DS703: Introduction to Statistical Inference and Machine Learning
Core, IIT Bombay, C-MInDS, 2026
Course Title: Introduction to Statistical Inference and Machine Learning
Instructors: Parthe Pandit, Arjun Bhagoji
TA: TBD
Time: Monday, Tuesday, Thursday (11.35-12.30am)
Room: TBD
Office Hours: Arjun (2.30-3.30pm on Mondays in CC120/online)
Course Description
This course is intended to serve as a foundational graduate course in statistics and machine learning for all incoming graduate students in C-MInDS. It will provide them with one part of the unified, necessary background to take further electives. The course will be rigorous, starting with a treatment of statistical inference as a precursor to modern machine learning. Key aspects of theoretical machine learning such as generalisation bounds will be covered.
Intended Audience: The intended audience for this class is graduate students working in machine learning and data science, who are interested in doing research in this area. However, interested final-year undergraduates are welcome to attend as well.
Pre-requisites: Mathematical maturity will be assumed as will the basics of algorithms, probability, linear algebra, and optimisation.
Course Schedule
| Week | Topic | References | Notes | Comments |
|---|---|---|---|---|
| 1 | Measure-theoretic probability, exponential families | |||
| 2 | Parameter estimation | |||
| 3 | Hypothesis testing | |||
| 4 | Confidence intervals | |||
| 5 | Linear regression | |||
| 6 | Linear regression (cont.) | |||
| 7 | Kernels | |||
| 8 | Mid-sem week | |||
| 9 | Classification and risk notions, support vector machines | |||
| 10 | Surrogate losses and logistic regression | |||
| 11 | Boosting and bagging | |||
| 12 | Generalisation bounds | |||
| 13 | Unsupervised learning and dimensionality reduction | |||
| 14 | Advanced Topics | |||
| 15 | Advanced Topics |
Resources
Practice problems
Running list of practice questions
Supplementary Books
- Theoretical Statistics: Topics for a Core Course
- Foundations of Machine Learning
- Understanding Machine Learning: From Theory to Algorithms
- All of Statistics
- Mathematics for Machine Learning
- Convex Optimization: Algorithms and Complexity
- Convex Optimization
Similar Courses
Other references mentioned in class
Grading
Quizzes: 40% (4, each 10%)
Mid-sem: 15%
End-sem: 25%
Class participation: 20%
All exams are open (reasonable notes)
Attendance Policy
5 unexplained absences are allowed. Any absences beyond that require instructor permission.
Accommodations
Students with disabilities and health issues should approach the instructors at any point during the semester to discuss accommodations. The course aim is to learn together and legitimate bottlenecks will be resolved collaboratively.