STAT 5526

Information

Topic: Statistical Learning

Lecture: In-person (RT:11:00-12:15PM), Location: (DER 3092)

Instructor: Xin (Shayne) Xing, Email: xinxing AT vt.edu Office hour: Thursday, 9:30pm-10:30pm, D&DS 308


Syllabus

Course description & Prerequisites

Theoretical and methodological understanding of statistical learning, including high-dimensional linear model, kernel methods, false discovery rate, additive models, and unsupervised learning such as dimension reduction, graphical models, principal component analysis, neural network, stochastic gradient decent algorithm.


Prerequisites: Stat 5444, Stat 5505 or graduate standing in CS, (3H, 3C), II.


All class materials are distributed online; for example, you may view most class notes and homework assignments on Canvas. Canvas is used to report scores from quizzes, homework and the final project.


Recommended Text Book

The Elements of Statistical Learning.
Hastie, T., Tibshirani, R., and Friedman, J. (2009).


In-class Quiz

The in-class quiz (each 10 points) must be submitted in class. If the quiz is submitted in time, it will be guaranteed to have at least 5 points. If the quiz is not submitted in time, it will receive a zero score.


Homework Assignments

Homework assignments will be posted on Canvas unless otherwise announced in class. Late homework that overdue in 24 hours are penalized to 90% of its total score. Homework that overdue for more than 24 hours would not be accepted, and missed homework receive zero scores. Homework assignments must be submitted at Canvas. Grades will be returned to you on Canvas.

It is expected that students will read the slides and refereed materials listed in the Schedule . Your work must be legible, include name, and be submitted in a single Rmarkdown file. You are expected to put in 6-8 hours of work outside of class. A few of you will do well with less time than this, and a few of you will need more. You must write up your final answers and write your own code: copying homework solutions is not allowed. AI generated text in homework is not allowed.


Midterm Exam

There will be one in-class midterm exam.


Final Project

There will be one final project. The final report will include a well-written pdf document including (introduction, data visualization, Model & methods, Results). You must write up your final report and code by your own input.


Grades

Your grade will consist of in-class quiz (10%), Homework (40%), Midterm (20%), and a Final Project (30%).


Quiz 10%
Homework 40%
Midterm 20%
Final Project 30%

The total score is the weighted average of scores in all categories. The total scores in 90-100 are guaranteed at least an A-. The total scores in 80-90 are guaranteed at least an B-. The total scores in 70-80 are guaranteed at least an C-. The total scores in 60 - 69 are guaranteed at least a D-. The lower bound of each interval may be expanded, which depends on the overall performance.


Academic Integrity

The Undergraduate Honor Code pledge that each member of the university community agrees to abide by states:

“As a Hokie, I will conduct myself with honor and integrity at all times. I will not lie, cheat, or steal, nor will I accept the actions of those who do.”

Students enrolled in this course are responsible for abiding by the Honor Code. A student who has doubts about how the Honor Code applies to any assignment is responsible for obtaining specific guidance from the course instructor before submitting the assignment for evaluation. Ignorance of the rules does not exclude any member of the University community from the requirements and expectations of the Honor Code. Academic integrity expectations are the same for online classes as they are for in person classes. All university policies and procedures apply in any Virginia Tech academic environment. For additional information about the Honor Code, please visit: https://www.honorsystem.vt.edu/

Honor Code Pledge for Assignments: The Virginia Tech honor code pledge for assignments is as follows:

“I have neither given nor received unauthorized assistance on this assignment.”

The pledge is to be written out on all graded assignments at the university and signed by the student. The honor pledge represents both an expression of the student’s support of the honor.

The field of Computational Modeling and Data Analytics requires professionals who act with the highest ethical standards. CMDA teaches skills that empower you to have a tremendous impact upon the world. We teach you these skills with the expectation that you will exercise them responsibly.

Responsible practice is a habit forged during your undergraduate studies.

Schedule

Materials
Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lecture 5
Lecture 6
Lecture 7
Spring Break
Lecture 8
Lecture 9