Intermediate Data Analytics and Machine Learning

Details

  • Course Number: CMDA/CS/STAT 4654
  • Institution: Virginia Tech
  • Term, Dates, Location: Fall Semester 2018, M/W 2:30-3:45 SMYTH 146
  • Instructor: Robert B. Gramacy (rbg@vt.edu; bobby.gramacy.com)
    • Office Hours & Location: M & Tu 10-11am, Hutcheson 403G
  • Grader: Jiangeng Huang (huangj@vt.edu)
    • Office Hours & Location: TBD
  • Prerequisites: CMDA 2006, MATH 2114, CMDA 3654. CMDA 2606 is highly recommended. Students must be familiar with intermediate linear algebra, calculus, probability, basic statistics (standard errors), regression, and coding in a higl-level language R/Python/Matlab. (Basically, you need mathematical and computational maturity, and this can’t be your first course in stats!)
  • Required text: none.
  • Optional texts:
    • An Introduction to Statistical Learning, Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani. Free pdf here.
    • Pattern Recognition and Machine Learning, Cristopher M. Bishop. Google the title and you will find a free pdf.
    • Machine Learning: a Probabilistic Perspective, Kevin Murphy.
  • Web: All course materials will be on Canvas.

About the course

Content

A technical analytics course that will teach supervised and unsupervised learning strategies, including regression, generalized linear models, regularization, dimension reduction methods, tree-based methods for classification, and clustering. Upper-level analytical methods are shown in practice: e.g., neural networks and Gaussian processes.

Software

We will be using statistical software in this class. You are welcome to use the software of your choice, but class demonstrations will be in R. All help with software in office hours will be limited to R. Please install R and R Studio as soon as possible. R code supporting the JWHT book can be found on the book’s webpage. Matlab code supporting the Bishop book can be downloaded from http://prml.github.io/.

Grading details

Rubric

  • 25% Homework
  • 25% Exam #1, roughly half-way through
  • 25% Exam #2, roughly 3/4 through
  • 25% Take Home Final Exam (cumulative), due during finals week

There will be semi-weekly pop quizzes given in class which are entirely extra (exam) credit. Each one, of about ten, will be worth 10 exam points. Each exam is worth 100 points, so if you ace all of the quizzes you easily “make up” for a low on one of the exams.

Grading will nominally follow the typical breakdown on a total percentage scale, e.g., [93-100 A), [90-93 A-), [87-90 B+), [83-87 B), etc. All grades in Canvas will follow this scheme. However the instructor reserves the right to apply a final curve in the students’ favor.

Exams

  • There will be two written exams and a cumulative take home final exam. All in-class exams will be closed book and closed notes (with the exception of a cheat sheet). The take home final will be open book/notes, however students may not collaborate with anyone else. What is turned in must be entirely their own work.
  • During exams, students should be considerate of their classmates by arriving on time. If a student arrives after at least one student has finished the exam and left the room, he/she will NOT be allowed to take the exam and will receive a grade of zero. Cell phones should be turned off before entering the exam room.
  • Make-up exams will be offered for students who have well-documented emergencies approved by the instructor or reported in advance.

Homework

  • Homework will be assigned and due on a regular basis. Students are welcome to collaborate with one another, but are required to submit their own work as well as be able to reproduce it.
  • All work must be shown and software must be used, when appropriate, with attached software output.
  • All homework grades will be kept which means NO homework grade will be dropped.

Logistics

Honor code

The Undergraduate Honor Code pledge that each member of the university community agrees to abide by states:

“As a Hokie, I will conduct myself with honor and integrity at all times. I will not lie, cheat, or steal, nor will I accept the actions of those who do.” Students enrolled in this course are responsible for abiding by the Honor Code. A student who has doubts about how the Honor Code applies to any assignment is responsible for obtaining specific guidance from the course instructor before submitting the assignment for evaluation. Ignorance of the rules does not exclude any member of the University community from the requirements and expectations of the Honor Code.

For additional information about the Honor Code, please visit: https://www.honorsystem.vt.edu/

The Virginia Tech honor code pledge for assignments is as follows: “I have neither given nor received unauthorized assistance on this assignment.” I will not require you to paste that on your assignment, because that creates a logistical hassle when students forget. Nevertheless, that pledge is applied automatically. The honor code states that “In the absence of a written honor pledge, the Honor Code still applies to an assignment.”

Services for students with disabilities

Any student who feels that he or she may need an accommodation because of a disability (learning disability, attention deficit disorder, psychological, physical, etc.), please make an appointment to see me during office hours.

Important dates

  • Please take note of the important dates and deadlines noted on the Registrar’s web page for Fall 2018.
  • Please take note of the timeline for the two exams, and anticipate a take home exam due during (but not at the very end of) finals week. More details about due dates will be forthcoming.
  • There are no planned class cancellations at this time.