252-0535-00L  Machine Learning

SemesterAutumn Semester 2015
LecturersJ. M. Buhmann
Periodicityyearly course
Language of instructionEnglish


AbstractMachine learning algorithms provide analytical methods to search data sets for characteristic patterns. Typical tasks include the classification of data, function fitting and clustering, with applications in image and speech analysis, bioinformatics and exploratory data analysis. This course is accompanied by practical machine learning projects.
ObjectiveStudents will be familiarized with the most important concepts and algorithms for supervised and unsupervised learning; reinforce the statistics knowledge which is indispensible to solve modeling problems under uncertainty. Key concepts are the generalization ability of algorithms and systematic approaches to modeling and regularization. A machine learning project will provide an opportunity to test the machine learning algorithms on real world data.
ContentThe theory of fundamental machine learning concepts is presented in the lecture, and illustrated with relevant applications. Students can deepen their understanding by solving both pen-and-paper and programming exercises, where they implement and apply famous algorithms to real-world data.

Topics covered in the lecture include:

- Bayesian theory of optimal decisions
- Maximum likelihood and Bayesian parameter inference
- Classification with discriminant functions: Perceptrons, Fisher's LDA and support vector machines (SVM)
- Ensemble methods: Bagging and Boosting
- Regression: least squares, ridge and LASSO penalization, non-linear regression and the bias-variance trade-off
- Non parametric density estimation: Parzen windows, nearest nieghbour
- Dimension reduction: principal component analysis (PCA) and beyond
Lecture notesNo lecture notes, but slides will be made available on the course webpage.
LiteratureC. Bishop. Pattern Recognition and Machine Learning. Springer 2007.

R. Duda, P. Hart, and D. Stork. Pattern Classification. John Wiley &
Sons, second edition, 2001.

T. Hastie, R. Tibshirani, and J. Friedman. The Elements of Statistical
Learning: Data Mining, Inference and Prediction. Springer, 2001.

L. Wasserman. All of Statistics: A Concise Course in Statistical
Inference. Springer, 2004.
Prerequisites / NoticeSolid basic knowledge in analysis, statistics and numerical methods for
CSE. Experience in programming for solving the project tasks.