Skip to content Skip to navigation

Statistical Learning

Date: 
Tuesday, January 20, 2015 to Sunday, April 5, 2015
Go to Course
Course topic: 

About This Course

This is an introductory-level course in supervised learning, with a focus on regression and classification methods. The syllabus includes: linear and polynomial regression, logistic regression and linear discriminant analysis; cross-validation and the bootstrap, model selection and regularization methods (ridge and lasso); nonlinear models, splines and generalized additive models; tree-based methods, random forests and boosting; support-vector machines. Some unsupervised learning methods are discussed: principal components and clustering (k-means and hierarchical).

This is not a math-heavy class, so we try and describe the methods without heavy reliance on formulas and complex mathematics. We focus on what we consider to be the important elements of modern data analysis. Computing is done in R. There are lectures devoted to R, giving tutorials from the ground up, and progressing with more detailed sessions that implement the techniques in each chapter.

The lectures cover all the material in An Introduction to Statistical Learning, with Applications in R by James, Witten, Hastie and Tibshirani (Springer, 2013). As of January 5, 2014, the pdf for this book will be available for free, with the consent of the publisher, on the book website.   

Prerequisites

First courses in statistics, linear algebra, and computing.

FAQ: 

Do I need to buy a textbook?

No, a free online version of An Introduction to Statistical Learning, with Applications in R by James, Witten, Hastie and Tibshirani (Springer, 2013) will be available in January 2014. Springer has agreed to this, so no need to worry about copyright. Of course you may not distribiute printed versions of this pdf file.

Is R and RStudio available for free.

Yes. You get R for free from http://cran.us.r-project.org/. Typically it installs with a click. You get RStudio from http://www.rstudio.com/, also for free, and a similarly easy install.

How many hours of effort are expected per week?

We anticipate it will take approximately 3 hours per week to go through the materials and exercises.       

Instructor(s): 
Trevor Hastie
Rob Tibshirani

View All Courses

Access learning material from upcoming, self-study, and completed courses...