Difference between revisions of "Pattern Analysis and Machine Intelligence"

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The following are last minute news you should be aware of ;-)
 
The following are last minute news you should be aware of ;-)
−
  10/10/2014: The new course edition is about to start!!! Stay tuned it will be significantly different from the past (check the '''new'' words in the text)!!!!
+
  09/10/2016: Scores from the 28/09/2016 written exam are [[Media:Grades_160928_PAMI.pdf|published here]]!!
 +
20/09/2016: Scores from the 09/09/2016 written exam are [[Media:Grades_160909_PAMI.pdf|published here]]!!
 +
31/07/2016: Scores from the 06/07/2016 written exam are [[Media:Grades_160706_PAMI.pdf|published here]]!!
 +
13/03/2016: Scores from the 19/02/2016 written exam are [[Media:Grades_160219_PAMI.pdf|published here]]!!
 +
16/02/2016: Scores from the 03/02/2016 written exam are [[Media:Grades_160203_PAMI.pdf|published here]]!!
 +
18/01/2015: PAMI Homework has been published!
 +
15/12/2015: Schedule revised until January (Note: on Friday 18/12/2015 there will be exercising with Eynard)
 +
09/12/2015: PAMI Exams for the Winter Calls will be on: 03/02/2016 and 19/02/2016
 +
25/10/2015: Updated slides on Statistical Decision Theory and Model Assessment
 +
11/10/2015: Added link to Teaching Assistant website for his material
 +
09/10/2015: New edition of PAMI website is out, stay tuned!
 
  <!--
 
  <!--
 +
15/07/2015: The [[Media:Grades_150706_PAMI.pdf |grades from the 06/07/2015 call]] are out.
 +
15/02/2015: The [[Media:Grades_150209_PAMI.pdf |grades from the 09/02/2015 call]] are out.
 +
09/01/2015: The 2015 homework is out!!
 +
14/11/2014: Updated the linear regression slides, and the detailed schedule
 +
09/11/2014: Change in the detailed schedule, Matteucci will be teaching instead of Eynard
 +
07/11/2014: Update of the full schedule for the course + the slides about regression + labs 1 to 3 material
 +
26/10/2014: Tomorrow 27/10/2014 PAMI will start at 15:15 due to a change in the schedule with IRDM
 +
10/10/2014: The new course edition is about to start!!! Stay tuned it will be significantly different from the past (check the '''new'' words in the text)!!!!
 
  23/09/2014: Scores from the 15/09/2014 written exam including the Homeworks are [[Media:Grades_140915_PAMI.pdf|published here]]!!
 
  23/09/2014: Scores from the 15/09/2014 written exam including the Homeworks are [[Media:Grades_140915_PAMI.pdf|published here]]!!
 
  24/07/2014: Scores from the 30/06/2014 written exam including the Homeworks are [[Media:Grades_140630_PAMI.pdf|published here]]!!
 
  24/07/2014: Scores from the 30/06/2014 written exam including the Homeworks are [[Media:Grades_140630_PAMI.pdf|published here]]!!
Line 70: Line 88:
 
* [http://www-bcf.usc.edu/~gareth/ISL/ An Introduction to Statistical Learning with Applications in R] by Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani
 
* [http://www-bcf.usc.edu/~gareth/ISL/ An Introduction to Statistical Learning with Applications in R] by Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani
  
−
A tentative syllabus for this year edition is the following (a detailed schedule of the lectures follows)
+
The course is composed by a set of ex-cattedra lectures on specific techniques (e.g., linear regression, linear discriminant analysis, clustering, etc.). Supervised and unsupervised learning are discussed in the framework of classification and clustering problems. The course outline is:
  
−
* '''''Machine Learning and Pattern Classification''''': in this part of the course the general concepts of Machine Learning and Patter Recognition are introduced with a brief review of statistics and information theory;  
+
* '''''Machine Learning and Pattern Classification''''': the general concepts of Machine Learning and Patter Recognition are introduced with a brief review of statistical decision theory;
−
* '''''Unsupervised Learning Techniques''''': the most common approaches to unsupervised learning are described mostly focusing on clustering techniques, rule induction, Bayesian networks and density estimators using mixure models;
+
* '''''Linear Classification Techniques''''': linear methods for classification will be presented as the starting point (e.g., Linera Regression on the indicator matrix, Linear and Quadratic Discriminant Analysis, Logistic Regression, Percptron rule and Optimal Separating Hyperplanes, a.k.a., Support Vector Machines)
−
* '''''Supervised Learning Techniques''''': in this part of the course the most common techniques for Supervised Learning are described: decision trees, decision rules, Bayesian classifiers, hidden markov models, lazy learners, etc.
+
* '''''Linear Regression Techniques''''': linear methods for regression will be disccussed and compared (e.g., Linear Regression, Ridge Regression, Lasso, LARS).
−
* '''''Feature Selection and Reduction''''': techniques for data rediction and feature selection will be presented with theory and applications
+
* '''''Unsupervised Learning Techniques''''': the most common approaches to unsupervised learning are described mostly focusing on clustering techniques such as hierarchical clustering, k-means, k-medoids, Mixture of Gaussians, DBSCAN, Jarvis-Patrick, etc.;
−
* '''''Model Validation and Selection''''': model validation and selection are orthogonal issues to previous technique; during the course the fundamentals are described and discussed (e.g., AIC, BIC, cross-validation, etc. ).
+
* '''''Model Validation and Selection''''': model validation and selection are orthogonal issues to all previous techniques; during the course their fundamentals are described and discussed (e.g., AIC, BIC, cross-validation, etc. ).
  
