COURSE OUTLINE: MH4510

Course Title

Statistical Learning and Data Mining

Course Code

MH4510

Offered Study Year 4, Semester 1
Course Coordinator Fedor Duzhin (Dr) fduzhin@ntu.edu.sg 6513 7469
Pre-requisites MH2500, MH3500, MH3510, MH3511
AU 4
Contact hours Lectures: 39, Tutorials: 13
Approved for delivery from
Last revised 17 Jul 2020, 13:52

Course Aims

This course gives an overall view of the modern statistical/machine learning techniques for mining massive datasets, ranging from generalized linear models, over model selection, to the state-of-the-art techniques like LASSO, neural networks, etc. This course will not only discuss individual algorithms and methods, but also tie principles and approaches together from a theoretical perspective. Moreover, students can gain a hands-on experience through team project. This course equips students with the necessary skills for being a data analyst.

Intended Learning Outcomes

Upon successfully completing this course, you should be able to:

  1. Resolve data mining problems with various modern statistical techniques;
  2. Summarise the strengths and shortcomings of different techniques;
  3. Evaluate learning methods statistically and recommend the optimal one for applications;
  4. Implement the modern statistical techniques with statistical software such as R.
  5. Work in a team, i.e., effectively communicate on distribution of roles and work tasks and help other students with their tasks.
  6. Present project findings in the form of a report written at the appropriate level for the intended audience.

Course Content

Introduction to Data Analytics, Optimal Decision Rules

K-Nearest Neighbors Methods, Linear Models for Regression

Linear Models for Regression

Generalized Linear Models for Classification

Cross-Validation and Bootstrap Methods

Subset selection, Ridge Regression and LASSO

Artificial Neural Networks

Classification and Regression Trees

Ensemble Methods

Support Vector Machines

Association Analysis

Further Topics

Group Project Presentation

Assessment

Component Course ILOs tested SPMS-MAS Graduate Attributes tested Weighting Team / Individual Assessment Rubrics
Continuous Assessment
Tutorials
Assignment 1, 2, 3, 4 1. a, b, d
2. a, b
3. a
4. a
5. a
10 individual See Appendix for rubric
Project 1, 2, 3, 4, 5, 6 1. a, b, d
2. a, b, c
3. a, b
4. a
5. a
45 both See Appendix for rubric
Examination (2 hours)
Short Answer Questions 1, 2 1. a, b, c
2. a
45 individual See Appendix for rubric
Total 100%

These are the relevant SPMS-MAS Graduate Attributes.

1. Competence

a. Independently process and interpret mathematical theories and methodologies, and apply them to solve problems

b. Formulate mathematical statements precisely using rigorous mathematical language

c. Discover patterns by abstraction from examples

d. Use computer technology to solve problems, and to communicate mathematical ideas

2. Creativity

a. Critically assess the applicability of mathematical tools in the workplace

b. Build on the connection between subfields of mathematics to tackle new problems

c. Develop new applications of existing techniques

3. Communication

a. Present mathematics ideas logically and coherently at the appropriate level for the intended audience

b. Work in teams on complicated projects that require applications of mathematics, and communicate the results verbally and in written form

4. Civic-mindedness

a. Develop and communicate mathematical ideas and concepts relevant in everyday life for the benefits of society

5. Character

a. Act in socially responsible and ethical ways in line with the societal expectations of a mathematics professional, particularly in relation to analysis of data, computer security, numerical computations and algorithms

Formative Feedback

Through the assignments and the discussions on your group projects, I will regularly give feedback to you on how you are learning in this course.

Learning and Teaching Approach

Lectures
(39 hours)

Lectures provide systematic instruction of the course content.

Tutorials
(13 hours)

Tutorials and labs consist of practice questions and lab implementation related to the course content. As a result, they provide weekly feedback/knowledge check for you.

Reading and References

Textbook:
1. G. James, D. Witten, T. Hastie, and R. Tibshirani. (2013) An Introduction to Statistical Learning - with Applications in R. Springer. ISBN 978-1-4614-7138-7

Reference:
2. T. Hastie, R. Tibshirani, and J. Friedman. (2009) The Elements of Statistical Learning - Data Mining, Inference, and Prediction (2nd Ed.). Springer. ISBN 978-0-387-84858-7
3. B. Ripley. (1996) Pattern Recognition and Neural Networks. Cambridge University Press. ISBN-13: 978-0521717700
4. P.-N. Tan, M. Steinbach, and V. Kumar. (2005) Introduction to Data Mining. Pearson ISBN-13: 978-0321321367

Course Policies and Student Responsibilities

(1) General

You are expected to attend all lectures and tutorials/labs punctually, complete and submit all assignments by due dates, and complete and present a team project. You are expected to take responsibility to follow up with course notes, assignments and course-related announcements.

