Fall 2022 - STAT 652 G100

Statistical Learning and Prediction (3)

Class Number: 4672

Delivery Method: In Person

Overview

  • Course Times + Location:

    We 9:30 AM – 10:20 AM
    AQ 3182, Burnaby

    Fr 8:30 AM – 10:20 AM
    AQ 3182, Burnaby

  • Exam Times + Location:

    Dec 17, 2022
    3:30 PM – 6:30 PM
    SSCB 9200, Burnaby

  • Prerequisites:

    STAT 302 or STAT 305 or STAT 350 or STAT 604 or STAT 605 or ECON 333 or equivalent.

Description

CALENDAR DESCRIPTION:

An introduction to the essential modern supervised and unsupervised statistical learning methods. Topics include review of linear regression, classification, statistical error measurement, flexible regression and classification methods, clustering and dimension reduction. Open only to graduate students in departments other than Statistics and ActSci. Students with credit for STAT 452 may not take this course for further credit.

COURSE DETAILS:

Outline:

1. Statistical Learning and Prediction
2. Measuring prediction error
3. Linear regression essentials and extensions
4. Classification: Predicting categorical data
5. Variable selection in linear regression
6. Non-linear regression methods
7. Trees and ensembles
8. Additional modern prediction methods
9. Unsupervised learning: clustering and dimension reduction

Grading

  • Assignment 10%
  • Individual Project 1 10%
  • Individual Final Project 15%
  • Midterm Test 30%
  • Final 35%

NOTES:

Above grading is subject to change.

Materials

REQUIRED READING:

An Introduction to Statistical Learning with Applications in R. Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani (2013). New York: Springer. 

Book is available for free online through the SFU Library
ISBN-13: 978-1461471370.

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the university community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the university. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the university. http://www.sfu.ca/policies/gazette/student/s10-01.html