CS 37300: Data Mining and Machine Learning

Semester: Fall 2018
Time and place: Tuesday and Thursday, 1.30pm-2.45pm, Mathematical Sciences Building 175
Instructor: Jean Honorio, Lawson Building 2142-J (Please send an e-mail for appointments)
TAs: Hao Ding, e-mail: ding209 at purdue.edu, Office hours: Friday 2pm-4pm, HAAS G50
Ruijiu Mao, e-mail: mao95 at purdue.edu, Office hours: Thursday 11am-1pm, HAAS G50
Md Nasim, e-mail: mnasim at purdue.edu, Office hours: Wednesday 2pm-4pm, HAAS G50
Susheel Suresh, e-mail: suresh43 at purdue.edu, Office hours: Tuesday 3pm-5pm, HAAS G50

Machine learning offers a new paradigm of computing — computer systems that can learn to perform tasks by finding patterns in data, rather than by running code specifically written to accomplish the task by a human programmer. The most common machine-learning scenario requires a human teacher to annotate data (identify relevant phenomenon that occurs in the data), and use a machine-learning algorithm to generalize from these examples. Generalization is at the heart of machine learning — how can the machine go beyond the provided set of examples and make predictions about new data. In this class we will look into different machine learning scenarios, look into several algorithms analyze their performance and learn the theory behind them.

Topics in supervised learning include: linear and non-linear classifiers, anomaly detection, rating, ranking, model selection. Topics in unsupervised learning include: clustering, mixture models. Topics in probabilistic modeling includes: maximum likelihood estimation, naive Bayes classifier. Topics in non-parametric methods include: nearest neighbors, classification trees.

Learning Objectives

During the course, students will:

Prerequisites

CS 18200 and CS 25100 and concurrently (STAT 35000 or STAT 35500 or STAT 51100).

Textbooks

There is no official text book for this class. I will post slides and pointers to reading materials. Recommended books for further reading include (* freely available online):

* The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Trevor Hastie, Robert Tibshirani and Jerome Friedman.
* A Course in Machine Learning by Hal Daumé III.
Pattern Classification, 2nd Edition by Richard O. Duda, Peter E. Hart, David G. Stork.
Pattern Recognition and Machine Learning by Christopher M. Bishop.
Machine Learning by Tom Mitchell.
Probabilistic Graphical Models by Daphne Koller and Nir Friedman.

Assignments

There will be up to eight homeworks, one midterm exam, one final exam and one project (dates posted on the schedule). The homeworks are to be done individually and in Python. The project is to be done in groups of 4 students.

For the project, you will write a half-page project plan (around 1-2 weeks before the midterm), a 2-4 page preliminary results report (around 1-2 weeks after the midterm) and a 4-8 page final results report (around 1-2 weeks before the final exam). The project should include: Neither I nor the TAs will provide any help regarding programming-related issues.

Grading

Homeworks: 40%
Midterm exam: 20%
Final exam: 20%
Project: 20%

Late policy

Assignments are to be submitted by the due date listed. Assignments will not be accepted if they are even one minute late.

Academic Honesty

Please read the departmental academic integrity policy here. This will be followed unless we provide written documentation of exceptions. We encourage you to interact amongst yourselves: you may discuss and obtain help with basic concepts covered in lectures and homework specification (but not solution). However, unless otherwise noted, work turned in should reflect your own efforts and knowledge. Sharing or copying solutions is unacceptable and could result in failure. You are expected to take reasonable precautions to prevent others from using your work.

Additional course policies

Please read the general course policies here.

Schedule

Date Topic (Tentative) Notes
Tue, Aug 21 Lecture 0: linear algebra review
Notes: [1]
Python and Linear algebra in Python
Thu, Aug 23 Lecture 1: perceptron (introduction)
Notes: [1]
Tue, Aug 28 Lecture 2: perceptron (convergence), support vector machines (introduction)
Notes: [1]
Thu, Aug 30 Lecture 3: nonlinear feature mappings, kernels (introduction), kernel perceptron Homework 1: due on Sep 4, 11.59pm EST
Tue, Sep 4 Lecture 4: SVM with kernels
Notes: [1]
Thu, Sep 6     (lecture continues) Homework 2: due on Sep 11, 11.59pm EST
Tue, Sep 11 Lecture 5: anomaly detection (one-class SVM), multi-way classification
Notes: [1]
Thu, Sep 13 Lecture 6: rating (ordinal regression), PRank, ranking, rank SVM
Notes: [1]
Tue, Sep 18 Lecture 7: regression, feature selection (information ranking, regularization, subset selection)
Notes: [1]
Homework 3: due on Sep 23, 11.59pm EST
Thu, Sep 20 Lecture 8: ensembles and boosting
Notes: [1]
Tue, Sep 25 Lecture 9: performance measures, cross-validation, statistical hypothesis testing
Notes: [1]
Homework 4: due on Sep 30, 11.59pm EST
Thu, Sep 27     (lecture continues)
Tue, Oct 2 Lecture 10: statistics review, model selection (introduction) Homework 5: due on Oct 7, 11.59pm EST
Thu, Oct 4 Lecture 11: model selection (VC dimension)
Notes: [1]
Tue, Oct 9 OCTOBER BREAK
Thu, Oct 11 Lecture 12: dimensionality reduction, principal component analysis (PCA)
Tue, Oct 16 MIDTERM (lectures 1 to 11) 1.30pm-2.45pm, Mathematical Sciences Building 175
Thu, Oct 18 Midterm solution (01, 02, 03) Homework 6: due on Oct 23, 11.59pm EST
Tue, Oct 23 Case Study 1
Thu, Oct 25 Case Study 2
Tue, Oct 30 Lecture 13: probability review (joint, marginal and conditional probabilities) Project plan due (see Assignments for details)
[Word] or [Latex] format
Thu, Nov 1 Lecture 14: statistics review (independence, maximum likelihood estimation)
Tue, Nov 6 Lecture 15: generative probabilistic modeling, maximum likelihood estimation, classification Homework 7: due on Nov 13, at end of lecture
Thu, Nov 8 Lecture 16: clustering, mixture models, expectation-maximization (EM) algorithm
Tue, Nov 13 Case Study 3 Homework 7 solution
Thu, Nov 15 Lecture 17: Bayesian networks (independence)
Refs: [1] (not mandatory to be read)
Preliminary project report, due on Nov 16, 11.59pm EST
Tue, Nov 20 Lecture 18: generative probabilistic classification (naive Bayes), non-parametric methods (nearest neighbors)
Thu, Nov 22 THANKSGIVING VACATION
Tue, Nov 27 Lecture 19: non-parametric methods (classification trees)
Thu, Nov 29 FINAL EXAM (lectures 12 to 19, all case studies) 1.30pm-2.45pm, Mathematical Sciences Building 175
Final project report, due on Dec 1, 11.59pm EST
Tue, Dec 4 Final exam solution
Thu, Dec 6