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SMLR Statistical Machine Learning with R

The book is available at https://teazrq.github.io/SMLR/. It is currently serving as textbook and supplementary material for three courses I teach at UIUC:

This book currently covers the following topics:

  1. Basic Knowledge
    • R, R Studio and R Markdown
    • Linear regression and linear algebra
    • Numerical optimization basics
  2. Model Selection and Regularization in Linear Models
    • Ridge regression
    • Lasso
    • Spline
  3. Classification models
    • Logistic regression
    • Discriminant analysis
  4. Nonparametric Models with Local Smoothing
    • K-nearest neighbor
    • Kernel smoothing
  5. Kernel Methods and RKHS
    • Support vector machine
    • RKHS
    • Kernel ridge regression
  6. Tree and Ensemble Models
    • Tree models
    • Random forests
    • Boosting
  7. Unsupervised Learning
    • K-means
    • Hierarchical clustering
    • PCA
    • self-organizing map
    • Spectral clustering
    • UMAP

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