Pattern Analysis and Machine Intelligence
The following are last minute news you should be aware of ;-)
02/06/2012: homework exstension! The deadline is Tuesday 05/06/2012 23:59 CET!! 26/05/2012: the first part of the homework is out! You have to turn it in by Sunday 3/6/2012! 03/04/2012: published some material on "probability basics" 12/03/2012: a new edition of the course starts today!
Contents
Course Aim & Organization
The objective of this course is to give an advanced presentation 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 some teaching assistants.
- Matteo Matteucci: the course teacher
- Luigi Malago': the teaching assistant on regression
- Davide Eynard: the teaching assistant on clustering
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 outline of The Elements of Statistical Learning book (by Trevor Hastie, Robert Tibshirani, and Jerome Friedman):
- 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;
- 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;
- 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.
- Feature Selection and Reduction: techniques for data rediction and feature selection will be presented with theory and applications
- 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. ).
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 Tuesdays and Wednesdays are in!!
Date | Day | Time | Room | Teacher | Topic |
12/03/2012 | Monday | 13:15 - 15:15 | 3.8 | Matteo Matteucci | Course Introduction (Ch. 1) |
13/03/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Two examples from classification (Ch. 2) |
19/03/2012 | Monday | 13:15 - 15:15 | 3.8 | Luigi Malago | Linear regression methods (Ch 2.1, 2.2, 2.3 and 2.3.1, 2.4, 2.6 and 2.6.1, 2.7 and 2.7.1, 2.8 and 2.8.1, 3.1, 3.2, 3.3, 3.4, 3.5, 3.6, 3.9, see paper "Least Angle Regression" linked below, pages 1-16) |
20/03/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Discriminating functions, decision boundary and Linear Regression (Ch.4.1, Ch. 4.2) |
26/03/2012 | Monday | 13:15 - 15:15 | 3.8 | Luigi Malago | Linear regression methods (see 19/03/2012) |
27/03/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Linear Discriminant Analysis (Ch. 4.3) |
02/04/2012 | Monday | 13:15 - 15:15 | 3.8 | Luigi Malago | Linear regression methods (see 19/03/2012) |
03/04/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Logistic regression (Ch.4.4) |
16/04/2012 | Monday | 13:15 - 15:15 | 3.8 | Matteo Matteucci | Logistic regression (Ch.4.4) |
17/04/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Perceptron learning |
23/04/2012 | Monday | 13:15 - 15:15 | 3.8 | Luigi Malago | Linear regression methods (see 19/03/2012) |
24/04/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Maximum margin classification (Ch. 4.5.2) |
07/05/2012 | Monday | 13:15 - 15:15 | 3.8 | Davide Eynard | Clustering I: Introduction and K-Means |
08/05/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Kernel Smoothing Methods and Kerned Density Estimation (Ch.6.1, Ch.6.6, Ch.6.9) |
14/05/2012 | Monday | 13:15 - 15:15 | 3.8 | Davide Eynard | Clustering II: K-Means Alternatives, Hierarchical, SOM |
15/05/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Gaussian Mixture Models (Ch.6.8) and the EM Algorithm (Ch.8.5) |
21/05/2012 | Monday | 13:15 - 15:15 | 3.8 | Davide Eynard | Clustering III: Mixture of Gaussians, DBSCAN, Jarvis-Patrick |
22/05/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Decision Trees (handout + Ch. 9.2) |
28/05/2012 | Monday | 13:15 - 15:15 | 3.8 | Davide Eynard | Clustering IV: Evaluation Measures |
29/05/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Classification Rules (handout + Ch. 9.2) |
04/06/2012 | Monday | 13:15 - 15:15 | 3.8 | Matteo Matteucci | Rule pruning and Sequential Covering Algorithm (handout + Ch. 9.3) |
05/06/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Sequential Covering Algorithm (handout + Ch. 9.3) |
11/06/2012 | Monday | 13:15 - 15:15 | 3.6 | Matteo Matteucci | Support Vector Machines (Ch. 12.1, Ch. 12.2, Ch. 12.3.0, Ch. 12.3.1 + SVM paper) |
12/06/2012 | Tuesday | 13:15 - 15:15 | 4.1 | Matteo Matteucci | Model selection theory (Ch. 7.1, Ch. 7.2, Ch. 7.3 + Bias and Variance notes) |
TBD | TBD | TBD | TBD | Matteo Matteucci | Model selection practice (Ch. 7.4, Ch. 7.5, Ch. 7.6, Ch. 7.7, Ch. 7.10) |
TBD | TBD | TBD | TBD | Matteo Matteucci | Question and Answers |
Course Evaluation
The course evaluation is composed by two parts:
- A homework with exercises covering the whole program that counts for 30% of the course grade
- A oral examination covering the whole progran that count for 70% of the course grade
The homework is just one per year, it will be published at the end of the course and you will have 15 days to turn it in. It is not mandatory, however if you do not turn it in you loose 30% of the course grade. There is the option of substitute the homework with a practical project, but this has to be discussed and agreed with the course professor.
