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103學年度下學期 - 最佳化理論

最佳化理論

OPTIMIZATION THEORY

ICE508

講授類

選修

通訊工程研究所碩士班

選修

溫朝凱 副教授

3

1. Statistical Learning
2. Linear Regression
3. Classification
4. Resampling Methods
5. Linear Model Selection and Regularization
6. Moving Beyond Linearity
7. Tree-Based Methods
8. Support Vector Machines
9. Unsupervised Learning

With the explosion of "Big Data" problems, optimization theory has found applications in such hot field. The last decade has seen a significant expansion of the number of possible approaches. In this course, we aim to give students in-depth tutorial to such modern methods, and the training to use a statistics package to solve real business situations.

Lecture

1.Quiz:30%
2.Midterm exam:30%
3.Final Project:40%

序號

作者

書名

出版社

出版年

出版地

ISBN#

1

G. James, D. Witten, T. Hastie and R. Tibshirani

An Introduction to Statistical Learning with Applications in R

Springer

2014

978-1461471370

2

S. Boyd and L. Vandenberghe

Convex Optimization

Cambridge Univ. Press

2004

007-125579-6

週次

日期

授課內容及主題

1

2015/02/25~2015/03/01

Statistical Learning

2

2015/03/02~2015/03/08

Statistical Learning

3

2015/03/09~2015/03/15

Linear Regression

4

2015/03/16~2015/03/22

Classification

5

2015/03/23~2015/03/29

Classification

6

2015/03/30~2015/04/05

Classification

7

2015/04/06~2015/04/12

Resampling Methods

8

2015/04/13~2015/04/19

Linear Model Selection and Regularization

9

2015/04/20~2015/04/26

Linear Model Selection and Regularization

10

2015/04/27~2015/05/03

Midterm

11

2015/05/04~2015/05/10

Robust estimation

12

2015/05/11~2015/05/17

Moving Beyond Linearity

13

2015/05/18~2015/05/24

Tree-Based Methods

14

2015/05/25~2015/05/31

Tree-Based Methods

15

2015/06/01~2015/06/07

Support Vector Machines

16

2015/06/08~2015/06/14

Unsupervised Learning

17

2015/06/15~2015/06/21

Final Presenations

18

2015/06/22~2015/06/28

Final Presenations

時段1:
時間:星期四12:00~14:00
地點:工EC9009
時段2:
時間:星期五12:00~14:00
地點:工EC9009

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