 
===Detailed course schedule===
 
===Detailed course schedule===
Line 83: Line 101:
  
 
  Note: Lecture timetable interpretation
 
  Note: Lecture timetable interpretation
−
  * On Mondays, in V.08, starts at 13:15 (SHARP!), ends at 15:00
+
  * On Mondays, in V.08, starts at 13:30 (quarto d'ora accademico), ends at 15:15
−
  * On Fridays, in V.08, starts at 10:30 (quarto d'ora accademico), ends at 12:15 or 13:15
+
  * On Fridays, in V.08, starts at 10:30 (quarto d'ora accademico), ends at 12:15 or 13:15 (check!)
  
 
{| border="1" align="center" style="text-align:center;"
 
{| border="1" align="center" style="text-align:center;"
Line 90: Line 108:
 
|Date || Day || Time || Room || Teacher || Topic
 
|Date || Day || Time || Room || Teacher || Topic
 
|-
 
|-
−
|13/10/2014 || Monday || 15:15 - 18:15 || V08 || Matteo Matteucci || Course Introduction (Ch. 1 ISL)
+
|05/10/2015 || Monday || 13:15 - 15:15 || V08 || Matteo Matteucci || Course Introduction (Ch. 1 ISL)
 
|-
 
|-
−
|17/10/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Statistical Decision Theory and Bias-Variance trade off. (Ch. 2 ISL)
+
|09/10/2015 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Statistical Decision Theory and Bias-Variance trade off. (Ch. 2 ISL)
 
|-
 
|-
−
|20/10/2014 || Monday || 13:15 - 15:15 || V08 || Matteo Matteucci || Statistical Decision Theory and Model Assessment. (Ch. 2 ISL, ESL)
+
|12/10/2015 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Introduction to R (Ch. 2 ISL)
 
|-
 
|-
−
|24/10/2014 || Friday || 10:30 - 12:15 || V08 || Davide Eynard || Introduction to R
+
|16/10/2015 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Statistical Decision Theory and Model Assessment. (Ch. 2 ISL)
 
|-
 
|-
−
|27/10/2014 || Monday || 13:30 - 15:15 || V08 || Davide Eynard || Statistical Decision Theory Exercises
+
|19/10/2015 || Monday || - || - || - || No PAMI Classes Today
 
|-
 
|-
−
|31/10/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Regression
+
|23/10/2015 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Statistical Decision Theory and Model Assessment. (Ch. 2 ISL)
 
|-
 
|-
 +
|26/10/2015 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Statistical Decision Theory Exercises (Ch. 2 ISL)
 
|-
 
|-
−
|03/11/2014 || Monday || 13:30 - 15:15 || V08 || ... || ...
+
|30/11/2015 || Friday || 10:15 - 12:15 || V.S8-B || Matteo Matteucci || Linear Regression (Ch. 2 ISL + Ch. 3 ISL)
 
|-
 
|-
−
|}
+
|02/11/2015 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Exercises on Simple Linear Regression (Ch. 3 ISL)
−
 
+
−
 
+
−
<!---
+
 
|-
 
|-
−
|21/10/2013 || Monday || 13:15 - 15:00 || VS9 || Matteo Matteucci || Linear Regression on the Indicator Matrix (Ch. 4.3)
+
|06/11/2015 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Linear Regression (Ch. 2 ISL + Ch. 3 ISL)
 
|-
 
|-
−
|25/10/2013 || Friday || 10:30 - 13:15 || VS9 || Matteo Matteucci || Linear Discriminant Analysis (Ch. 4.3)
+
|09/11/2015 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Exercises on Linear Regression and Feature Selection
 
|-
 
|-
−
|28/10/2013 || Monday || 13:15 - 15:00 || V08 || Matteo Matteucci || Regularized Linear Discriminant Analysis, LDA in the (K-1) subspace (Ch. 4.3)
+
|13/11/2015 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Linear Regression and Feature Selection (Ch. 3 + Ch. 6 ISL)
 
