Theme

This course given in English in the master économie internationale et développement. It gives a full coverage of modern machine learning.

Lectures notes/slides

Please note that the R scripts below have been extracted automatically from the knitr sources of the slides. They must be adapted to run properly: paths to data files must be modified and the opt_chunk related code must be removed. The code is developed under GNU/Linux and uses frequently the doMC package which is not available under MS Windows. It should be replaced by the doParallel package (and the code should be adapted).

Introduction

  • slides on an introduction to machine learning: in English (R code). Last update: 01/06/2020.
  • slides on an introduction to empirical risk minimisation: in English (last update: 12/03/2019)
  • a short introduction to computational complexity: in English (last update: 01/17/2018)

Privacy

  • slides on privacy: in English (last update: 07/12/2018)

Supervised learning models

  • slides on decision trees: in English (R code). Last update: 01/17/2018.
  • slides on optimal models and naive bayes: in English. Last update: 01/03/2018.
  • slides on support vector machines and kernel methods: in English (R code). Last update: 02/03/2018.
  • slides on ensemble methods (including random forests and boosting): in English (R code). Last update: 04/19/2018.

Tools for supervised learning

  • slides on cross-validation and other resampling methods: in English (with R code), updated on 02/09/2019, and in French with more content (R code), updated on 09/12/2018.
  • slides on imbalanced data: in French (R code), updated on 04/09/2019.

Unsupervised learning

  • slides on clustering: English (R code). Last update: 09/17/2019.

Theory

  • slides on empirical risk minimization: in English (last update: 01/24/2018)
  • slides on regularization and capacity control: in English (last update: 01/24/2018)
  • a more advanced and more thorough presentation of the same concepts are available in my slides on learning theory: in French and in English

Recommended reading/viewing

Full course

Tom Mitchell's and Nina Balcan's machine learning course:

Selected topics