Machine Learning

Instructor

Fabio A. González
Maestría en Ingeniería de Sistemas y Computación
Universidad Nacional de Colombia

Course goal

The main goal of Machine Learning (ML) is the development of systems that are able to autonomously change their behavior based on experience. ML offers some of the more effective techniques for knowledge discovery in large data sets. ML has played a fundamental role in areas such as bioinformatics, information retrieval, business intelligence and autonomous vehicle development.

The main goal of this course is to study the computational, mathematical and statistical foundations of ML, which are essential for the theoretical analysis of existing learning algorithms, the development of new algorithms and the well-founded application of ML to solve real-world problems.

1 Introduction

2 Generalization

2.1 Bayesian decision theory

2.2 Estimation

2.3 Linear models

2.4 Performance evaluation

3 Perception and representation

3.1 Feature extraction and selection

3.2 Kernel methods

3.3 Representation learning

4 Learning

4.1 Support vector learning

4.2 Random forest learning

4.3. Neural network learning

4.4 Deep learning

5 Discovering

5.1 Mixture densities

5.2 Latent topic models

5.3 Matrix factorization

6 Implementing

6.1 Experimental design

6.2 Large scale machine learning

• Assignments 40%
• Exams 30%
• Final project 30%

Grades

References

• [Alp10] Alpaydin, E. Introduction to Machine Learning, 2Ed. The MIT Press, 2010
• [Mur12] Murphy, Kevin P. Machine learning: a probabilistic perspective. The MIT Press, 2012.
• [Barber2013] Barber, David, Bayesian Reasoning and Machine Learning, Cambridge University Press, 2013.
• [Bis06] Bishop, C. Pattern Recognition and Machine Learning. Springer-Verlag, 2006
• [HTF09] Hastie, T. and Tibshirani, R. and Friedman. The elements of statistical learning: data mining, inference, and prediction, Springer, 2009
• [Mit97] Mitchell, T. M. 1997 Machine Learning. 1st. McGraw-Hill Higher Education.
• [DHS00] Duda, R. O., Hart, P. E., and Stork, D. G. 2000 Pattern Classification (2nd Edition). Wiley-Interscience.
• [SC04] Shawe-Taylor, J. and Cristianini, N. 2004 Kernel Methods for Pattern Analysis. Cambridge University Press.
• [TSK05] Pang-Ning Tan, Michael Steinbach, Vipin Kumar, 2005, Introduction to Data Mining, Addison-Wesley.
• [CST00] Cristianini, N. and Shawe-Taylor, J., 2000, An introduction to support Vector Machines: and other kernel-based learning methods,, Cambridge Univ Press.
• [SS02] Scholkopf, B. and Smola, A.J., 2002, Learning with kernels, MIT Press.
• [Bak07] Bakir, G. (Ed), 2007, Predicting Structured Data, MIT Press.
• [OCW-ML] 6.867 Machine Learning, Fall 2006, MIT OpenCourseWare.
• [STANFD-ML] Andrew Ng, CS229 Machine Learning, Stanford University

Additional resources

• SciPy: scientific, mathematical, and engineering package for Python
• scikit-learn: machine learning Scipy add-on
• Kaggle: datascience competition, many interesting data sets and different competitions with prizes.
• Coursera Machine Learning Course: one of the first (and still one of the best) machine learning MOOCs taught by Andrew Ng.
• Stanford Statistical Learning Course: an introductory course with focus in supervised learning and taught by Trevor Hastie and Rob Tibshirani.

Week	Topic	Material	Assignments
Feb 7	1. Introduction	Brief Introduction to ML (slides) Linear Algebra and Probability Review (part 1 Linear Algebra, part 2 Probability)	Assignment 1
Feb 14	2.1 Bayesian decision theory	[Alp10] Chap 3 (slides)
Feb 21	2.2 Estimation	[Alp10] Chap 4 (slides) Bias and variance (IPython notebook)	Assignment 2
Feb 28	2.3 Linear models	[Alp10] Chap 10 (slides)
Mar 7	3.2 Kernel methods	Introduction to kernel methods (slides) [Alp10] Chap 13 (slides)
Mar 14	4.1 Support vector learning	[Alp10] Chap 13 (slides) An introduction to ML, Smola Support Vector Machine Tutorial, Weston	Assignment 3
Mar 21	4.3. Neural network learning	[Alp10] Chap 11 (slides) Quick and dirty introduction to neural networks (IPython notebook) Backpropagation derivation handout
Apr 4-18	3.3 Representation learning 4.4 Deep learning	Representation Learning and Deep Learning (slides) Representation Learning and Deep Learning Tutorial CNN for text classification handout LSTM language model handout	Assignment 4
Apr 25	4.2 Random forest learning	[HTF09] Chap 15 (book) Random Forest and Boosting, Trevor Hastie (slides) Trees and Random Forest, Markus Kalisch (slides1, slides2)
May 2	5.1 Mixture densities	[Alp10] Chap 7 (slides)
May 9	5.2 Latent topic models 5.3 Matrix factorization	Latent Semantic Analysis, CS158 Pomona College (slides) Latent Semantic Variable Models, Thomas Hofmann (videolecture) Non-negative Matrix Factorization for Multimodal Image Retrieval, Fabio González (slides)