Applied computational data analysis
DTU Department of Informatics and Mathematical Modeling
To provide the student knowledge of advanced computer intensive data analysis methods with applications to e.g. life sciences. To apply the methods on a problem with own data.
Learning objectives:
A student who has met the objectives of the course will be able to:
- Relate parts of the course to the student's own project
- Evaluate cross validation and concepts such as overfitting
- Evaluate and apply sparse regression and classification models
- Evaluate and apply logistic regression and support vector machines
- Evaluate and apply Classificaiton and regression trees (CART)
- Evaluate and apply random forests, boosting and ensemble methods
- Evaluate and ainterpret sparse latent methods such as sparse principal component analysis
- Evalute and interpret a range of unsupervised decomposition methods
- Evaluate clustering methods
- Compare and choose between the above methods
Contents:
Methods: Cross-validation, elastic net, sparse principal components, sparse discriminant analysis and Gaussian mixture analysis, logistic regression, support vector machine, classification and regression trees, random forests, clustering, nonnegative matrix factorization, independent component analysis, sparse coding, archetypical analysis.