Lecturer(s)
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Fačevicová Kamila, Mgr. Ph.D.
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Hron Karel, prof. RNDr. Ph.D.
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Course content
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1. Basics of statistical learning 2. Linear regression 3. Classification 4. Resampling methods - cross validation and bootstrap 5. Linear model selection and regularization 6. Beyond linearity - splines, generalized additive models 7. Deep learning 7. Survival analysis 8. Unsupervised learning (PCA, cluster analysis)
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Learning activities and teaching methods
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Lecture, Dialogic Lecture (Discussion, Dialog, Brainstorming), Demonstration
- Preparation for the Exam
- 40 hours per semester
- Preparation for the Course Credit
- 20 hours per semester
- Attendace
- 52 hours per semester
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Learning outcomes
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Understand popular advanced methods of statistical learning including their implementation in statistical software R.
Application Apply probability theory and multivariate statistics to methods of statistical learning.
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Prerequisites
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Basic knowledge of probability theory and multivariate statistics.
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Assessment methods and criteria
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Oral exam, Seminar Work
Credit: Presentation of a project covering topics of statistical learning. Exam: oral.
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Recommended literature
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B. Efron, R. Hastie. (2017). Computer age statistical inference. Cambridge University Press, Cambridge.
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Everitt, B., Hothorn, T. (2011). An introduction to applied multivariate analysis with R. Springer, Heidelberg.
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I. Goodfellow, Y. Bengio, A. Courville. (2016). Deep Learning. MIT Press, Boston.
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James, G., Witten, D., Hastie, T., Tibshirani, R. (2021). An introduction to statistical learning. An introduction to statistical learning.
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T. Hastie, R. Tibshirani, J. Friedman. (2016). The elements of statistical learning. Springer, New York.
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