Course: 2019/2020

Data Processing

(14311)

Students are expected to have completed

This is a first term course, so no other courses of the Master programme are key for this course. However, it is highly desirable that students are familiarized with basic concepts from statistics.

Competences and skills that will be acquired and learning results. Further information on this link

After this course students will understand the principles underlying the general regression, classification and data analysis problems, and will become familiarized with the different approaches for dealing with them. Students will learn that, for the correct understanding of these problems, it is necessary to master three basic probability theory elements: 1) the likelihood, 2) the difference between a priori and a posteriori uncertainty, and 3) Bayes' Theorem.
From a practical point of view, students will be presented different approaches for learning from data to solve these problems: non-parametric techniques, methods based on empirical risk minimization, or those that follow Bayesian principles.
More specifically, the following list summarizes the main objectives of this course, enumerated as competences to be acquired by the students:
- knowledge of the theoretic principles underlying several of the most important techniques for learning from data.
- ability to apply such techniques on real problems, and to extract results and conclusions.
- understanding of classic methods for estimation and classifications, and skills for their correct application.
- ability to use machine learning tools
- knowledge of other data analysis problems, like topic modeling or recommendations systems

Description of contents: programme

Unit 0: Introduction to data processing
Unit 1: Regression
1.1. The regression problem
1.2. Non-parametric regression: k-NN
1.3. Linear and polynomial least squares regression
1.4. Bayesian regression
Unit 2: Classification
2.1. Classification problema
2.2. Non-parametric methods: k-NN
2.3. Logistic regression
2.4. Neural Networks
Unit 3: Data clustering
3.1. k-means clustering
3.2. Spectral clustering
Unit 4: Topic models
4.1. Text analysis
4.2. Latent Dirichlet Allocation

Learning activities and methodology

LECTURES AND PRACTICAL SESSIONS
Theory sessions consist of lectures in which the basic concepts of the course will be introduced, illustrating them with a large number of examples. Exercises and problems similar to those to be proposed in the exam will also be solved along the course.
LAB SESSIONS
Sessions in which students will apply the concepts presented in the course with the help of a computer. Students will deal with real data analysis problems, and will have to evaluate the performance of the implemented systems

Assessment System

- % end-of-term-examination 30
- % of continuous assessment (assigments, laboratory, practicals...) 70

Basic Bibliography

- C. E. Rasmussen. Gaussian Processes for Machine Learning. MIT Press. 2006
- R. O. Duda, P. E. Hart, D. G. Stork. Pattern Classification (2nd ed.). Wiley Interscience. 2001

- Jesús Cid Sueiro, Jerónimo Arenas García · Introductory Notebooks on Machine Learning topics. : https://github.com/ML4DS/ML4all

Additional Bibliography

- C. M. Bishop. Pattern Recognition and Machine Learning. Springer. 2006

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