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ABOUT THE COURSE:This course will introduce students and practitioners of core engineering disciplines to the fundamentals and applications of machine learning. The course will cover the following material: introduction to data science and machine learning, examples of supervised/unsupervised/reinforcement learning, motivation for machine learning with examples derived from various core engineering disciplines; introduction to Python, scientific computing packages (NumPy, SciPy, Matplotlib), and simple ML packages (Scikit-learn, TensorFlow); linear and nonlinear regression, confidence intervals and goodness of fit, loss functions, gradient descent algorithm, overfitting/underfitting, regression/classification learning; clustering, singular-value decomposition, and principal component analysis; decision trees and ensemble methods, boosting and bagging techniques, random forests, gradient-boosted machine learning, support vector machines, Gaussian process regression; hyperparameter tuning and cross validation; introduction to neural networks and deep learning; feed-forward, convolutional, and recurrent neural networksINTENDED AUDIENCE: Core Engineering DisciplinesINDUSTRY SUPPORT: Several companies working in core engineering disciplines
Syllabus
Week 1: Introduction to data science and machine learning; differences between supervised, unsupervised, and reinforcement learning; introduction to probability and statistics; sample and population properties; covariance and correlation matrix
Week 2:Linear regression; model parametrization and fitting; coefficient of determination
Week 3:Logistic regression; implementation of models in Python
Week 4:Overfitting and underfitting; bias-variance tradeoff dealing with overfitting via regularization (ridge regression and LASSO)
Week 5:Confidence intervals and hypothesis testing
Week 6:Nonlinear regression; loss functions; gradient descent algorithm and its variations; Cross validation and hyperparameter tuning
Week 7:Unsupervised learning; singular value decomposition; principal component analysis; clustering algorithms
Week 8:Decision tress; ensembling; random forests
Week 9:Bagging and boosting; gradient-boosted decision trees
Week 10:Introduction to neural networks
Week 11:Feed-forward and convolutional neural networks
Week 12:Recurrent neural networks
Week 2:Linear regression; model parametrization and fitting; coefficient of determination
Week 3:Logistic regression; implementation of models in Python
Week 4:Overfitting and underfitting; bias-variance tradeoff dealing with overfitting via regularization (ridge regression and LASSO)
Week 5:Confidence intervals and hypothesis testing
Week 6:Nonlinear regression; loss functions; gradient descent algorithm and its variations; Cross validation and hyperparameter tuning
Week 7:Unsupervised learning; singular value decomposition; principal component analysis; clustering algorithms
Week 8:Decision tress; ensembling; random forests
Week 9:Bagging and boosting; gradient-boosted decision trees
Week 10:Introduction to neural networks
Week 11:Feed-forward and convolutional neural networks
Week 12:Recurrent neural networks
Taught by
Prof. Ananth Govind Rajan