|-
 
|-
−
|04/11/2013 || Monday || 13:15 - 15:15 || V08 || Matteo Matteucci || Fisher Projection - Logistic Regression (Ch. 4.4)
+
|16/11/2015 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Intro Clustering
 
|-
 
|-
−
|08/11/2013 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Logistic Regression (Ch. 4.4)
+
|20/11/2015 || Friday || 10:15 - 12:15 || V.S8-B || Davide Eynard || Clustering with exercises
 
|-
 
|-
−
|11/11/2013 || Monday || 13:15 - 15:00 || V08 || Luigi Malagò    || Linear Regression Methods (Ch. 2, Ch. 3, (*))
+
|23/11/2015 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Clustering Advanced
 
|-
 
|-
−
|15/11/2013 || Friday || 10:30 - 13:15 || V08 || Luigi Malagò    || Linear Regression Methods (Ch. 2, Ch. 3, (*))
+
|27/11/2015 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Feature Selection and Shrinkage in Linear Regression (Ch. 6 ISL)
 
|-
 
|-
−
|18/11/2013 || Monday || 13:15 - 15:00 || V08 || Luigi Malagò    || Linear Regression Methods (Ch. 2, Ch. 3, (*))
+
|30/11/2015 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Exercises on Clustering
 
|-
 
|-
−
|22/11/2013 || Friday || 10:30 - 13:15 || 4.1 || Luigi Malagò    || Linear Regression Methods (Ch. 2, Ch. 3, (*))
+
|04/12/2015 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Classification by Logistic Regression (Ch. 4 ISL + Ch. 4 ESL)
 
|-
 
|-
−
|25/11/2013 || Monday || 13:15 - 15:00 || V08 || Davide Eynard    || Clustering I: Introduction and K-Means
+
|07/12/2015 || Monday || - || - || - || No PAMI Classes Today
 
|-
 
|-
−
|29/11/2013 || Friday || 10:30 - 13:15 || V08 || Davide Eynard    ||   Clustering II: K-Means Alternatives, Hierarchical, SOM
+
|11/12/2014 || Friday || 10:15 - 13:15 || V.S8-B || Matteo Matteucci || Classification by Linear Discriminant Analysis (Ch. 4 ISL)
 
|-
 
|-
−
|02/12/2013 || Monday || 13:15 - 15:00 || V08 || Davide Eynard   ||   Clustering III: Mixture of Gaussians, DBSCAN, Jarvis-Patrick
+
|14/12/2014 || Monday || 13:15 - 15:15 || V.S8-B || Davide Eynard || Exercises on Classification
 
|-
 
|-
−
|06/12/2013 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Perceptron Learning and Maximum Margin Classifiers (Ch.4.5.2)
+
|18/12/2015 || Friday || 10:15 - 12:15 || V.S8-B || Davide Eynard || Exercises on Classification
 
|-
 
|-
−
|13/12/2013 || Friday || 10:30 - 13:15 || V08 || Davide Eynard    ||   Clustering IV: Spectral Clustering and Evaluation Measures
+
|21/12/2015 || Monday || - || - || - || No PAMI Classes Today
 
|-
 
|-
−
|16/12/2013 || Monday || 13:15 - 15:00 || V08 || Matteo Matteucci || Support Vector Marchines (Ch.12.1, 12.2, 12.3)
+
|11/01/2014 || Monday || 13:15 - 15:15 || V.S8-B || Matteo Matteucci || Classification: from generative to discriminative approaches (Ch. 4 ISL + Ch. 4 ESL)
 
|-
 
|-
−
|20/12/2013 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Kernel Smoothing (Ch.6.1) and Kernel Density Estimation (Ch.6.6, Ch.6.9)
+
|15/12/2015 || Friday || 10:15 - 12:15 || V.S8-B || Matteo Matteucci || Support Vector Machines (Ch. 4 ESL, Ch. 9 ISL, Ch. 12 ESL)
 
|-
 
|-
 
|}
 
|}
  
−
-->
+
Chapters are intended as complete except for
 +
* Ch.4 ESL: Section 4.5
 +
* Ch.12 ESL: Sections 12.1, 12.2, 12.3
 +
* Ch.9 ISL: Sections 9.1, 9.2, 9.3
  
