MTH690

Class Schedule:

Lectures : M T Th at 11am in WL228

Syllabus

Exam Schedule:

MidSem - September 21 

Numerical Assignment - October ?

EndSem - November ?

Books/References (with links):

A Probabilistic Theory of Pattern Recognition by Luc Devroye, László Györfi and Gábor Lugosi.

The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Trevor Hastie, Robert Tibshirani, Jerome Friedman.

Miscellaneous:

Pattern Classification by Richard Duda, Peter Hart and David Stork , John Wiley & Sons, 2001.

Multivariate Density Estimation by David W. Scott (available in IITK library)

List of books

Some Useful Links (Glossary): 1 , 2 , 3 

Video lectures: 1 , 2 

Notes - Elliptic symmetry , Finiteness of mgf , Order Statistics

Corrections (old) - Logistic regression , Cover of $\mathbb{R}^d$ - Thanks again to Rahul Singh! , 

Solutions (old) - Quiz 1 , Midsem Q. 2(c) - Thanks to Rahul Singh! , 

Topics:

Introduction to ML

Convergence of rvs

Fisher's LDA

Density Estimation

Histogram in R

Parzen Window video : The Parzen window estimate of a pdf (thin black line) matches with the actual pdf (thicker blue line). The histogram of the actual data points are shown in light gray in the background.

Histogram vs. Parzen window

KDE and kernels

Multivariate KDE

Consistency of MLE - 1 , 2 

Logistic Regression

M-estimation and this (from empirical process theory)

Perceptron algorithm

SVM : 1 , 2 and Papers - 1 , 2 , 3 

Curse (Blessing) of dimensionality


Assignments (old):

1 , 2 [2.6] , 

Numerical (Additional Information : 1 , 2 )

Assignments will be given, and discussed in the class (if necessary). However, no grading for assignments.

Grading and Exam policy:

Mark for each exam is stated in brackets.

MidSem - [30]

Numerical Assignment - [25][with presentation]

EndSem - [45]

Final Score = MidSem + Numerical Assignment + EndSem

Grading: A - F: based on score quantiles


Enjoy learning!