MATH 5470: Statistical Machine Learning

HKUST

MATH 5470: Statistical Machine Learning
Fall 2025

Course Information

Synopsis

This course covers several topics in statistical machine learning:

1. supervised learning (linear and nonlinear models, e.g. trees, support vector machines, deep neural networks),

2. unsupervised learning (dimensionality reduction, cluster trees, generative models, generative adversarial networks),

3. reinforcement learning (markov decision process, deep rl).

Prerequisite: Some preliminary course on (statistical) machine learning, applied statistics, and deep learning will be helpful.

Instructors:

Time and Place:

Tu 6:30-9:20pm, Lecture Theater D (LTD), HKUST

Reference (参考教材)

An Introduction to Statistical Learning, with applications in R (ISLR). By James, Witten, Hastie, and Tibshirani

ISLR-python, By Jordi Warmenhoven.

ISLR-Python: Labs and Applied, by Matt Caudill.

Manning: Deep Learning with Python, by Francois Chollet [GitHub source in Python 3.6 and Keras 2.0.8]

MIT: Deep Learning, by Ian Goodfellow, Yoshua Bengio, and Aaron Courville

Tutorials: preparation for beginners

Python-Numpy Tutorials by Justin Johnson

scikit-learn Tutorials: An Introduction of Machine Learning in Python

Jupyter Notebook Tutorials

PyTorch Tutorials

Deep Learning: Do-it-yourself with PyTorch, A course at ENS

Tensorflow Tutorials

MXNet Tutorials

Theano Tutorials

The Elements of Statistical Learning (ESL). 2nd Ed. By Hastie, Tibshirani, and Friedman

statlearning-notebooks, by Sujit Pal, Python implementations of the R labs for the StatLearning: Statistical Learning online course from Stanford taught by Profs Trevor Hastie and Rob Tibshirani.

Homework and Projects:

TBA (To Be Announced)

Schedule

Date	Topic	Instructor	Scriber
09/02/2025, Tue	Lecture 01: A Historic Overview of AI and Statistical Machine Learning. [ slides (pdf) ]	Y.Y.
09/09/2025, Tue	Lecture 02: Supervised Learning: linear regression and classification [ slides ] [ Reference ] To view .ipynb files below, you may try [ Jupyter NBViewer] Linear Regression Python Notebook [ MAFS6010_Regression.ipynb ] Linear Classification Python Notebook [ MAFS6010_Classification.ipynb ]	Y.Y.
09/11/2025, Thu	Seminar. Title: PKU Quest: AI-Powered Math Education Practice at Peking University [ announcement ] [ slides ] Speaker: Leheng Chen and Zihao Liu, Peking University Time: Thursday Sep 11, 2025, 3:30pm Venue: Room 2612B (near Lift 31 & 32) Abstract: The advent of Generative AI necessitates a paradigm shift in higher education, calling for new, diverse models of interaction between students, teachers, and AI. In response to this challenge, Peking University has developed PKU Quest, an AI-assisted platform designed to explore these new pedagogical frontiers. PKU Quest focuses on optimizing for the unique demands of mathematics education, and has developed the "Math Tutor," a tool specifically designed for math problem-solving support. Instead of providing direct answers, the Math Tutor engages students in a heuristic and exploratory dialogue, guiding them to develop independent thinking and problem-solving skills. This application has now been implemented across all foundational mathematics courses at Peking University. This presentation will share our journey in developing PKU Quest, discussing the motivations, challenges, and practical outcomes of what we consider a first step in exploring the vast potential of AI in education. Bio: Leheng Chen is a Ph.D. student at the Beijing International Center for Mathematical Research (BICMR), Peking University, advised by Professor Bin Dong. He has broad interests in the application of artificial intelligence. Previously, he explored research directions in AI for Science, such as thermodynamic modeling and foundation models for partial differential equations, with his work published in Physical Review E and at an ICLR Workshop. He has since shifted his research focus to the practical application of AI in Education, where he designed and developed "PKU Quest," an AI-assisted teaching and learning platform for Peking University. Zihao Liu (Leo) is a Ph.D. student in Applied Mathematics and Artificial Intelligence at the School of Mathematical Sciences, Peking University. His interests span the application of AI to education and scientific understanding, with recent work focusing on improving the pedagogical effectiveness of AI-powered educational agents and building benchmark datasets for evaluating AI capabilities. As the founder and lead developer of PKU Quest and AKIS (AI Knowledge Intelligent Solution), he focuses on the practical deployment of AI-in-education systems and has helped design and develop “AIBOOKS,” an intelligent digital-textbook platform, and “Math Tutor,” a guided problem-solving assistant for students. He is deeply committed to advancing the integration of AI and education.	Y.Y.
09/16/2025, Tue	Lecture 03: Model Assessment and Selection: Subset, Ridge, Lasso, and PCR [ slides ] [Reference]: To view .ipynb files below, you may try [ Jupyter NBViewer] Python Notebook for Model Selection (Subset, Ridge, Lasso, and Principal Component Regression) [ Selection.ipynb ] [ Seminar ] Speaker: QRT guest speakers [ poster ]	Y.Y.