 +
<!---
 +
|13/10/2014 || Monday || 15:15 - 18:15 || V08 || Matteo Matteucci || Course Introduction (Ch. 1 ISL)
 +
|17/10/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Statistical Decision Theory and Bias-Variance trade off. (Ch. 2 ISL)
 +
|20/10/2014 || Monday || 13:15 - 15:15 || V08 || Matteo Matteucci || Statistical Decision Theory and Model Assessment. (Ch. 2 ISL)
 +
|24/10/2014 || Friday || 10:30 - 12:15 || V08 || Davide Eynard || Introduction to R (Ch. 2 ISL)
 +
|27/10/2014 || Monday || 15:15 - 17:15 || V08 || Davide Eynard || Statistical Decision Theory Exercises (Ch. 2 ISL)
 +
|31/10/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Simple Linear Regression (Ch. 2 ISL)
 +
|03/11/2014 || Monday || 13:30 - 15:15 || V08 || Davide Eynard || Exercises on Simple Linear Regression (Ch. 3 ISL)
 +
|07/11/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Linear Regression (Ch. 3 ISL)
 +
|10/11/2014 || Monday || 13:30 - 15:15 || V08 || Matteo Matteucci || Linear Regression and Feature Selection (Ch. 3 + Ch. 6 ISL)
 +
|14/11/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Feature Selection and Shrinkage in Linear Regression (Ch. 6 ISL)
 +
|17/11/2014 || Monday || 13:30 - 15:15 || V08 || Davide Eynard || Exercises on Linear Regression and Feature Selection
 +
|21/11/2014 || Friday || 10:30 - 12:15 || V08 || Matteo Matteucci || Classification by Logistic Regression (Ch. 4 ISL + Ch. 4 ESL)
 +
|24/11/2014 || Monday ||  -  || - || - || No classes this week
 +
|28/11/2014 || Friday ||  -  || - || - || No classes this week
 +
|01/12/2014 || Monday || 13:30 - 15:15 || V08 || Davide Eynard || Exercises on Classification
 +
|05/12/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Classification by Linear Discriminant Analysis (Ch. 4 ISL)
 +
|12/12/2014 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Classification: from generative to discriminative approaches (Ch. 4 ISL + Ch. 4 ESL)
 +
|15/12/2014 || Monday || 13:10 - 15:00 || V08 || Davide Eynard || Exercises on Classification
 +
| -  || - || - || - || - || Holidays
 +
|09/01/2015 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Support Vector Machines (Ch. 4 ESL, Ch. 9 ISL, Ch. 12 ESL)
 +
|12/01/2015 || Monday || 13:10 - 15:00 || V08 || Davide Eynard || Intro Clustering
 +
|16/01/2015 || Friday || 10:30 - 12:15 || V08 || Davide Eynard || Clustering with exercises
 +
|19/01/2015 || Monday || 13:10 - 15:00 || V08 || Davide Eynard || Clustering Advanced
 +
|23/01/2015 || Friday || 10:30 - 12:15 || V08 || Davide Eynard || Exercises on Clustering
 +
 +
|21/10/2013 || Monday || 13:15 - 15:00 || VS9 || Matteo Matteucci || Linear Regression on the Indicator Matrix (Ch. 4.3)
 +
|25/10/2013 || Friday || 10:30 - 13:15 || VS9 || Matteo Matteucci || Linear Discriminant Analysis (Ch. 4.3)
 +
|28/10/2013 || Monday || 13:15 - 15:00 || V08 || Matteo Matteucci || Regularized Linear Discriminant Analysis, LDA in the (K-1) subspace (Ch. 4.3)
 +
|04/11/2013 || Monday || 13:15 - 15:15 || V08 || Matteo Matteucci || Fisher Projection - Logistic Regression (Ch. 4.4)
 +
|08/11/2013 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Logistic Regression (Ch. 4.4)
 +
|11/11/2013 || Monday || 13:15 - 15:00 || V08 || Luigi Malagò    ||  Linear Regression Methods (Ch. 2, Ch. 3, (*))
 +
|15/11/2013 || Friday || 10:30 - 13:15 || V08 || Luigi Malagò    ||  Linear Regression Methods (Ch. 2, Ch. 3, (*))
 +
|18/11/2013 || Monday || 13:15 - 15:00 || V08 || Luigi Malagò    ||  Linear Regression Methods (Ch. 2, Ch. 3, (*))
 +
|22/11/2013 || Friday || 10:30 - 13:15 || 4.1 || Luigi Malagò    ||  Linear Regression Methods (Ch. 2, Ch. 3, (*))
 +
|25/11/2013 || Monday || 13:15 - 15:00 || V08 || Davide Eynard    ||  Clustering I: Introduction and K-Means
 +
|29/11/2013 || Friday || 10:30 - 13:15 || V08 || Davide Eynard    ||  Clustering II: K-Means Alternatives, Hierarchical, SOM
 +
|02/12/2013 || Monday || 13:15 - 15:00 || V08 || Davide Eynard    ||  Clustering III: Mixture of Gaussians, DBSCAN, Jarvis-Patrick
 +
|06/12/2013 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Perceptron Learning and Maximum Margin Classifiers (Ch.4.5.2)
 +
|13/12/2013 || Friday || 10:30 - 13:15 || V08 || Davide Eynard    ||  Clustering IV: Spectral Clustering and Evaluation Measures
 +
|16/12/2013 || Monday || 13:15 - 15:00 || V08 || Matteo Matteucci || Support Vector Marchines (Ch.12.1, 12.2, 12.3)
 +
|20/12/2013 || Friday || 10:30 - 13:15 || V08 || Matteo Matteucci || Kernel Smoothing (Ch.6.1) and Kernel Density Estimation (Ch.6.6, Ch.6.9)
  