Teaching Material (the textbook)
Lectures will be based on material taken from the aforementioned slides and from the following book.
- The Elements of Statistical Learning: Data Mining, Inference, and Prediction. by Trevor Hastie, Robert Tibshirani, and Jerome Friedman.
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:
- 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).
- Probability Basics: Slides on probability basics used to introduce Statistical Decision Theory.
- Linear Classification Examples: slides presenting images, tables and examples about (generalized) linear methods for classification (taken from The Elements of Statistical Learning book).
- Kernel Smoothing Examples: slides presenting images, tables and examples about Kernel Smoothing, Kernel Density Estimation and Gaussian Mixture Models (taken from The Elements of Statistical Learning book).
- Decision Trees and Classification Rules: these slides have been used to present decision trees and decision rules complementing the material in Ch. 9.2 of the The Elements of Statistical Learning book.
- Support Vector Machines: these slides have been used to present Support Vector Machines (taken from The Elements of Statistical Learning book).
Additional Papers
Papers used to integrate the textbook
- Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani, Least Angle Regression Annals of Statistics (with discussion) (2004) 32(2), 407-499.
- Burges, Christopher J. C., 1998. A tutorial on support vector machines for pattern recognition. Data Mining and Knowledge Discovery, 2(2), 121–167.
- ...
Clustering Slides
These are the slides used to present clustering algorithms during lectures
Past Exams and Sample Questions
These are the text of past exams to give and idea on what to expect during the class exam:
2012 Homework
The Homework of 2012 organized like an octave/matlab series of tutorials. You are requested to go through the tutorials and practice with the algorithms that have been presented in class. To prove us you have done it and that you have understood the code you will be requested to solve few exercises and provide us a pdf report by email
- Homework 2012 part 1: this is the text of the homework; it has been intentionally edited not to allow cut and paste. The deadline to submit the solution by email to matteucci@elet.polimi.it and malago@elet.polimi.it is Sunday 3/6 23:59
- prostate.data: the dataset used for the homework
- prostate.info: the dataset used for the homework
- textread.m: (optional) function which might be useful depending on your octave version
- strread.m: (optional) function which might be useful depending on your octave version
Note: for some strange reason the CSM of the website has decided to rename the files with capitals, please save them in lower case :-(
2011 Homework
Here you can find the homework for the year 2011 and the material you need to complete it. Please read the F.A.Q. below and for any unsolved doubt contact the teachers of the course.
- Homework 2011 v02 a minor change in the signature of the logistic regression function
- Homework 2011 v01 text with questions and exercises
- Dataset for the clustering exercise in csv format
Frequently Asked Questions
- How do I take the square root of a matrix?: check the diagonalization approach from [2].
- How do I compute the chi square statistics?': in the slide there is a cut and paste error since e_ij=R_it*C_tj as described here [3]
- When it is due? In which format?: The homework is due on the 29/06 and should be delivered by email. Send us (all the course teachers) the .m files in a zip archive attached to this email and a link to the pdf with the written part (not to flood our mailboxes).
- Can we do that in groups? How many people per group?: Yes, you can work on the homework in groups, but no more than 3 people per group are allowed. Put the names of all homework authors in the pdf and in all the .m files. If you discuss something with other people, w.r.t. the people in your group, point it out in the pdf file as well.
- Can we ask questions about the exercises or the code?: Yes you should! First of all, there might be unclear things in the exercise descriptions and those should be clarified as soon as possible for all (this is why the homework is versioned). But you could ask for help as well, our goal is to have you all solving all the questions and get a high grade ... but we will not do the homework on you behalf ;-)
- How the optional questions are graded?: They compensate for possible errors in the other questions; we suggest to work on them anyway to be sure you get the maximum grading.
- How the homework will be graded?: we are interested in understanding if you understood or not; thus we are not interested in the result, but we want to check how you get to the result. So please: 1) clarify all the assumptions and all the steps in your exercises 2) comment as much as possible your .m files!