21230041-1 - Elementi di Statistical learning - modulo I

The course aims to introduce the fundamental principles of statistical learning for data analysis, with particular attention to regression and classification problems in supervised settings. By the end of the course, students will be able to understand the main statistical models for predictive analysis; evaluate and select models using statistical criteria and validation methods; interpret model results and assess their performance; use R (and RStudio) software to implement basic statistical learning analyses. The course emphasizes an applied approach, with practical examples based on real data.
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Programme


The course will cover the following topics:
- Introduction to the main models of statistical learning;
- Prediction and classification problems: Recalls on linear regression and the main methods of unsupervised classification;
- Supervised classification: K-Nearest-Neighbours;
- Misclassification error;
- Resampling methods: cross validation and bootstrap;
- Decision tree-based methods: regression trees, classification trees, bagging, random forests, boosting.
- Introduction to semi-supervised classification methods;
- Use of the statistical environment R


Core Documentation

James, G., Witten, D., Hastie, T., Tibshirani, R. (2021). An Introduction to Statistical Learning: with Applications in R (2nd ed.). Springer.

Attendance

Attendance is not mandatory, but is strongly recommended.

Type of evaluation

Oral examination. Two written midterm tests will be held during the course (the first approximately halfway through the course and the second towards the end of the course). Registration for the midterm tests must be completed exclusively through GOMP. The midterm tests are open to all students, whether attending or non-attending.