CS 57800: Statistical Machine Learning

Semester: Fall 2020, also offered on Spring 2020, Spring 2018, Fall 2017 and Fall 2016
Time and place: Tuesday and Thursday, 3.00pm-4.15pm EST
Instructor: Jean Honorio (Please send an e-mail for appointments)
TAs: Chuyang Ke, e-mail: cke at purdue.edu, Office hours: Monday 10am-noon EST
Kevin Bello, e-mail: kbellome at purdue.edu, Office hours: Friday 2pm-4pm EST

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.

A tentative list of topics in supervised learning include: linear and non-linear classifiers, kernels, rating, ranking, collaborative filtering, model selection, complexity, generalization, structured prediction. A tentative list of topics in unsupervised learning and modeling include: mixture models, Bayesian networks, Markov random fields, factor graphs.

Learning Objectives

During the course, students will:


This class requires some mathematical background. It's not a math class, however you should be comfortable with linear algebra, calculus, statistics and probability. Programming knowledge is also required.


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.
* Understanding Machine Learning: From Theory to Algorithms by Shai Shalev-Shwartz and Shai Ben-David.
* 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.


There will be up to five homeworks, one midterm exam, one final exam and one project (dates posted on the schedule). The homeworks are to be done individually and in MATLAB. The project is to be done in groups of 3 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.


Homeworks: 25%
Midterm exam: 25%
Final exam: 25%
Project: 25%

Late policy

Assignments are to be submitted by the due date listed. Each person will be allowed seven days of extensions which can be applied to any combination of homeworks during the semester. Use of a partial day will be counted as a full day. Extensions cannot be used after the final day of classes. Please, use the extension days wisely!

Assignments will NOT BE accepted if they are more than five days 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.


Date Topic (Tentative) Notes
Tue, Aug 25 Lecture 1: perceptron (introduction) Homework 0: due on Aug 27, 11.59pm EST - NO EXTENSION DAYS ALLOWED
Thu, Aug 27 Lecture 2: perceptron (convergence), max-margin classifiers, support vector machines (introduction) Homework 0 due - NO EXTENSION DAYS ALLOWED
Tue, Sep 1 Lecture 3: nonlinear feature mappings, kernels (introduction), kernel perceptron Homework 0 solution
Thu, Sep 3 Lecture 4: SVM with kernels, dual solution
Refs: [1] [2] (not mandatory to be read)
Homework 1: due on Sep 10, 11.59pm EST
Tue, Sep 8 Lecture 5: one-class problems (anomaly detection), one-class SVM, multi-way classification, direct multi-class SVM
Refs: [1] [2] [3] [4] (not mandatory to be read)
Thu, Sep 10 Lecture 6: rating (ordinal regression), PRank, ranking, rank SVM
Refs: [1] [2] (not mandatory to be read)
Homework 1 due
Tue, Sep 15 Lecture 7: linear and kernel regression, feature selection (information ranking, regularization, subset selection) Homework 2: due on Sep 22, 11.59pm EST
Thu, Sep 17 Lecture 8: ensembles and boosting
Tue, Sep 22 Lecture 9: performance measures, cross-validation, bias-variance tradeoff, statistical hypothesis testing Homework 2 due
Thu, Sep 24 Lecture 10: model selection (VC dimension, generalization, structural risk minimization) Homework 3: due on Oct 1, 11.59pm EST
Tue, Sep 29 Lecture 11: probability review (joint, marginal and conditional probability), independence, maximum likelihood estimation
Thu, Oct 1 Lecture 12: generative probabilistic modeling, maximum likelihood estimation, decision boundary Homework 3 due
Tue, Oct 6 Lecture 13: mixture models, EM algorithm, convergence, model selection
Thu, Oct 8 MIDTERM (lectures 1 to 12) Start: Thursday October 8, 3.00pm EST
End: Friday October 9, 3.00pm EST
Tue, Oct 13     (midterm solution)
Thu, Oct 15 Project plan due (see Assignments for details)
[Word] or [Latex] format
Tue, Oct 20 Lecture 14: active learning, kernel regression, Gaussian processes
Refs: [1] (not mandatory to be read)
Thu, Oct 22 Lecture 15: dimensionality reduction, principal component analysis (PCA), kernel PCA Homework 4: due on Oct 29, 11.59pm EST
Tue, Oct 27 Lecture 16: collaborative filtering (matrix factorization), structured prediction (max-margin approach)
Refs: [1] (not mandatory to be read)
Thu, Oct 29 Lecture 17: Bayesian networks (motivation, examples, graph, independence)
Refs: [1] [2] (not mandatory to be read)
Homework 4 due
Tue, Nov 3 Lecture 18: Bayesian networks (independence, equivalence, learning)
Refs: [1] [2] [3, chapters 16-20] (not mandatory to be read)
Thu, Nov 5 Lecture 19: Bayesian networks (introduction to inference), Markov random fields, factor graphs
Refs: [1] [2] (not mandatory to be read)
Preliminary project report due (see Assignments for details) - NO EXTENSION DAYS ALLOWED
Tue, Nov 10
Thu, Nov 12 Lecture 20: Markov random fields (inference, learning)
Refs: [1] [2] [3, chapters 16-20] (not mandatory to be read)
Tue, Nov 17     (lecture 20 continues)
Thu, Nov 19 Lecture 21: Markov random fields (inference in general graphs, junction trees) Final project report due (see Assignments for details) - NO EXTENSION DAYS ALLOWED
Mon, Nov 23 FINAL EXAM (lectures 13 to 21) Start: Monday November 23, 4.15pm EST
End: Tuesday November 24, 4.15pm EST
Tue, Dec 1     (final exam solution)