Carnegie Mellon University

Statistical Machine Learning I

Professor: Chad Schafer

Department: Statistics

Course Number: 46926

Description: The first in a two-part sequence covering statistical machine learning aimed at quantitative finance. This first course covers tools and approaches for prediction, including both regres-sion 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, bias-variance tradeoffs, model validation and assessment, regularized and nonparametric re-gression, generalized additive models, support vector machines, and tree-based methods.

Prerequisites: 46923