−
<!--
 
 
Kernel Smoothing Methods and Kerned Density Estimation (Ch.6.1,
 
Kernel Smoothing Methods and Kerned Density Estimation (Ch.6.1,
 
Gaussian Mixture Models (Ch.6.8) and the EM Algorithm (Ch.8.5)
 
Gaussian Mixture Models (Ch.6.8) and the EM Algorithm (Ch.8.5)
Line 177: Line 237:
 
**3.9 take a look
 
**3.9 take a look
 
*As to the paper [http://www.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf Least Angle Regression] take a look at section 1 to 3
 
*As to the paper [http://www.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf Least Angle Regression] take a look at section 1 to 3
−
 
 
-->
 
-->
  
Line 187: Line 246:
 
* WE: A written examination covering the whole program
 
* WE: A written examination covering the whole program
  
−
the final score will take the '''MAXIMUM'' between '''WE''' and the combination '''0.7*WE + 0.3*HW'''. In practice
+
the final score will take the '''MAXIMUM''' between '''WE''' and the combination '''0.7*WE + 0.3*HW'''. In practice
  
 
* the homework can only increase your score
 
* the homework can only increase your score
 
* the homework can only impact for the 30% of the score
 
* the homework can only impact for the 30% of the score
 
* the homework is not mandatory
 
* the homework is not mandatory
 +
 +
===Homeworks===
 +
 +
====Homework 2015/2016====
 +
 +
We have published the [http://davide.eynard.it/2016/01/11/statistical-learning-with-r-2016-edition/ Homework 2015/2016]. Please keep in mind:
 +
* the homework is not meant to get more grade, it is intended for you to understand better, i.e., from a practical perspective too, the topics of the course
 +
* the deadline to turn the homework in is the first time you take the PAMI exam, we will grade it when grading your classwork
 +
* you can make the homework in groups up to 2/3 people, the deadline to turn it in is the date the first person in the groups takes the exam (and it will be graded for all members in the group at that call)
 +
* provided you attended the lab lectures, and you have the R environment set up, the homework should require not more than 1 day per part
 +
 +
====Homework 2014/2015====
 +
 +
We have published the [http://davide.eynard.it/2015/01/05/statistical-learning-with-r-introduction-and-setup/ Homework 2014/2015]. Please keep in mind:
 +
* the homework is not meant to get more grade, it is intended for you to understand better, i.e., from a practical perspective too, the topics of the course
 +
* the deadline to turn the homework in is the first time you take the PAMI exam, we will grade it when grading your classwork
 +
* you can make the homework in groups up to 2/3 people, the deadline to turn it in is the date the first person in the groups takes the exam (and it will be graded for all members in the group at that call)
 +
* provided you attended the lab lectures, and you have the R environment set up, the homework should require not more than 1 day per part
  
 
==Teaching Material (the textbook)==  
 
==Teaching Material (the textbook)==  
Line 210: Line 287:
  
 
Lectures:
 
Lectures:
−
* [[Media:PAMI2014-01-Intro.pdf | Course introduction]]: introductory slides of the course with useful information about the grading, and the course logistics. Some examples from supervised and unsupervised learning. Regression, classification, clustering terminology and examples.
+
* [[Media:PAMI2015-01-Intro.pdf | [2015] Course introduction]]: introductory slides of the course with useful information about the grading, and the course logistics. Some examples from supervised and unsupervised learning. Regression, classification, clustering terminology and examples.
−
* [[Media:PAMI2014-02-StatisticalLearning.pdf | Statistica Learning]]: Statistical Learning definition, rationale, and trade-offs (e.g., prediction vs. inference, parametric vs non parametric models, flexibility vs. interpretability, etc.)
+
* [[Media:PAMI2015-02-StatisticalLearning.pdf | [2015] Statistical Learning Introduction]]: Statistical Learning definition, rationale, and trade-offs (e.g., prediction vs. inference, parametric vs non parametric models, flexibility vs. interpretability, etc.)
 +
* [[Media:PAMI2015-03-AssessingModelAccuracy.pdf | [2015] Statistical Learning and Model Assessment]]: Model Assessment for Regression and Classification, Bias-Variance trade-off, Model complexity and overfitting, K-Nearest Neighbors Classifier vs. Bayes Classifier.
 +
* [[Media:PAMI2014-04-LinearRegression.pdf | [2014-2015] Linear Regression]]: Simple Linear Regression and Multiple Linear Regression. Feature selection. Ridge Regression and Lasso.
 +
* [[Media:PAMI2014-05-LinearClassification.pdf | [2014-2015] Linear Classification]]: From Linear Regression to Logistic Regression. Linear Discriminant Analysis and Quadratic Discriminant Analysis. Comparison between linear classification methods.
 +
* [[Media:PAMI2014-06-SupportVectorMachines.pdf | [2014-2015] Support Vector Machines]]: Discriminative vs. generative methids. Hyperplanes learning and Perceptron. Maximum Margin Classifiers. The Kernel trick and Support Vector Machines.
  
