/ml_hse_2022

Machine learning course SE HSE 2022

Primary LanguageJupyter Notebook

Contacts

Telegram channel

Lecturers: Polina Polunina, Semeon Budennyy

Class Teachers and TAs

Class Teachers Group TA (contact)
Andrei Egorov БПИ201, БПИ202 Andrei Dyadynov (tg: @mr_dyadyunov), Nikita Tatarinov (tg: @NickyOL)
Kirill Bykov БПИ203, БПИ204 Anastasia Egorova (tg: @wwhatisitt), Elizaveta Berdina (tg: @berdina_elis)
Maria Tikhonova БПИ205 Alexander Stepin (tg: @kevicia)
Anastasia Voronkova БПИ206, БПИ207 Anton Alekseev (tg: @flameglamebeatskilla), Emil Akopyan (tg: @archivarius)

Recomended Literature

[PR] Christopher M. Bishop. 2006. Pattern Recognition and Machine Learning (Information Science and Statistics). Springer-Verlag, Berlin, Heidelberg.
Link

[ESL] Hastie, T., Hastie, T., Tibshirani, R., & Friedman, J. H. (2001). The elements of statistical learning: Data mining, inference, and prediction. New York: Springer.
Link

[FML] Mohri, M., Talwalkar, A., & Rostamizadeh, A. Second Edition, (2018). Foundations of Machine Learning. Cambridge, MA: The MIT Press.
Link

Class materials

Lectures

Date Topic Lecture materials Reading
5 sep 1.Introduction [FML] Ch 1; [ESL] Ch 2.1-2
12 sep 2.Gradient Optimization [FML] Appx A, B; Convex Optimization book
19 sep 3.Linear Regression [PR] Ch 3.1; [ESL] Ch 3.1-4; [FML] Ch 4.4-6
26 sep 4.Linear Classification [PR] Ch 4.1; [ESL] Ch 4.1-2, 4.4; [FML] Ch 13
3 oct 5.Logistic Regression and SVM [ESL] Ch 12.1-3; [FML] Ch 5, 6
10 oct 6.Decision Trees [ESL] Ch 9.2
17 oct 7.Bagging, Random Forest [PR] Ch 3.2 (bias-variance); [ESL] Ch 8; [FML] Ch 7
24 oct - 30 oct NO LECTURES --- ---
31 oct 8.Gradient boosting [PR] Ch 14.3; [ESL] Ch 10
7 nov 9.Clustering and Anomaly Detection [PR] Ch 9.1; [ESL] Ch 13.2, 14.3
14 nov 10.Dimensionality reduction: PCA, SVD [ESL] Ch 14.5; [PR] Ch 12.1
21 nov 11.Testing your models: AA/AB tests
28 nov 12.MLP and basic NN [PR] Ch 5.1-5.5; [ESL] Ch 11
5 dec 13.Basic CV: convolutional layer
12 dec 14.ML: business applications
19 dec 15.Summary

Practicals

Date Topic Materials Extra Reading/Practice
6-10 sep 1.Basic toolbox Notebook; Dataset Python Crash Course
13-17 sep 2.EDA and Scikit-learn Notebook
20-24 sep 3.Calculus background: Matrix-Vec differention and GD Notebook; Matrix-vector differentiation The Matrix Cookbook
27-1 oct 4.Linear Regression Notebook
4-8 oct 5.Classification metrics Notebook
11-15 oct 6.NLP & SVM Notebook NLP For You - great online course
18-22 oct 7.Decision Trees Notebook Guide2DT
1-5 nov 8.Ensembles Notebook
8-12 nov 9.Gradient Boosting Notebook
15-19 nov 10.Anomaly detection and Clustering
22-26 nov 11.Dimension reduction: PCA, SVD
29-3 dec 12.AA/AB tests Notebook
6-10 dec 13.MLP and basic NN
13-17 dec 14.Basic CV: convolutional layer
20-24 dec 15.Exam preparation, summary

Grading

Final grade = 0.7*HW + 0.3*Exam

  • HW - Average grade for the assignments 1 to 5. You can get extra points by solving HW 6, but no more than 10 in total. Namely, HW = (hw1 + hw2 + hw3 + hw4 + hw5 + hw6)/5

  • Exam - Grade for the exam.


You can skip the exam if mean grade for the assignemnts are not smaller than 5.5, i.e. (HW >=5.5). In this case:

Final grade = ROUND(HW)