Summary
Statistical machine learning is a growing discipline at the intersection
of computer science and applied mathematics (probability / statistics,
optimization, etc.) and which increasingly plays an important role in technological
innovation.
Unlike a course on traditional statistics, statistical machine learning
is particularly focused on the analysis of data in high dimension, as well
as the efficiency of algorithms to process the large amount of data encountered
in multiple application areas such as image or sound analysis, natural
language processing, bioinformatics or finance.
The objective of this class is to present the main theories and algorithms
in statistical machine learning. The methods covered will rely amongst
others on convex analysis arguments. The practical sessions (more than
half of which will be realized with computers) will lead to simple implementations
of the algorithms seen in class and with applications to various domains
such as computer vision or natural language processing.
Prerequisite: probability theory (notion of random variables, convergence
of random variables, conditional expectation), coding skills in python.
General information
This class is part of the Computer science courses taught at ENS in L3
in Spring 20192020.
Teachers:
Pierre Gaillard and
Alessandro Rudi.
Practical sessions:
Raphaël Berthier.
The class will last 52 hours (30 hours of class + 22 hours of practical
sessions) and
can be validated for 12 ECTS.
Final rade: approximately 50% final exam, 50% homework.
Previous years:
Fall 2019,
Fall 2018,
2017,
2016,
2015,
2014,
2013,
2012
Schedule and lecture notes
Thursday mornings from 8h30 to 12h30
in room UV. Typical session
will be a lecture from 8h30 to 10h20, followed by a 20min break and the
practical work (PW) from 10h40 to 12h30.
Bring your personal laptops in
practical sessions! Lecture notes and solutions to practical work and exercises
will be updated here on the fly.
Home assignment 1: (Download here). It is due by April 22, 2020. It is to be returned by email to
as a pdf report of maximum 3 pages together with the ipython notebook used for the code. The results and the figures
must be included into the pdf report but not the code.
Home assignment 2: (Download here). It is due by May 20, 2020. It is to be returned by email to
as a pdf report of maximum 3 pages together with the ipython notebook used for the code.
# 
Date 
Teacher 
Title 
1 
06/02/2020 
P. Gaillard

Introduction

2 
13/02/2020 
P. Gaillard
R. Berthier 
Supervised learning and linear regression
TD1 (Data: classificationA_train, classificationA_test, classificationB_train, classificationB_test,
classificationC_train, classificationC_test, mnist_digits.mat), solution


20/02/2020 

Vacation

3 
27/02/2020 
P. Gaillard
R. Berthier 
Unsupervised Learning

4 
05/03/2020 

No Class

5 
12/03/2020 
6 
19/03/2020 
A. Rudi
R. Berthier 
Logistic regression and convex analysis
TD3, solution 
7 
26/03/2020 
A. Rudi
R. Berthier 
Convex optimization
TD4, solution to theoretical questions, solution to practical questions 
8 
02/04/2020 
P. Gaillard
R. Berthier 
High dimensional statistics (Lasso)
Practical session on SGD: TD5, data, solution 

09/04/2020 

Vacation 

16/04/2020 

Vacation 
9 
23/04/2020 
A. Rudi
R. Berthier 
Kernels
Exercise sheet, solution

10 
30/04/2020 
A. Rudi
R. Berthier 
Elements of Statistical Machine Learning
Numerical tour of Ridge and Lasso by Gabriel Peyre

11 
07/05/2020 
A. Rudi
R. Berthier 
Local methods
Probabilistic modeling and maximum likelihood estimation, solution to the exercises

12 
14/05/2020 
A. Rudi
R. Berthier 
Neural networks
TP Neural Nets  solution


21/05/2020 

Ascension (no class) 
13 
28/05/2020 
P. Gaillard 
Exam 