**Time**: Mon/Wed 5:40 PM–6:55 PM**Venue**: 501 Schermerhorn**Instructor**: Daniel Hsu**Links**: syllabus, announcements, homework, schedule, office hours**More links**: Piazza (sign-up link), Courseworks

**If you have questions about course logistics, course material, etc., please ask them (at appropriate times) during lecture or during office hours, or post them on Piazza.**

Information about Exam 2 is available on this page.

There will be no lecture on Monday 4/23. There *will* be lecture on Wednesday 4/25, although my office hours will be cancelled that day.

Homework 6 was posted; it is due Wednesday 4/25. You can work in groups of up to three people. (The group may be different from the one you participated in for previous homework assignments.) Please follow the instructions detailed on the problem sheet.

Exam solutions were posted.

Homework 5 was posted; it is due Wednesday 4/11. You can work in groups of up to three people. (The group may be different from the one you participated in for previous homework assignments.) Please follow the instructions detailed on the problem sheet.

On Homework 4 Problem 3b, there were typos in the *Chernoff bounds*. They are fixed now.

The tentative plan is as follows: release Homework 5 on Wednesday 3/28 (yes, this is before Homework 4 is due) and have it due on Wednesday 4/11; and release Homework 6 on Wednesday 4/11 and have it due Wednesday 4/25.

Homework 4 was posted; it is due Monday 4/2. You can work in groups of up to three people. (The group may be different from the one you participated in for previous homework assignments.) Please follow the instructions detailed on the problem sheet.

Because class was cancelled today by the university, the exam is rescheduled for Wednesday 3/21.

Information about Exam 1 is available on this page.

I will not have office hours on Wednesday 3/7. Instead, I will hold office hours on Monday 3/5 from 1:00 PM to 3:00 PM.

On Homework 3 Problem 4, you should also apply the *standardization* transformation to the data in `hw3data.mat`

, and also use \(C := 10/n\) (as opposed to \(0.1/n\)).

Homework 3 was posted; it is due Sunday 3/4. You can work in groups of up to three people. (The group may be different from the one you participated in for previous homework assignments.) Please follow the instructions detailed on the problem sheet.

The first exam is coming up in a few weeks (Wednesday 3/7 during lecture). The exam covers course material from lectures and reading (including the handouts) up to and including the neural networks lecture, as well as material in Homeworks 0–3. (For the reading, the focus will be on the material that was also covered in lecture and in the handouts.) I have posted several practice problems to help you prepare for the exam.

Homework 2 was posted; it is due Monday 2/19. You can work in groups of up to three people. (The group may be different from the one you participated in for Homework 1.) Please follow the instructions detailed on the problem sheet.

I have posted handouts on Perceptron and online-to-batch that reviews parts of Monday’s lecture in more detail.

Homework 1 was posted; it is due Monday 2/5. You can work in groups of up to three people. Please follow the instructions detailed on the problem sheet.

I have posted a handout on linear regression that reviews parts of today’s lecture.

Homework 0 was posted; it is due Monday 1/22. All homework assignments should be submitted as neatly typeset (not scanned or handwritten) PDF documents.

For Problem 5, it is fine to round your answer to, say, three decimal places (e.g., \(0.905\) or \(90.5\%\)).

This week I will not have office hours on Wednesday. Instead, I will hold office hours on Friday 1/19 from 11:00 AM-noon.

I have posted a handout on linear algebra that reviews the main concepts from linear algebra you should know.

If you are blocked from the waiting list in SSOL, you may instead use this survey provided by the DSI to get on the list. The survey questions (including those about previous coursework) are for DSI-internal purposes only; the actual prerequisites are listed on the syllabus, and the previous announcement about “Homework 0” still applies.

All students who register for this course will be placed on a waiting list. Students in Data Science Institute (DSI) academic programs will be manually added to the course after they appear on the waiting list.

