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:
- STAT 432: Basics of Statistical Learning
- STAT 546: Machine Learning in Data Science
- STAT 542: Statistical Learning
This book currently covers the following topics:
- Basic Knowledge
- R, R Studio and R Markdown
- Linear regression and linear algebra
- Numerical optimization basics
- Model Selection and Regularization in Linear Models
- Ridge regression
- Lasso
- Spline
- Classification models
- Logistic regression
- Discriminant analysis
- Nonparametric Models with Local Smoothing
- K-nearest neighbor
- Kernel smoothing
- Kernel Methods and RKHS
- Support vector machine
- RKHS
- Kernel ridge regression
- Tree and Ensemble Models
- Tree models
- Random forests
- Boosting
- Unsupervised Learning
- K-means
- Hierarchical clustering
- PCA
- self-organizing map
- Spectral clustering
- UMAP