Schedule

Lecture notes can be found here: Notes.

Check here for the required materials.

Aug 26 (Th) Course overview Notes
Aug 31 (T) Matrix calculus, algebra, and probability
Sep 2 (Th) Linear Regression
Sep 6 (M) Holiday
Sep 7 (T) Linear Regression
Sep 9 (Th) Linear Regression, Logistic Regression
Sep 14 (T) Logistic Regression, LDA
Sep 16 (Th) LDA, sample splitting
Sep 21 (T) Support vector machine
Sep 23 (Th) SVM, Cross validation
Sep 28 (T) Bootstrap, Regularization
Sep 30 (Th) Regularization, Sparsity
Oct 5 (T)
Oct 7 (Th)
Oct 12 (T)
Oct 14 (Th)
Oct 19 (T)
Oct 21 (Th)
Oct 26 (T)
Oct 28 (Th)
Nov 2 (T)
Nov 4 (Th)
Nov 9 (T)
Nov 11 (Th) No lecture
Nov 16 (T)
Nov 18 (Th)
Nov 23 (T)
Nov 25 (Th) No lecture
Nov 30 (T)
Dec 2 (Th) Last lecture
Dec 7 (T) Review
Dec 9 (Th) Review
Dec 14 (T) -
Dec 16 (Th) Final exam