en:aec

**Instructor:** Thierry Denoeux

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

**Program**

- Introduction to machine learning
- Linear classification
- Model selection
- Splines and generalized additive models
- Tree-based methods
- Gaussian mixture models
- Support Vector Machines
- Support Vector Regression and KPCA
- Relevance Vector Machines
- Neural networks

**Recommended reading**:

- The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Trevor Hastie, Robert Tibshirani and Jerome Friedman
- Pattern Recognition and Machine Learning by Christopher Bishop.

**Slides**

**Exercises**

** Exam **

** Datasets **