(2) Assignments

All assignments equally contribute to the CA1 (10% of total score). Late submissions will be subject to mark deduction:
Scenario 1: if the assignment is submitted late after the due date but before the solution is released, then 30% of the maximum mark will be deducted.
Scenario 2: if the assignment is submitted late after the solution is released, then it will be marked zero.

(3) Team Project

The team project (CA2) accounts for 45% of total score. Each team needs to submit project proposal, 1-page poster for presentation, and final project report by the due dates. Moreover, each team is required to present its project in the last teaching week.

Academic Integrity

Good academic work depends on honesty and ethical behaviour. The quality of your work as a student relies on adhering to the principles of academic integrity and to the NTU Honour Code, a set of values shared by the whole university community. Truth, Trust and Justice are at the core of NTU’s shared values.

As a student, it is important that you recognize your responsibilities in understanding and applying the principles of academic integrity in all the work you do at NTU. Not knowing what is involved in maintaining academic integrity does not excuse academic dishonesty. You need to actively equip yourself with strategies to avoid all forms of academic dishonesty, including plagiarism, academic fraud, collusion and cheating. If you are uncertain of the definitions of any of these terms, you should go to the Academic Integrity website for more information. Consult your instructor(s) if you need any clarification about the requirements of academic integrity in the course.

Course Instructors

Instructor Office Location Phone Email
Fedor Duzhin (Dr) SPMS-MAS-05-23 6513 7469 fduzhin@ntu.edu.sg

Planned Weekly Schedule

Week Topic Course ILO Readings/ Activities
1

Introduction to Data Analytics, Optimal Decision Rules

1

Reading #1 Chapters 1,2

2

K-Nearest Neighbors Methods, Linear Models for Regression

1, 2

Reading #1 Chapters 2,3

3

Linear Models for Regression

1, 2, 4

Reading #1 Chapters 3

4

Generalized Linear Models for Classification

1, 2, 4

Reading #1 Chapters 4

5

Cross-Validation and Bootstrap Methods

1, 3

Reading #1 Chapters 5

6

Subset selection, Ridge Regression and LASSO

1, 2

Reading #1 Chapters 6

7

Artificial Neural Networks

1, 2, 4

Reading #2 Chapters 11.1-11.8, Reading #3 Chapters 5.1-5.4

8

Classification and Regression Trees

1, 2, 4

Reading #1 Chapter 8

9

Ensemble Methods

1, 2, 4

Reading #1 Chapter 8

10

Support Vector Machines

1, 2, 4

Reading #1 Chapter 9

11

Association Analysis

1, 2, 4

Reading #4 Chapter 6

12

Further Topics

1, 2

Reading #1 Chapters 7,10

13

Group Project Presentation

1, 2, 3, 4

Appendix 1: Assessment Rubrics

Rubric for Tutorials: Assignment (10%)

Correctness of answers and quality of code

Marks

Criteria

> 90%

>90% correctness of answers

75% to 89%

75% to 89% correctness of answers

65% to 74%

65% to 74% correctness of answers

50% to 64%

50% to 64% correctness of answers

< 50%

< 50% correctness of answers

Rubric for Tutorials: Project (45%)

