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
