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, ECOC.
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 09/30. Due 10/14.
Assignment 2: Out 10/14. Due 10/28.
Assignment 3: Out 10/28. Due 11/11.
Assignment 4: Out 11/11. Due 12/02.
Midterm: 11/04, 6-9pm.
Term project: Proposals due 10/21. Milestone due 11/13.
Poster presentations on 12/09; final writeup due on 12/11 (no late days).