Download syllabus - Rutgers Statistics

STAT 588: Data Mining
Fall 2014, Tuesday 6:40-9:30, SEC 202 BUS
ˆ Instructor: Dan Yang
ˆ Office: Hill Center 453
ˆ Office hours: Wednesday 11:00am-12:00 or by appointment
ˆ Email: [email protected]
ˆ Textbook: The Elements of Statistical Learning, by Hastie, Tibshirani and Friedman. Springer 2009, 2ed.
Full text available from Springer http://dx.doi.org/10.1007/978-0-387-84858-7. Access from campus
or login via Rutgers account.
You may also visit the website of the book: http://www-stat.stanford.edu/~tibs/ElemStatLearn/.
ˆ Software: R. Free software available at http://www.r-project.org/. If you go to Manuals on the left panel
of the website, you will find a good introduction An Introduction to R.
ˆ Course website: Sakai or http://www.stat.rutgers.edu/home/dyang/588.html
ˆ Prerequisites: 567 applied multivariate analysis (especially MANOVA and regression) and 587 interpretation
of data II
ˆ Course work: homework assignments and a final project (including a half-page proposal, programming, a 5
minute presentation, and a 5 page report).
ˆ Grades: homework (40%), final project (50%), class participation (10%), and occasional bonus points.
ˆ Topics intended to be covered:
– Supervised methods: linear regression, LASSO, ridge regression, shrinkage, logistic regression, linear
discriminate analysis (LDA), basis expansion, kernel methods, smoothing, model selection, crossvalidation, etc.
– Unsupervised methods: principal component analysis (PCA), clustering, matrix factorization, independent component analysis (ICA), etc.
ˆ Note:
– Not a coding course, but could be programming heavy
– An advanced course, requires solid background
– Not a course purely on algorithm, but statistical insights
Tentative Schedule
Week
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
Date
09/02
09/09
09/16
09/23
09/30
10/07
10/14
10/21
10/28
11/04
11/11
11/18
11/25
12/02
12/09
12/16
Topic
Chapter 1 and 2
Chapter 3
Chapter 3
Chapter 3 and 14
Chapter 14
Chapter 14 and 4
Chapter 4
Chapter 4
Chapter 7
Chapter 5
Chapter 6 and 12
Chapter 9, 10, 11, and 15
No class
Chapter 9, 10, 11, and 15
Project presentation
No class
1
Due
Project proposal
Project report