Unsatisfactory Poor Average Good Excellent
MAX 0 0.25 0.5 0.75 1
Problem choice 10 The problem was suggested to the students by the course instructor. The students seem to have chosen a random problem from an online source (i.e., Kaggle) without researching its background. The students made a minimal effort to research the problem's background. There is a comprehensive explanation of the problem background (literature review). There is a comprehensive explanation of the problem background (literature review). The problem is either particularly chellenging (e.g., requires merging several datasets) or particularly important for society (e.g., climate change or cure for cancer).
Exploratory data analysis 5 Data exploration is not in the report at all. There is an attempt to do data exploration, but it does not help the reader to understand the data at all. Either the summary or the visualization is missing. Data summary and visualizations are there but are not completely perfect. For example, an ordinal variable may be called categorical or there may not be a histogram of some important predictor. Alternatively, there may be too much visualization to the extent of distracting the reader from the problem. Process of data cleaning may not be explained. The data are properly visualized and summarized in a way that helps to get meaningful insights of the data. Process of data cleaning is fully explained.
Feature engineering 10 The is no variable selection The response variable is identified incorrectly. Feature selection is not done at all. The response variable is clearly identified but feature selection is not done at all. The response variable and the features are clearly identified but the justification is incomplete. The response variable and the features are clearly identified and variable selection is properly explained
Modelling 15 Fewer models than required are included in the report. 3 models (for 3-student teams) or 4 models (for 4-student teams) have been chosen. Model parameters are selected ramdomly and overfitting has not been addressed. Models may not be chosen correctly (i.e., doing a linear regression to predict a binary outcome). 3 models (for 3-student teams) or 4 models (for 4-student teams) have been chosen. There are serious inconsistencies in either parameter selection or dealing with overfitting. 3 models (for 3-student teams) or 4 models (for 4-student teams) have been chosen. Either the explanation of parameter choice is incomplete or overfitting has not been addressed properly. 3 models (for 3-student teams) or 4 models (for 4-student teams) have been chosen. The report carefully explains reasons for the choice of model parameters and addressess overfitting.
Coding 5 There is no R code at all, it contains syntax errors, or it does not do what it is supposed to. The code does what it is supposed to do but is either very inefficient (e.g., because of an out-of-place recursion) or incomprehensible. This includes breaking loops, creating matrices by assigning values entry by entry etc. The code does what it is supposed to do, but may be inefficient because of lack of vectorization, unnesessary loops or control statements, nested loops or failure to use appropriate native functions. The code does what it is supposed to do, but may be a bit inefficient. Sometimes the code may be hard to understand because of lack of commenting or obscure variable names. The code is efficient, easy to understand and it does what it is supposed to do. It makes use of existing R libraries and avoids loops whenever possible. Important variables have meaningful names and there are comments explaining the code whenever it is needed.
Material beyond the course syllabus 25 The project is completely within the course syllabus. The team has learned some material that is not in the course syllabus, but the progress was minimal. The team has gone way beyond the course syllabus by reading research literature on data mining and applying results to their project. Extra research affected one aspect of the project (i.e., one of the models they used is not covered in class). The team showed good understanding of the theory. The team has gone way beyond the course syllabus by reading research literature on data mining and applying results to their project. Extra research affected more than one aspect of the project. The team showed good understanding of the theory. The team has gone way beyond the course syllabus by reading research literature on data mining and applying results to their project. Extra research affected several aspects of the project. The team showed deep understanding of the theory.
Presentation 10 The team was not able to prepare the presentation on class of week 13. The number of slides exceeds 4. The presentation is very messy and the speaker doesn't seem to be familiar with the scope of the project. Not more than 4 slides that may be prepared on Powerpoint / Google drive. The presentation may be very messy and by far exceed 10 minutes. Some team members may not be familiar with the structure of the project. Not more than 4 slides professionally typed in R Notebook. The presentation is very clear but may last slightly more than 10 minutes. Students may not be familiar with their teammates' contribution. Not more than 4 slides professionally typed in R Notebook. The presentation is very clear and lasts not more than 10 minutes. All team members are able to answer questions about the project
Final report 10 There is no report at all, i.e., it is either not submitted or submitted as commented R code rather than a structured R Notebook published knitted into a PDF. The report is not written in full English sentences and is hard to follow. There may be serious mistakes in style, grammar, and structure that make understanding the report a challenging task. There may not be an abstract or the reference list and the length of the report may by far exceed 5000 words. The report is mostly written in full English sentences, but is not very easy to follow due to mistakes in style or grammar. The structure of the report is not completely as required, i.e., the abstract may be in the end or the number of words exceeds 5000. The report may be produced in MS Word. Sources may not be properly cited. The report is written in full English sentences, is properly structured and is easy to follow. The report has been prepared in R Notebook and knitted into PDF. The report does not exceed 5000 words. There are mistakes in style or grammar that don't make the report too hard to understand, such as small errors in LaTeX equations or occasional grammar errors. The abstract may exceed 200 words or may not be informative. The report is written in full English sentences, is properly structured and is easy to follow. The report has been prepared in R Notebook. The length of the report does not exceed 5000 words (including R codes). The abstract is not longer than 200 words and summarizes all important findings. All the sources are appropriately cited. There are no mistakes in style or grammar.
Total 90
The final project mark (45% of the course total) is calculated as follows: 0.5 * team score + 0.5 * individual contribution * team score + 0.05 * mark for consistency of scores one submits with the team's opinion + 0.05 * mark for writing good peer reviews
WARNING: If your individual score for the project exceeds 100, then it will be changed to exactly 100 (in other words, it is impossible to get more than 45% of the total course mark from the project). If individual contribution to the team project is 0, then your score for the project will be changed to 0.

Remark: 45% of the total score for the project is team and  55% is individual.

Rubric for Examination: Short Answer Questions (45%)

Correctness of answers

Marks

Criteria

> 90%

>90% correctness of answers

75% to 89%

75% to 89% correctness of answers

65% to 74%

65% to 74% correctness of answers

50% to 64%

50% to 64% correctness of answers

< 50%

< 50% correctness of answers