−
Exercising:
+
For exercises and lab material please refer to [http://davide.eynard.it/pattern-analysis-and-machine-intelligence-2015-2016/ Davide Eynard website].
−
* ...
+
−
 
+
−
Laboratory:
+
−
* ...
+
  
 +
<!--
 +
http://davide.eynard.it/pattern-analysis-and-machine-intelligence-2015-2016/
 +
* Lab 1: Introduction to R
 +
**[[Media:BasicsofR.txt | Basics of R]]: the list of commands ran in Lab 01. Note that the list is heavily based on the Lab in Section 2.3 of the book (you can find the original [http://www-bcf.usc.edu/~gareth/ISL/code.html here]), but I preferred to integrate it with some additional hints from my personal experience and other sources such as [http://www.pitt.edu/~njc23/ this one])
 +
**[http://www.statlearning.com/ Statistical Learning]: the website of the Introduction to Statistical Learning book. In the [http://www-bcf.usc.edu/~gareth/ISL/data.html Data Sets and Figures] page you will also find links to download the Auto.data and Auto.cvs datasets we used during the Lab.
 +
**[http://cran.r-project.org/ The Comprehensive R Archive Network]: the place where you can download R and its packages (note that the book often refers to ISLR and MASS packages, it is good for you to install them soon)
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* [[Media:Lab02.pdf | Lab2]]: Questions and exercises on Statistical Learning
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* [[Media:Lab03.pdf | Lab3]]: First exercises on linear regression
 +
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* [[Media:PAMI_Intro.pdf | Course introduction]]: introductory slides of the course with useful information about the grading, and the course logistics. Some examples from supervised learning and two algorithms for classification (taken from ''The Elements of Statistical Learning'' book).
 
* [[Media:PAMI_Intro.pdf | Course introduction]]: introductory slides of the course with useful information about the grading, and the course logistics. Some examples from supervised learning and two algorithms for classification (taken from ''The Elements of Statistical Learning'' book).
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Papers and links useful to integrate the textbook
 
Papers and links useful to integrate the textbook
  
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* [http://scott.fortmann-roe.com/docs/BiasVariance.html Bias vs. Variance]
+
* [http://scott.fortmann-roe.com/docs/BiasVariance.html Bias vs. Variance]: "Understanding the Bias-Variance Tradeoff" essay by Scott Fortmann-Roe
 +
* ...
 
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* Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani, [http://www.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf Least Angle Regression] Annals of Statistics (with discussion) (2004) 32(2), 407-499.
 
* Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani, [http://www.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf Least Angle Regression] Annals of Statistics (with discussion) (2004) 32(2), 407-499.
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===Past Exams and Sample Questions===
 
===Past Exams and Sample Questions===
−
This edition of the course in '''new''' so the exams of this year will vary in the format
+
Since 2014/2015 the course was changed and the exams format as well. For this edition of the course you should expect '''2 theoretical questions + 2 practical exercises''' (on average). Some examples from the past year can be found here:
  
−
* 2 theoretical questions
+
* [[Media:2015_02_09_PAMI.pdf |09/02/2015 Exam]]
−
* 2 practical exercises
+
* [[Media:2015_02_23_PAMI.pdf |23/02/2015 Exam]]
 +
* [[Media:2015_06_07_PAMI.pdf |07/06/2015 Exam]]
 +
* [[Media:2015_09_14_PAMI.pdf |14/09/2015 Exam]]
 +
* [[Media:2015_09_30_PAMI.pdf |30/09/2015 Exam]]
  
 
These are the text of past exams to give and idea on what to expect a theoretical questions:
 
These are the text of past exams to give and idea on what to expect a theoretical questions:

Latest revision as of 02:01, 9 October 2016


The following are last minute news you should be aware of ;-) 

09/10/2016: Scores from the 28/09/2016 written exam are published here!!
20/09/2016: Scores from the 09/09/2016 written exam are published here!!
31/07/2016: Scores from the 06/07/2016 written exam are published here!!
13/03/2016: Scores from the 19/02/2016 written exam are published here!!
16/02/2016: Scores from the 03/02/2016 written exam are published here!!
18/01/2015: PAMI Homework has been published!
15/12/2015: Schedule revised until January (Note: on Friday 18/12/2015 there will be exercising with Eynard)
09/12/2015: PAMI Exams for the Winter Calls will be on: 03/02/2016 and 19/02/2016
25/10/2015: Updated slides on Statistical Decision Theory and Model Assessment
11/10/2015: Added link to Teaching Assistant website for his material
09/10/2015: New edition of PAMI website is out, stay tuned!