This course is essentially the same as COMS 4771 (of which there are two sections in Spring 2018). Enrollment for all (non-DSI) students in either COMS 4721 or COMS 4771 will be based primarily on a “Homework 0” assignment distributed at the beginning of the semester.

The goal of Homework 0 is to review and assess prerequisites, and to introduce the homework submission process. It is required for *all* students (whether on the waiting list or not), and it must be submitted by the stated deadline. Late submissions are not accepted.

- HW0 (.pdf, .md, .tex), due 1/22. (solutions)
- HW1 (.pdf, .md, .tex), due 2/5. (solutions)
- HW2 (.pdf, .md, .tex), due 2/19. (solutions)
- HW3 (.pdf, .md, .tex), due 3/4. (solutions)
- HW4 (.pdf, .md, .tex), due 4/2. (solutions)
- HW5 (.pdf, .md, .tex), due 4/11. (solutions)
- HW6 (.pdf, .md, .tex), due 4/25. (solutions)

- Overview (1/17)
- Reading: CML 1.1-1.2.

- Predictions (1/17, 1/22)
- Reading: CML 9.1-9.2; coin tosses handout.

- Linear regression (1/22, 1/24)
- Reading: ESL 3.1-3.2 (3.2.3–3.2.4 are optional); linear regression handout.

- Decision trees (1/29)
- Reading: CML 1.3-1.6, 2.1-2.7.

- Model selection (1/31)
- Logistic regression and linear classifiers (1/31, 2/5)
- Reading: CML 4.1-4.7; 5.1, 5.3-5.4; ESL 4.4-4.4.2; Perceptron handout; online-to-batch handout.

- Support vector machines (2/7, 2/12)
- Reading: CML 7.7, 11.1-11.2, 11.4-11.6.

- Convex optimization (2/12)
- Optimization algorithms (2/14)
- Reading: CML 7.4, 14.2; CO 9.2-9.3; stochastic gradient tricks.

- Neural networks (2/19)
- Reading: CML 10.1-10.5; efficient backprop; multi-layer networks handout.

- Classification objectives (2/21)
- Reading: CML 5.5, 6.1-6.2, 8.1; one-against-all handout.

- Societal consequences (2/26)
- Reading: CML 8.4; how big data is unfair; ProPublica article on COMPAS.

- Learning theory (2/28)
- Ensemble methods (3/5)
- Reading: introduction of Boosting book; CML 13.1-13.2; AdaBoost handout.

- Bandit problems (3/19, 3/26)
- Optional reading: notes on experts & bandits.

- Offline policy evaluation and learning (3/28)
- Optional reading: paper on doubly robust estimation.

- Graphical models and conditional independence (3/28, 4/2, 4/4)
- Reading: notes on basics of graphical models 1-2.3; notes on Bayes Ball; MLPP 10.1-10.2.

- Inference using message passing (4/4, 4/9)
- Reading: notes on exact inference; additional slides on HMMs; MLPP 20.2.1, 17.1-17.2.1, 17.3-17.4.3.

- Generative models for classification (4/11)
- Mixture models and clustering (4/16)
- Factor analysis and PCA (4/18)
- Reading: MLPP 4.1-4.1.3, 4.3.1, 12.1.2, 12.2-12.2.4; notes on PCA 5.1, 5.2, 5.4.

- Guest lecture on dimension reduction (4/25)

- linear algebra
- coin tosses
- linear regression
- Perceptron
- online-to-batch
- multi-layer networks
- one-against-all
- AdaBoost
- Bayes Ball

Wed 2:30-4:30 PM in 426 Mudd. (**Cancelled on 4/25 due to travel.**)

(Note that office hours are *not* held in the hour immediately after lecture.)

All course assistant office hours are held in the TA room.

Che Shen | Ben Lai | Ben Lai | Connor Hargus | John Lee |
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Mon 3-5 PM | Tue 4-6 PM | Thu 4-5 PM | Thu 5-7 PM | Fri 4-6 PM |