Foundations of Statistical Machine Learning

Course Description

Lecture, four hours; discussion, one hour; outside study, seven hours. Enforced requisites: course 131A, Mathematics 33A. Introduction to foundations of statistical machine learning. Overview of several widely used learning algorithms including logistic and linear regression, kernel methods and support vector machine (SVM), ensemble learning methods, decisions trees and nearest neighbor classifiers. Connections to information theory through probably approximately correct (PAC) learning, stability, bias-complexity trade-off, structural risk minimization, minimum description length (MDL), and universal learning. Introduction to representation learning with topics including unsupervised learning, clustering, (non-linear) dimensionality reduction, sketching, parametric distribution estimation including Gaussian mixtures, expectation maximization, non-parametric distribution estimation, property testing and neural networks focused on distribution sampling (variational autoencoders [VAEs], generative adversarial networks [GANs]). Discussion of reinforcement learning. Letter grading.

Code

EC ENGR 246

Credits

4

Subject

Electrical and Computer Engineering

Programs That Include This Course

• Doctoral Electrical and Computer Engineering MS, PhD