Course Aim & Organization

The objective of this course is to give an advanced presentation, i.e., a statistical perspective, of the techniques most used in artificial intelligence and machine learning for pattern recognition, knowledge discovery, and data analysis/modeling.

Teachers

The course is composed by a blending of lectures and exercises by the course teacher and a teaching assistant.

Course Program

Techniques from machine and statistical learning are presented from a theoretical (i.e., statistics and information theory) and practical perspective through the descriptions of algorithms, the theory behind them, their implementation issues, and few examples from real applications. The course follows, at least partially, the following new book which is available for download in pdf

The course is composed by a set of ex-cattedra lectures on specific techniques (e.g., linear regression, linear discriminant analysis, clustering, etc.). Supervised and unsupervised learning are discussed in the framework of classification and clustering problems. The course outline is:

  • Machine Learning and Pattern Classification: the general concepts of Machine Learning and Patter Recognition are introduced with a brief review of statistical decision theory;
  • Linear Classification Techniques: linear methods for classification will be presented as the starting point (e.g., Linera Regression on the indicator matrix, Linear and Quadratic Discriminant Analysis, Logistic Regression, Percptron rule and Optimal Separating Hyperplanes, a.k.a., Support Vector Machines)
  • Linear Regression Techniques: linear methods for regression will be disccussed and compared (e.g., Linear Regression, Ridge Regression, Lasso, LARS).
  • Unsupervised Learning Techniques: the most common approaches to unsupervised learning are described mostly focusing on clustering techniques such as hierarchical clustering, k-means, k-medoids, Mixture of Gaussians, DBSCAN, Jarvis-Patrick, etc.;
  • Model Validation and Selection: model validation and selection are orthogonal issues to all previous techniques; during the course their fundamentals are described and discussed (e.g., AIC, BIC, cross-validation, etc. ).

Detailed course schedule

A detailed schedule of the course can be found here; topics are just indicative while days and teachers are correct up to some last minute change (I will notify you by email). Please note that not all days we have lectures!! 

Note: Lecture timetable interpretation
* On Mondays, in V.08, starts at 13:30 (quarto d'ora accademico), ends at 15:15
* On Fridays, in V.08, starts at 10:30 (quarto d'ora accademico), ends at 12:15 or 13:15 (check!)
Date Day Time Room Teacher Topic
05/10/2015 Monday 13:15 - 15:15 V08 Matteo Matteucci Course Introduction (Ch. 1 ISL)
09/10/2015 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Statistical Decision Theory and Bias-Variance trade off. (Ch. 2 ISL)
12/10/2015 Monday 13:15 - 15:15 V.S8-B Davide Eynard Introduction to R (Ch. 2 ISL)
16/10/2015 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Statistical Decision Theory and Model Assessment. (Ch. 2 ISL)
19/10/2015 Monday - - - No PAMI Classes Today
23/10/2015 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Statistical Decision Theory and Model Assessment. (Ch. 2 ISL)
26/10/2015 Monday 13:15 - 15:15 V.S8-B Davide Eynard Statistical Decision Theory Exercises (Ch. 2 ISL)
30/11/2015 Friday 10:15 - 12:15 V.S8-B Matteo Matteucci Linear Regression (Ch. 2 ISL + Ch. 3 ISL)
02/11/2015 Monday 13:15 - 15:15 V.S8-B Davide Eynard Exercises on Simple Linear Regression (Ch. 3 ISL)
06/11/2015 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Linear Regression (Ch. 2 ISL + Ch. 3 ISL)
09/11/2015 Monday 13:15 - 15:15 V.S8-B Davide Eynard Exercises on Linear Regression and Feature Selection
13/11/2015 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Linear Regression and Feature Selection (Ch. 3 + Ch. 6 ISL)
16/11/2015 Monday 13:15 - 15:15 V.S8-B Davide Eynard Intro Clustering
20/11/2015 Friday 10:15 - 12:15 V.S8-B Davide Eynard Clustering with exercises
23/11/2015 Monday 13:15 - 15:15 V.S8-B Davide Eynard Clustering Advanced
27/11/2015 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Feature Selection and Shrinkage in Linear Regression (Ch. 6 ISL)
30/11/2015 Monday 13:15 - 15:15 V.S8-B Davide Eynard Exercises on Clustering
04/12/2015 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Classification by Logistic Regression (Ch. 4 ISL + Ch. 4 ESL)
07/12/2015 Monday - - - No PAMI Classes Today
11/12/2014 Friday 10:15 - 13:15 V.S8-B Matteo Matteucci Classification by Linear Discriminant Analysis (Ch. 4 ISL)
14/12/2014 Monday 13:15 - 15:15 V.S8-B Davide Eynard Exercises on Classification
18/12/2015 Friday 10:15 - 12:15 V.S8-B Davide Eynard Exercises on Classification
21/12/2015 Monday - - - No PAMI Classes Today
11/01/2014 Monday 13:15 - 15:15 V.S8-B Matteo Matteucci Classification: from generative to discriminative approaches (Ch. 4 ISL + Ch. 4 ESL)
15/12/2015 Friday 10:15 - 12:15 V.S8-B Matteo Matteucci Support Vector Machines (Ch. 4 ESL, Ch. 9 ISL, Ch. 12 ESL)

