UNIL — Université de LausanneHEC Lausanne Autumn semester 2026

Advanced Data Analytics · Week 11

Week 11: Dimensionality Reduction, PCA, Active Learning

The curse of Dimensionality, Bayesian active learning, Active Subspaces and Gaussian Process Regression, Principal Component Analysis, Exercise 7 distributed

Lecture

With the TA

Demos & notebooks

References

Finger ExercisesDiscussion of the previous exercises; Finger exercises (with TA)

Problem set

Problem set 7 — published Monday 23 NovemberPublished on the Monday of its week; its solution follows one week later.