Undergraduate Course

I ma not teaching undergraduate courses anymore. I was teaching undergraduate Probability and Statistics for Engineers at the Department of Mathematical 2012-2015.

Graduate Course

I mounted a Data Mining course MTH 6312 in 2012.

MTH 6312 is a graduate course targeting Statistical Learning and Data Mining from methodological point of view. The official page of the course on the Polytechniques graduate course web list is here.

Professional Course

Since 2018 I mounted and regularly teach Computational and Applied Statistics at McGill continuing studies department. This course targets Statistical Machine Learning from computational and methdological standpoint.
The main reference books of the course are

An Introduction to Statistical Learning

The book website is here. Download the book all in one PDF from here.

The Elements of Statistical Learning

The book website is here. Download the book all in one PDF from here.

Machine Learning: A Probabilistic Perspective

The book website is here. If you need more support check here.



We discuss the new supervised, semi-supervised and unsupervised methods. Main subjects include:
Loss Function and Optimization
Bias-variance trade-off, model selection criteria
Bayesian linear models
Lasso regression, Least angle regression
Nonparametric regression and smoothing splines
Discrimination techniques (logistic regression, linear and quadratic discriminants, nonparametric logistic regression, mixture of discriminants)
Separating hyperplanes and support vector machines
Additive trees, MARS, and CART
EM algorithm and applications in semi-supervised learning
Bagging and boosting
Neural netwokrs and deep learning
Bayesian methods and variational inference




To get an idea what this course is about, draw in the square and a k-nearest-neighbour classification algorithm recognizes the digit you drew.
Check a nice convolutional neural networks which is much more precise compred to nearest-neighbours HERE.
Check another visualization on deep neural networks by Google HERE.



Chicago Crime Density

If you want to buy a house in Chicago, better to look at the crime density. Crime data are available publicly by the City of Chicago

Mitterand versus Chirac

Do you look for more fun with machine learning? My research team figures out which one is more likely to talk like you Mitterand or Chirac?