Chapters are intended as complete except for

  • Ch.4 ESL: Section 4.5
  • Ch.12 ESL: Sections 12.1, 12.2, 12.3
  • Ch.9 ISL: Sections 9.1, 9.2, 9.3


Course Evaluation

The new course evaluation is composed by two parts:

  • HW: Homework with exercises covering the whole program
  • WE: A written examination covering the whole program

the final score will take the MAXIMUM between WE and the combination 0.7*WE + 0.3*HW. In practice

  • the homework can only increase your score
  • the homework can only impact for the 30% of the score
  • the homework is not mandatory

Homeworks

Homework 2015/2016

We have published the Homework 2015/2016. Please keep in mind:

  • the homework is not meant to get more grade, it is intended for you to understand better, i.e., from a practical perspective too, the topics of the course
  • the deadline to turn the homework in is the first time you take the PAMI exam, we will grade it when grading your classwork
  • you can make the homework in groups up to 2/3 people, the deadline to turn it in is the date the first person in the groups takes the exam (and it will be graded for all members in the group at that call)
  • provided you attended the lab lectures, and you have the R environment set up, the homework should require not more than 1 day per part

Homework 2014/2015

We have published the Homework 2014/2015. Please keep in mind:

  • the homework is not meant to get more grade, it is intended for you to understand better, i.e., from a practical perspective too, the topics of the course
  • the deadline to turn the homework in is the first time you take the PAMI exam, we will grade it when grading your classwork
  • you can make the homework in groups up to 2/3 people, the deadline to turn it in is the date the first person in the groups takes the exam (and it will be graded for all members in the group at that call)
  • provided you attended the lab lectures, and you have the R environment set up, the homework should require not more than 1 day per part

Teaching Material (the textbook)

Lectures will be based on material taken from the book.

If you are interested in a more deep treatment of the topics you can refer to the following book from the same authors

Some additional material that could be used to prepare the oral examination will be provided together with the past homeworks.

Teacher Slides

In the following you can find the lecture slides used by the teacher and the teaching assistants during classes.

Lectures:

  • [2015] Course introduction: introductory slides of the course with useful information about the grading, and the course logistics. Some examples from supervised and unsupervised learning. Regression, classification, clustering terminology and examples.
  • [2015] Statistical Learning Introduction: Statistical Learning definition, rationale, and trade-offs (e.g., prediction vs. inference, parametric vs non parametric models, flexibility vs. interpretability, etc.)
  • [2015] Statistical Learning and Model Assessment: Model Assessment for Regression and Classification, Bias-Variance trade-off, Model complexity and overfitting, K-Nearest Neighbors Classifier vs. Bayes Classifier.
  • [2014-2015] Linear Regression: Simple Linear Regression and Multiple Linear Regression. Feature selection. Ridge Regression and Lasso.
  • [2014-2015] Linear Classification: From Linear Regression to Logistic Regression. Linear Discriminant Analysis and Quadratic Discriminant Analysis. Comparison between linear classification methods.
  • [2014-2015] Support Vector Machines: Discriminative vs. generative methids. Hyperplanes learning and Perceptron. Maximum Margin Classifiers. The Kernel trick and Support Vector Machines.

For exercises and lab material please refer to Davide Eynard website.


Additional Resources

Papers and links useful to integrate the textbook

  • Bias vs. Variance: "Understanding the Bias-Variance Tradeoff" essay by Scott Fortmann-Roe
  • ...


Past Exams and Sample Questions

Since 2014/2015 the course was changed and the exams format as well. For this edition of the course you should expect 2 theoretical questions + 2 practical exercises (on average). Some examples from the past year can be found here:

These are the text of past exams to give and idea on what to expect a theoretical questions:

Online Resources

The following are links to online sources which might be useful to complement the material above

  • MATH 574M University of Arizona Course on Statistical Machine Learning and Data Mining; here you can find slides covering part of the course topics (the reference book for this course is again The Elements of Statistical Learning)


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