Teaching: 2019, Spring (HEC Paris):

Data for Management Certificate; we handled

• Regression (May 7, with Karim Lounici):
  • My slides with
    • keywords: linear regression, ridge regression, kernel ridge regression / classification, Lasso, group Lasso, kernel group Lasso,
    • lab using the Data Science Handbook
      • Hyperparameters and Model Validation,
      • In Depth: Linear Regression,
      • In-Depth: Support Vector Machines.
• Dimensionality Reduction (May 10, with Sylvain Le Corff):
  • My slides with
  • keywords: principal component analysis (PCA), kernel PCA, canonical correlation analysis (CCA), kernel CCA, Hilbert-Schmidt Independence Criterion (HSIC), multidimensional scaling (MDS), ISOMAP, Sammon mapping, maximum variance unfolding (MVU), locally linear embedding (LLE).