Syllabus

Machine Learning for Big Data [FIN72063]

Field Details
Instructor Wagner, Gerit
Module Coordinator Roßbach, Peter
Programme(s) Master in Management
Term Semester 3 Q1
Module Duration 1 Semester
Compulsory/Elective Module Concentration Module
Credits 6
Frequency Annually
Language English
Total Workload 150 h
Academic Teaching Hours 44
Remaining Workload Self-study
Prerequisites Good Knowledge in Statistics

One academic teaching hour corresponds to 45 minutes.

Self-study includes lesson preparation and follow-up activities, reading assignments, assessment preparation, take-home assignments, etc.

Content

Machine Learning as part of Data Science is an emerging field in industry and academics. It covers methodologies and algorithms to tackle the challenges in times of big data, where we are confronted with large amounts of high-dimensional data of different types. While the classical statistical methods have some weaknesses in this area, new types of methods and algorithms have been developed. Today, they are widely used in science and practice, benefitting from the calculation power of modern computer technologies. These methods are a mixture of statistics, machine learning, data visualisation, and computer science.

This course provides an introduction into the field of machine learning, covering computational techniques and algorithms for finding and analysing patterns even in large-scale datasets. Topics to be covered include data collection, integration, analysis, visualisation, classification, prediction, and decision making. Students will implement and apply the methods using the software R.

Intended Learning Outcomes

Knowledge

Students will acquire a comprehensive understanding of the challenges of data analysis in times of big data and learn how to apply modern methods of data analytics to different application areas. They can:

  • Explain the specifics of data analysis in the case of big data.
  • Explain the differences between statistics and machine learning.
  • Apply modern methods of machine learning to different application areas.

Skills

Students learn to analyse data, choose the appropriate modeling techniques, and construct models for decision support. They also learn how to implement data analytics processes using modern analytical languages like R. They are able to:

  • Choose the appropriate methods according to the problem to solve.
  • Develop analytics processes via different data analytics tools.
  • Train and tune models to achieve optimal results.
  • Analyse the resulting models to find the best solution.

Competences

Students are qualified to find and analyse patterns in data and to transform the gained knowledge into managerial decisions. They acquire a fundamental background to fulfil the demands of a modern data scientist. They are able to:

  • Understand the underlying business problems.
  • Identify the problem-relevant data.
  • Build quantitative models to solve the problem, choosing from a variety of methods.
  • Transform model results into managerial decisions.

Forms of Teaching, Methods, and Support

Lecture with in-class and home exercises, practical group work using Excel and R.

Assessment

Type of examination Duration or length Performance Points Due date or date of exam
Group project, text document Ongoing 120 At the end of the module

Module Structure

1. Introduction to Big Data

2. Data Foundations

3. Methods, Algorithms, and Applications

  • Baseline Models
  • Machine Learning for Structured Data
  • Machine Learning for Unstructured Data

4. Deployment in Organizations

References

Alpaydin, Ethem. 2016a. Introduction to Machine Learning. 3rd ed. MIT Press.
Alpaydin, Ethem. 2016b. Machine Learning: The New AI. MIT Press Essential Knowledge Series. MIT Press.
Hastie, Trevor, Robert Tibshirani, and Jerome Friedman. 2009. The Elements of Statistical Learning: Data Mining, Inference, and Prediction. 2nd ed. Springer. https://doi.org/10.1007/978-0-387-84858-7.
James, Gareth, Daniela Witten, Trevor Hastie, and Robert Tibshirani. 2013. An Introduction to Statistical Learning: With Applications in R. Springer. https://doi.org/10.1007/978-1-4614-7138-7.
Schmarzo, Bill. 2016. Big Data MBA: Driving Business Strategies with Data Science. Wiley.
Schutt, Rachel, and Cathy O’Neil. 2013. Doing Data Science: Straight Talk from the Frontline. O’Reilly Media.