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SF2957 Statistical Machine Learning 7.5 credits

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Headings with content from the Course syllabus SF2957 (Autumn 2020–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

This course presents an overview of advanced methods of statistical machine learning. Topics covered include classical and Bayesian decision theory, deep learning for regression and classification, Gaussian processes for regression and classification, clustering, reproducing kernel Hilbert spaces, reinforcement learning, and computational methods in machine learning. Computer-aided projects with a variety of datasets forms an essential learning activity.

Intended learning outcomes

After completion of the course, the student shall be able to:

  •  formulate and apply statistical decision theory
  •  formulate and apply advanced methods in statistical machine learning
  •  design and implement advanced methods in statistical machine learning for applications

Course disposition

No information inserted

Literature and preparations

Specific prerequisites

  • Completed basic course in numerical analysis (SF1544, SF1545 or equivalent)
  • Completed basic course in probability theory and statistics (SF1922, SF1914 or equivalent)
  • Completed advanced course in probability theory (SF2940 or equivalent)

Recommended prerequisites

Completed courses SF2935 Modern methods in statistical learning or equivalent, and SF2955 Computer intensive methods in statistics or equivalent.

Equipment

No information inserted

Literature

Various books and lecture notes presented on the course web page.

Examination and completion

If the course is discontinued, students may request to be examined during the following two academic years.

Grading scale

A, B, C, D, E, FX, F

Examination

  • PRO1 - Project, 3,0 hp, betygsskala: P, F
  • TENA - Written exam, 4,5 hp, betygsskala: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

Opportunity to complete the requirements via supplementary examination

No information inserted

Opportunity to raise an approved grade via renewed examination

No information inserted

Examiner

Profile picture Henrik Hult

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course web

Further information about the course can be found on the Course web at the link below. Information on the Course web will later be moved to this site.

Course web SF2957

Offered by

SCI/Mathematics

Main field of study

Mathematics

Education cycle

Second cycle

Add-on studies

No information inserted

Contact

Henrik Hult (hult@kth.se)