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Обычная версия сайта
2024/2025

Применение машинного обучения в экономике

Статус: Маго-лего
Когда читается: 1, 2 модуль
Охват аудитории: для своего кампуса
Язык: русский
Кредиты: 6

Программа дисциплины

Аннотация

Using data to make predictions, test hypotheses and estimate models is an important skill in the current job market. Many companies collect a lot of data and their decisions data-driven. Machine learning disrupts many fields and promises to achieve superhuman performance in the coming decades. Statistical analysis allows to test hypotheses and verify which of the models fits the data best. In this course we will cover different methods for supervised and unsupervised learning to develop a necessary toolkit for successful data scientists. For some of the methods we will go into details to learn why and how they work. Also we will touch on ethical implications of data science in the age of big data and apply learned methods to real business data sets.
Цель освоения дисциплины

Цель освоения дисциплины

  • Students will free comfortable orienting among different methods of machine learning and develop a feeling of why these methods work and to extend them
Планируемые результаты обучения

Планируемые результаты обучения

  • Understand the concept of data generating process and how it is different to the concept of model
  • Learn more details on hypothesis testing
  • Understand different methods for supervised learning such as regressions, random forest, gradient boosting etc.
Содержание учебной дисциплины

Содержание учебной дисциплины

  • Python for data science
  • Supervised machine learning
  • Unsupervised machine learning
  • Machine learning principles: cross-validation, feature selection, metrics
  • Tools for data science
Элементы контроля

Элементы контроля

  • неблокирующий Kaggle competition
  • неблокирующий Exam
  • неблокирующий Assignment
Промежуточная аттестация

Промежуточная аттестация

  • 2024/2025 2nd module
    0.3 * Assignment + 0.5 * Exam + 0.2 * Kaggle competition
Список литературы

Список литературы

Рекомендуемая основная литература

  • Silver, N. (2012). The Signal and the Noise : Why So Many Predictions Fail-but Some Don’t. New York: Penguin Books. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1122593

Рекомендуемая дополнительная литература

  • Bruce E. Hansen. (2013). Econometrics. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.C0DB9E1E

Авторы

  • Бродская Наталья Николаевна