These are the lecture notes from last year. Updated versions will be posted during the quarter.
Course information
Overview and examples
Predictors
Validation
Features
Empirical risk minimization
Constant predictors
House prices example and house.jl, houseplots.jl, house.csv
Non-quadratic losses
Non-quadratic regularizers
Neural networks
Classifiers
ERM for classifiers
Boolean classification
Multi-class classification
Probabilistic classification
ERM for probabilistic classification
Unsupervised learning
Principal components analysis
Optimization
Prox-gradient method
These notes will not be covered in the lecture videos, but you should read these in addition to the notes above.
Notation