This doctoral seminar studies topics in statistical machine learning in the
big data era. ``Big data" is more than a buzzword. It presents challenges to
data analysis methods from three perspecgives: bigger data volume, higher data
complexity, and faster data change rate. In this seminar, we will focus on
foundations and recent development in large scale online learning, reinforcement learning, and
non-parametric clasification and clustering methods. In the class, we will
read textbooks and survey milestone papers. Students are expected to submit
quesitons for the readings before each class and give presentations when it is
your turn. Term paper or term project is encouraged, but not required.
|Time and Location:
Class: Tuesday 11-12:50. Location: STM 326.
Grace Hui Yang
- (Elements) Trever Hastie, Robert Tibshirani, Jerome Friendman. The Elements of
Statistical Learning: Data Mining, Inference, and Prediction. Springer Text in
in Statistics, Springer-Verlag, New York, 2001. download
the pdf book
- (NP) Larry Wasserman. All of nonparametric Statistics, Springer Texts in
Statistics, Springer-Verlag, New York, 2005. pdf
- (RL) Richard S. Suttton and Andrew G. Barto. Reinforcement Learning: An
Introduction. MIT Press, Cambridge, MA, 1998. online version
Questions that you submit before each class 20%, Presentation 70%, Class
Question submission: Please submit three questions for the readings in the
next class to the class mailing
list by 5pm the day before. This way the presenter for the next class will
be able to address your questions and make his/her slides better.
You should team up with a fellow student. These readings need two of you
work together to produce the slides.
Prepare a 90-min talk, and anticipate many
questions during the talk.
Your talk will be evaluated based on the
'depth' that you go to, clarity, the correctness of your math, and how well you answer peer
students' questions. You will NOT be evaluated by the amount of presentation
passion or skills. However, please do make sure we can hear you clearly.
A simple guideline that I used to judge if the clarity of a talk is
enough is that whether we can code the
algorithm based on your presentation slides.
As the presenter, it is your talk and you
should take care of the pace. Feel free to address
clarification questions and also feel free to delay the answer if you have a
slide for it in the next a few minutes.
You will need to include
answers to the submitted questions in your slides.
Last but not least, please remember
to email to the class mailing list your updated slides by 11:59pm on your
Class participation: Basically, the class is created for academic
research. Therefore, we expect active, intellectural, heated academic discussions throughout
the presentations. For many of the papers or the selected book chapters, none
of us have read them
before, which means we have equally little background about them. Therefore, don't be
shy. Please shout your questions when you don't get what is going on.
| ||Date ||Class || Readings || Presenter(s)||Slides ||Topic
|1. || 1/13 ||Introduction & Reinforcement Learning
Kaelbling, Littman, Moore. Reinforcement Learning: An Survey
|| Grace || slides || RL
|2. || 1/20
|| Markov Decision Process || Chp 3 and 4 of RL
|| Yuankai, Tavish || slides ||
|3. || 1/27
|| Monte Carlo Methods, TD-Learning || Chp 5 and 6 of RL
|| Yuankai, Tavish || slides ||
|4. || 2/3 ||No class, WSDM || || || ||
|5. || 2/10 || Generalization || (1) Chp 8 of RL
and (2) Peshkin et al. Learning to Cooperate via Policy Search. UAI 2000.
|| Brendan, Yifang || slides
|6. || 2/17 || Gradient Descent || 9.1, 9.2 and 9.3
of Boyd, Stephen and Lieven Vandenburghe. Convex Optimization. Cambridge:
Cambridge University Press, 2004.
|| Brendan, Yifang
|| slides || Online learning
|7. || 2/24 ||Stochastic Gradient Descent || (1) Le Cun, Leon Bottou Yann. Large Scale Online Learning. Advances
in Neural Information Processing Systems 16: Proceedings of the 2003
Conference. Vol. 16. MIT Press, 2004. and (2) Nemirovski,
Arkadi, et al. Robust stochastic approximation approach to stochastic
programming. SIAM Journal on Optimization 19.4 (2009): 1574-1609.
|| Jiyun, Sicong || slides || Online learning
|8. || 3/3 ||Margin-based Methods || Chp 12 of
Elements || Henry,
Brad || lda, svm || Classification
| || 3/10 ||No class. Spring Break || ||
|9. || 3/17 || Large margin classification || Freund,
Yoav, and Robert E. Schapire. "Large margin classification using the
perceptron algorithm." Machine learning 37.3 (1999): 277-296 ||
Henry, Sicong || part I, part II || Classification
|10. || 3/24 ||Regression || Chp 5 of
Elements || Yuankai, Tavish || slides || Regression
|11. || 3/31 ||No class. ECIR. || ||
|12. || 4/7 ||Kernel || Chp 6 of
Elements || Henry,
Brad || part
I, part II || Kernel
|13. || 4/14 ||Non-parametric regression || Chp 5 of
NP || Jiyun, Sicong || slides || Regression
|14. || 4/21 ||Clustering || Handouts will be
distributed before class || Brendan,
Yifang || slides || Clustering