NTU Course
NewsHelpOverview

Introduction to Statistical Learning

Offered in 113-2Updated
  • Notes
    The course is conducted in English。
  • Limits on Course Adding / Dropping

    • Restriction: juniors and beyond

  • NTU Enrollment Status

    Enrolled
    0/24
    Other Depts
    0/10
    Remaining
    0
    Registered
    0
  • Course Description
    Statistical learning is the process of extracting regularities from data using statistical models with the goal of finding a predictive function based on existing data to be able to make prediction on unseen data of similar type. The course introduces students to the concepts and analytical tools of statistical learning, it emphasizes "learning by doing'' by getting students familiarized with the use of R programming language to perform analysis on empirical data. The first part of the course starts with a refresher on the fundamentals of statistics-mean, variance, distribution, probabilities-before proceeding to more specialized topics. The first part of this course also gives a gentle introduction to R programming, during which issues of dimensionality and balance will be discussed with their diagnostic and preprocessing tasks implemented in R. The second part of the course introduces families of binary, penalized, discriminant, and mixture models, along with performance evaluation metrics. We conclude, in the third part of the course, with advanced applications such as ensemble modeling and network analysis. Each class meeting usually begins with a lecture on that week's topic. During the lecture, the instructor will instruct students how to perform the analytical tasks by running R on the screen. Lecture note and code will be displayed on class slides and available for download. A total of FOUR course assignments will be given throughout the semester, which will help build the necessary analytical and programming foundation toward the completion of a 10-page term project. This class is supported by Datacamp, the most intuitive learning platform for data science. Learn R, Python and SQL the way you learn best through a combination of short expert videos and hands-on-the-keyboard exercises. You also access all course materials via our shared Dropbox folder: https://www.dropbox.com/scl/fo/i0piipj60oal5xkhkufk8/ADh8rMhxWYWYW6m495SAaU8?rlkey=qekk2wcc0bgmixvx3761h04d5&st=t0e83rvy&dl=0
  • Course Objective
    After the completion of this course, students will be able to: 1. Distinguish and process different types of data. 2. Identify which classification models to use for a particular dataset and/or modeling assumptions. 3. Perform analytical tasks in R with real-world data. 4. Apply these analytical skills to their (students') own research projects.
  • Course Requirement
    No prior coding experience in any of the commercial or open source programming languages is required. The course is self-contained in terms of instructing students the basics of programming necessary to perform the analytical tasks covered in this course. We will be using R, a versatile open-source programming language, as the primary programming language for instruction. RStudio will be the main instructional IDE (Integrated Development Environment) for running R applications in this course, but your are free to use other IDEs of your choice. Students are encouraged to constantly practice running R as well as explore alternative ways of doing the same tasks to get the most out of the practical aspect of this course. If you prefer to use other programming languages instead (e.g., Python, Matlab, Stata), I am open to discuss how I can better accommodate your needs.
  • Expected weekly study hours after class
    8-10 hours per week plus self-administered programming exercise.
  • Office Hour

    Please email me (at hktseng@gmail.com) to schedule an appointment.

    *This office hour requires an appointment
  • Designated Reading
    [1] Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani, An Introduction to Statistical Learning, with Applications in R (New York, NY: Springer Nature, 2013). [2] Max Kuhn and Kjell Johnson, Applied Predictive Modeling (New York, NY: Springer Nature, 2013). [3] J. Scott Long. 1997. Regression Models for Categorical and Limited Dependent Variables (Thousand Oaks, CA: SAGE Publications). [4] Zhi-Hua Zhou. 2012. Ensemble Methods Foundations and Algorithms (Boca Raton, FL: CRC Press). Making efforts to keep track course progress is essential. You are expected to have finished assigned readings before each week's meeting and practice assigned R analytical exercises to increase your proficiency with key statistical learning concepts and R programming. Other readings are sourced from book chapters and articles published in academic journals and websites. Specific readings for each class are identified on this syllabus. Readings marked with a * will be available on course website; readings marked with a "v" means "review'' from past weeks. Items marked with a "globe" are clickable web-based materials. Items marked with a blacksquare are brief introduction on specific subjects provided by the instructor.
  • References
    Please refer to the syllabus. You can also download course materials directly from our Dropbox shared folder: https://www.dropbox.com/scl/fo/i0piipj60oal5xkhkufk8/ADh8rMhxWYWYW6m495SAaU8?rlkey=qekk2wcc0bgmixvx3761h04d5&st=id0yqisn&dl=0
  • Grading
    10%

    Weekly readings and exercises

    Making efforts to keep track course progress is essential. You are expected to have finished assigned readings before each week's meeting and practice assigned R analytical exercises to increase your proficiency with key statistical learning concepts and R programming.

    10%

    Quizzes

    Quizzes (in the form of online multiple choice questions) will be given periodically (without prior notice) to track students' progress.

    40%

    Assignments

    A total of FOUR data analysis assignments will be given every 3-4 week to give students hand-on opportunities to apply their analytical and programming skills to real data from selected topic areas. Students are allowed to form study group to discuss assignments, reference textbooks, or make use of crowdsourcing Q&A forums, such as stackoverflow, quora and reddit. Remember, the instructor and TA are always at your service. Submitted assignments need to be your own works. You are encouraged to discuss assignments with your peers but you are FORBIDDEN to submit duplicated answers or have someone do the assignments for you.

    40%

    Term Project

    At the end of the semester, students are required to submit an analytical paper of approximately 10-12 pages (but no more than 15 pages), centering on drawing statistical inference from the analysis of a dataset (or multiple datasets). There will be no assigned topics; instead, students will use their own discretion to select research topics from the social science or other cognitive fields, so long as you are using the analytical concepts and tools acquired in this course to approach them. Students will need to submit their topics at the 10th class meeting (insert date) and are encouraged to schedule an appointment with the instructor to discuss their topics.

  • Adjustment methods for students
    Adjustment MethodDescription
    Teaching methods

    Provide students with flexible ways of attending courses

    Assignment submission methods

    Extension of the deadline for submitting assignments

    Exam methods

    Written (oral) reports replace exams

    Others

    Negotiated by both teachers and students

  • Course Schedule
    2/18Week 1Course introduction
    2/25Week 2Regression Methods I
    3/4Week 3Regression Methods II
    3/11Week 4Regression Methods III
    3/18Week 5Nonlinear Regression I
    3/25Week 6Nonlinear Regression II
    4/1Week 7Statistical Learning I
    4/8Week 8Movie (in lieu of midterm)
    4/15Week 9Statistical Learning II
    4/22Week 10Statistical Learning III
    4/29Week 11Statistical Learning IV
    5/6Week 12Dimension Reduction and Prediction Accuracy
    5/13Week 13Re-sampling Methods
    5/20Week 14Modeling Network Data
    5/27Week 15Course wrap-up
    6/3Week 16No class.
    6/10Week 17No class. Term paper due date (6/13)
    6/17Week 18No class.