Statistical Foundations of Machine Learning

MSc course, ISAE-SUPAERO, 2023-2025

Statistical modeling foundations for machine learning (MSc level). The course is organized in short lecture segments followed by hands-on practical sessions.

Includes a visual presentation of artificial neural networks created in Manim in collaboration with Lucas Robinet (doing remarkable work).

Probability & Estimation Basics

  • Random variables, probability density, and core probability notions
  • Empirical estimation of model parameters
  • Maximum likelihood as a unifying viewpoint

Linear Regression as a Statistical Model

  • Simple (1D) linear regression: model formulation and error analysis
  • Multiple linear regression and statistical inference
  • Outlier detection and diagnostics

Model Selection & Generalization

  • Overfitting and the need for validation
  • Cross-validation workflows
  • Regularization: Ridge and LASSO
  • Bias–variance trade-off and curse of dimensionality (intuition + practice)

Statistical Testing & Structured Linear Models

  • ANOVA: building and interpreting statistical tests
  • Mixed (linear) models: parameter estimation and factor significance testing

Openings Toward Classic ML Linear Methods

  • Logistic regression: mathematical construction + interpretability questions
  • Partial Least Squares (PLS): dimensionality reduction for regression