Supervised learning setup. LMS.
Logistic regression. Perceptron. Exponential family.
Generative learning algorithms. Gaussian discriminant analysis. Naive Bayes.
Support vector machines.
Model selection and feature selection.
Ensemble methods: Bagging, boosting.
Evaluating and debugging learning algorithms.
Learning theory. (3 classes)
Bias/variance tradeoff. Union and Chernoff/Hoeffding bounds.
VC dimension. Worst case (online) learning.
Practical advice on how to use learning algorithms.
MDPs. Bellman equations.
Value iteration and policy iteration.
Linear quadratic regulation (LQR). LQG.
Q-learning. Value function approximation.
Policy search. Reinforce. POMDPs.
Dates for assignments
Assignment 1: Out 10/05. Due 10/19.
Assignment 2: Out 10/19. Due 11/02.
Assignment 3: Out 11/02. Due 11/16.
Assignment 4: Out 11/16. Due 12/07.
Midterm: 11/09, 6-9pm. Location: 320-105 and Cemex Auditorium
Term project: Proposals due 10/21 (5pm). Milestone due 11/18 (5pm). Poster presentations on 12/14 (8.30am-11.30am); final writeup due on 12/16 (11:59pm, no late days).