Carnegie Mellon University

Statistical Machine Learning I

Professor: Chad Schafer

Department: Statistics

Course Number: 46926

Description: The first in a two-course sequence covering statistical machine learning aimed at quantitative finance.  The course covers tools and approaches for prediction, including both regression and classification.  The focus is on understanding the foundations of the methods so that they can be both applied and modified.  Topics include foundations of supervised learning, regularized regression, bias-variance tradeoffs, model validation and assessment, classification, and tree-based methods.

Prerequisites: 46921, 46923