; multitasking, deep learning architectures; spectral clustering ; model based clustering, independent component analysis; sequential data: Hidden Markhov models; factor analysis; graphical models; reinforcement learning; Gaussian processes; motiff discovery; graph-based semisupervised learning; natural language processing algorithms.
Data Modeling Lab I
Programming with Python: Introduction to Python, data types, file operations, object oriented programming. Programming with R: Introduction to R, string operations, data visualization.
Foundations of Machine Learning
Machine learning basics: capacity, overfitting and underfitting, hyperparameters and validation sets, bias & variance; PAC model; Rademacher complexity; growth function; VC-dimension; fundamental concepts of artificial neural networks; single layer perceptron classifier; multi-layer feed forward networks; single layer feed-back networks; associative memories; introductory concepts of reinforcement learning, Markhov decision process.
