UMR CNRS 7253

Thierry Denoeux
Thierry Denoeux
Thierry Denoeux
Thierry Denoeux
Thierry Denoeux

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Advanced Computational Econometrics: Machine Learning

Instructor: Thierry Denoeux

Description: This course is an introduction to machine learning, with examples of application to econometrics.

Program

  1. Introduction to machine learning
  2. Linear classification
  3. Model selection
  4. Splines and generalized additive models
  5. Tree-based methods
  6. Gaussian mixture models
  7. Support Vector Machines
  8. Support Vector Regression and KPCA
  9. Relevance Vector Machines
  10. Neural networks

Recommended reading:

Slides

Exercises

Exam

Datasets


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