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The Elements of Statistical Learning I (SS 2012)

News

  • 2013-03-11 The 2nd chance exam for Statistical Learning 1 has been re-scheduled to Wed., March 20. (2pm sharp). Please write a mail to the TA if you want to participate.
  • 2012-10-16 Reminder: If you want to participate at the exam on Oct. 31, write an email to the TA with all info required (as announced during last tutorials)
  • 2012-07-06 Admittance list and schedule for the exam are online - reminder: there is a lecture on July 11.
  • 2012-06-29 Please write a mail to Peter until 2012-07-04 if you want to take the exam on July 11.
  • 2012-06-21 Please note the changes of the upcoming tutorials next week (see below)
  • 2012-05-28 There are 2 lectures this week, the 2nd on Friday 8:30 a.m. (s.t.)
  • 2012-05-20 The tutorial for assignment 2 will be moved to the lecture's time slot on Wed. 10-12 a.m.
  • 2012-05-06 There are 2 lectures this week, the second one again on Friday, 8:30 a.m.
  • 2012-04-26 The deadline for assignment 1 is extended to Wed, May 2., 10am
  • 2012-04-25 The second lecture this week will be on Friday, 8:30am s.t. (room 001, CBI)
  • 2012-04-18 There will be 2 lectures next week, the second one on Friday, 10am (room 001, CBI)
  • 2012-04-05 The first lecture will be held on 2012-04-18
  • 2012-03-28 Website online

General information

Lecturer Thomas Lengauer
Teaching Assistant Peter Ebert
Language English

Time and location

Lecture Wednesday, 10:00 c.t. - 12:00, Campus E2.1 (CBI building), room 001
First lecture will be held on April 18, 2012 in E2.1, room 001
Tutorial Monday, 12:00 - 14:00, MPI, room 022
Tuesday, 14:00 - 16:00, MPI, room 023
Office hours Thomas Lengauer: after each lecture
Peter Ebert: By appointment, Campus E1.4 (MPI building), Room 508

Registration

In order to successfully participate, you need to register for the lecture in the LSF/HISPOS system of Saarland University - this will be possible as soon as the exam date has been entered into the system (this usually happens a few weeks into the semester). Additionally, please write an e-mail to the teaching assistant:

Subject line: [SL1] Registration
Body: Last name, first name
official e-mail address*
Your major**

*this means: mail account from Saarland University, the CBI, the MPI or similar
**e.g. bioinformatics, CS

Course material

Lecture slides, tutorial handouts and problem sets are available in the password protected area.

Overview

This course covers a subject that is relevant for computer scientists in general as well as for other scientists involved in data analysis and modeling. It is not limited to the field of computational biology.

The course will be the first part of a two semester course on Statistical Learning. The first part (SS 2012) will concentrate on chapters 1-5 and 7-10 of the book The Elements of Statistical Learning, Springer (second edition, 2009). In both semesters, there will be two hours of lecture per week and one hour of tutorial (V2/Ü1); however, the slot for the tutorial will be set after the first lecture, a 2 hour tutorial every other week is also possible.

Both parts of this lecture fulfill the requirements for the curricula of computer science and bioinformatics as special lecture (Spezialvorlesung, 5 credit points).

Prerequisites

The course is targeted to advanced students in bioinformatics, computer science, math and general science with mathematical background. Students should know linear algebra and have basic knowledge of statistics.

Requirements for the course certificate

You need a cumulative 50% of the points in the problem sets to be admitted to the oral exam. A score of 50% in the exam is then considered a passing grade.

Literature

Hastie, Tibshirani, Friedman: The Elements of Statistical Learning, Springer (second edition, 2009). The readers of the course are encouraged to acquire this book.
More information on this book, as well as a contents listing can be found on the Springer web site.
Additional literature can be found in the library; the reserve list for the lecture can be found here: library reserve list for 'Elements of Statistical Learning 1'
Please keep in mind that only the book by Hastie, Tibshirani and Friedman will be covered in the lecture.

Problem Sets

Problem sets will cover theoretical proofs and programming exercises with roughly equal weight. In general, they are due Wednesday before the lecture (10:00 sharp - exceptions possible for the two lectures on Friday); further details regarding the assignments will be announced in the first lecture.

The programming language that will be used is R - a language for statistical computing. It is freely available for Windows, Linux and Mac. As a vectorized programming language is ideally suited for the problems we will encounter. There are also many freely available packages (or libraries) to perform a variety of classification and regression tasks, or to visualize the results of statistical analyses in a convenient way.

Tutorials

The tutorials focus on the problem sets. A very brief reiteration of parts of the lecture is also given.

What can I do to prepare for the lecture?