SDST3612 Statistical machine learning (6 credits) | Academic Year | 2025 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Offering Department | SCDS (Department of Statistics and Actuarial Science) | Quota | --- | ||||||||||||||||
Course Co-ordinator | Prof L Yu, SCDS (Department of Statistics and Actuarial Science) < lqyu@hku.hk > | ||||||||||||||||||
Teachers Involved | (Prof L Qu,Statistics & Actuarial Science) (Prof L Yu,Statistics & Actuarial Science) |
||||||||||||||||||
Course Objectives | Machine learning is the study of computer algorithms that build models of observed data in order to make predictions or decisions. Statistical machine learning emphasizes the importance of statistical methodology in the algorithmic development. This course provides a comprehensive and practical coverage of essential machine learning concepts and a variety of learning algorithms under supervised and unsupervised settings. | ||||||||||||||||||
Course Contents & Topics | Basics of machine learning, linear regression, logistic regression, regularization, cross-validation, tree-based methods, dimension reduction, principal component analysis, cluster analysis, neural network basics and deep models. | ||||||||||||||||||
Course Learning Outcomes |
On successful completion of this course, students should be able to:
|
||||||||||||||||||
Pre-requisites (and Co-requisites and Impermissible combinations) |
Pass in SDST3600 or SDST3907, or already enrolled in this course; and Pass in COMP1117 or ENGG1330 or SDST2604; and Not for students who have passed in SDST4904, or already enrolled in this course; and Not for BSc(Actuarial Science) students. BSc(Actuarial Science) students are advised to take SDST4904 Statistical learning for risk modelling instead. Recommended: proficiency in Python and programming assignments will require the use of Python Only for students admitted in 2025 and thereafter. |
||||||||||||||||||
Course Status with Related Major/Minor /Professional Core |
2U000C00 Course not offered under any Major/Minor/Professional core 2024 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2024 Major in Decision Analytics ( Core/Compulsory ) 2024 Major in Risk Management ( Disciplinary Elective ) 2024 Major in Statistics ( Disciplinary Elective ) 2024 Minor in Actuarial Studies ( Disciplinary Elective ) 2024 Minor in Risk Management ( Disciplinary Elective ) 2024 Minor in Statistics ( Disciplinary Elective ) 2023 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2023 Major in Decision Analytics ( Core/Compulsory ) 2023 Major in Risk Management ( Disciplinary Elective ) 2023 Major in Statistics ( Disciplinary Elective ) 2023 Minor in Actuarial Studies ( Disciplinary Elective ) 2023 Minor in Risk Management ( Disciplinary Elective ) 2023 Minor in Statistics ( Disciplinary Elective ) 2022 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2022 Major in Decision Analytics ( Core/Compulsory ) 2022 Major in Risk Management ( Disciplinary Elective ) 2022 Major in Statistics ( Disciplinary Elective ) 2022 Minor in Actuarial Studies ( Disciplinary Elective ) 2022 Minor in Risk Management ( Disciplinary Elective ) 2022 Minor in Statistics ( Disciplinary Elective ) 2021 Bachelor of Arts and Sciences in Applied Artificial Intelligence ( Core/Compulsory ) 2021 Major in Decision Analytics ( Core/Compulsory ) 2021 Major in Risk Management ( Disciplinary Elective ) 2021 Major in Statistics ( Disciplinary Elective ) 2021 Minor in Actuarial Studies ( Disciplinary Elective ) 2021 Minor in Risk Management ( Disciplinary Elective ) 2021 Minor in Statistics ( Disciplinary Elective ) |
||||||||||||||||||
Course to PLO Mapping |
2024 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 >
2024 Major in Decision Analytics < PLO 1,2,3,4,5,6 > 2024 Major in Risk Management < PLO 2,3,4,5 > 2024 Major in Statistics < PLO 1,2,3,4,5,6 > 2023 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 > 2023 Major in Decision Analytics < PLO 1,2,3,4,5,6 > 2023 Major in Risk Management < PLO 2,3,4,5 > 2023 Major in Statistics < PLO 1,2,3,4,5,6 > 2022 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 > 2022 Major in Decision Analytics < PLO 1,2,3,4,5,6 > 2022 Major in Risk Management < PLO 2,3,4,5 > 2022 Major in Statistics < PLO 1,2,3,4,5,6 > 2021 Bachelor of Arts and Sciences in Applied Artificial Intelligence < PLO 1,2,3 > 2021 Major in Decision Analytics < PLO 1,2,3,4,5,6 > 2021 Major in Risk Management < PLO 2,3,4,5 > 2021 Major in Statistics < PLO 1,2,3,4,5,6 > |
||||||||||||||||||
Offer in 2025 - 2026 | Y 1st sem 2nd sem | Examination | No Exam | ||||||||||||||||
Offer in 2026 - 2027 | Y | ||||||||||||||||||
Course Grade | A+ to F | ||||||||||||||||||
Grade Descriptors |
|
||||||||||||||||||
Communication-intensive Course | N | ||||||||||||||||||
Course Type | Lecture-based course | ||||||||||||||||||
Course Teaching & Learning Activities |
|
||||||||||||||||||
Assessment Methods and Weighting |
|
||||||||||||||||||
Required/recommended reading and online materials |
1. James, G., Witten, D., Hastie, T., Tibshirani, R., and Taylor J. (2023). An Introduction to Statistical Learning with Applications in Python, Springer, New York. https://hastie.su.domains/ISLP/ISLP_website.pdf.download.html 2. Hastie, T., Tibshirani, R., and Friedeman, J. (2009). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Second Edition, Springer, New York. https://web.stanford.edu/~hastie/ElemStatLearn/ 3. Géron, A. (2019). Hands-On Machine Learning with Scikit-Learn and TensorFlow, OReilly. https://github.com/ageron/handson-ml2 |
||||||||||||||||||
Course Website | http://moodle.hku.hk | ||||||||||||||||||
Additional Course Information |