98743 - MACHINE LEARNING AND ARTIFICIAL INTELLIGENCE

Academic Year 2023/2024

  • Moduli: Matteo Amabili (Modulo 1) Antonio Petruccelli (Modulo 2)
  • Teaching Mode: Traditional lectures (Modulo 1) Traditional lectures (Modulo 2)
  • Campus: Bologna
  • Corso: Second cycle degree programme (LM) in Greening Energy Market and Finance (cod. 5885)

    Also valid for Second cycle degree programme (LM) in Quantitative Finance (cod. 8854)

Learning outcomes

At the end of the course students will have a good knowledge of machine learning and Artificial Intelligence. They will be able to apply these techniques to problem related to climate change and sustainability.

Course contents

  1. Intoduction to ML
    • 1.1.What is ML: a shift from knowledge to data
    • 1.2.Kind of problems
      • 1.2.1.supervised versus unsupervised
      • 1.2.2.regression vs classification
    • 1.3.Data pipeline
    • 1.4.Python Basics

  2. Data Preprocessing
    • 2.1.Data Normalizzation
    • 2.3.Categorical variables: ordinal and non-ordinal
    • 2.4.Outliers
    • 2.5.Feature Engineering
    • 2.6.Dimensionality reduction:PCA
    • 2.7.Examples in python: sklearn
  3. Linear Regression
    • 3.1.Estimating the coefficients: Least Square Method & maximum likehood
    • 3.2.Performance metrics
    • 3.3.Interpreting the coefficients
    • 3.4.The problem of Collinearity
    • 3.5.Selecting the relevant variables: Lasso/Ridge regression
    • 3.6.Kernel Regression
    • 3.7.Pyhton Hand-on

  4. Logistic Regression
    • 4.1.Problem Definition
    • 4.2.Estimating the coefficients: gradient descent
    • 4.3.Classification Metrics:
      • 4.3.1.Precision
      • 4.3.2.Recall
      • 4.3.3.F-beta score
      • 4.3.4.Area Under tre ROC curve
    • 4.4.Interpreting the coefficients
    • 4.5.Generalized linear model: Poisson regression
    • 4.6.Multilabel case
    • 4.7.Python hands-on

  5. Evaluate a Model
    • 5.1.Cross-validation & hyper parameter tuning
    • 5.2.Bias Variance trade-off
    • 5.3.Simple cross-validation
    • 5.4.N-fold cross-validation
    • 5.5.Python hands-on

  6. Tree Based Method
    • 6.1.Simple Cart for regression and classification
    • 6.2.Ensample methods: Random Forest
    • 6.3.Boosting methods
    • 6.4.Python hands-on

  7. Unsupervised learning
    • 7.1.Problems
    • 7.2.K-means
    • 7.3.Density-Based Model: DBSCAN
    • 7.5.Remove outliers using unsupervised methods
    • 7.6.Python Hands-on

Readings/Bibliography

  • James, Gareth, et al. An introduction to statistical learning. Vol. 112. New York: springer, 2013.
  • Hastie, Trevor, et al. The elements of statistical learning: data mining, inference, and prediction. Vol. 2. New York: springer, 2009.
  • Rogers, Simon, and Mark Girolami. A first course in machine learning. Chapman and Hall/CRC, 2016.

Teaching methods

Frontal lessons

Assessment methods

The final exam will consists of a Machine learning project. During the exam, the student will have to present the developed project and discuss its main aspects as well as the underlying theory.

Teaching tools

  • Slides (power point/pdf)
  • Selected literature
  • Jupyter Notebook and Python Code

Office hours

See the website of Matteo Amabili

See the website of Antonio Petruccelli