Accès direct au contenu

MATH

Version anglaise

aide

Accueil > Formations > Master MVA > Présentation des cours

Introduction to statistical learning

Instructor : Nicolas Vayatis (Centre Borelli, ENS Paris-Saclay)

Courses objectives:

The course presents the mathematical foundations for supervised learning.

Topics :

    • Typology of learning problems
    • Statistical models and main algorithms for classification, scoring, ...
    •  Performance criteria and inference principles
    •  Convex risk minimization
    •  Complexity measures
    •  Aggregation and ensemble methods
    •  Main theorems 

      Prerequisites :

      Undergraduate courses in Analysis and Probability

      Organization :

        •   8 theoretical sessions
        •   3 practical sessions

          Validation :

           
            • Part 1 : partial exam (mandatory)
            • Part 2 : final exam
            • Re-take : written exam

              References :


              • M. Mohri, A. Rostamizadeh, A. Talwalkar. Foundations of Machine Learning, The MIT Press, 2012.

              • S. Shalev-Schwartz, S. Ben-David. Understanding Machine Learning: From Theory to Algorithms.Cambridge University Press, 2014.