SYST 468. Applied Predictive Analytics

Department of Systems Engineering and Operations Research
George Mason University
Spring 2019

For Syllabus click here
For course materials click here

SYST 468 is an undergraduate course focused on applying statistical and machine learning methodologies to develop predictive models. We will learn both classical methods for regression and classification, such as linear regression and logistic regression as well as new methods such as deep learning. We will consider applications in engineering, finance and artificial intelligence. There will be an emphasis on assumptions and interpretation. Although basics of probability and statistics will be revisited, it is targeted towards students who have completed (and remember the concepts from) a course in introductory statistics. We will make extensive use of computational tools, such as the R language for statistical computing, both for illustration in class and in homework problems.

Announcements

04/08/2019: HW3 posted, due date April 17.
03/09/2019: HW2 posted, due date April 3.
02/24/2019: Midterm is on March 20 (open book)
02/24/2019: No class on March 13 (Spring Break)
02/24/2019: H1 Due date is March 6
10/10/2018: Check back regularly for announcements
10/10/2018: First Class is on January 23

Course staff

Lecture Notes: Will be made available one-day in advance on Bb
Instructor: Vadim Sokolov
Office: Engineering Building, Room 2242
vsokolov(at)gmu.edu
Tel: 703-993-4533
TA: TBA

Offie hours

Vadim Sokolov: Wed 2:30-4:30pm (at Engineering 2242)

Lectures

Location: Planetary Hall 206
Times: 4:30-7:10pm on Wednesday

Grades

Grade composition: Grade based on participation in class, in-class midterm, homework assignments, and final project.

Textbooks

Diez, Barr and Cetinkaya-Rundel OpenIntro Statistics, OpenIntro, 2015
James, Witten, Hastie and Tibshirani, An Introduction to Statistical Learning with Applications in R, Springer, 2009.
Additional reading: Data Science Reading List

Deep Learning

Previous instances

Spring 2018