Course description
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.
Course topics
1 Learning Foundations
1.1 Introduction
1.2 Bayesian decision theory
1.3 Estimation
1.4 Linear models
1.5 Design and analysis of ML experiments
2 Kernel Methods
2.1 Kernel methods basics
2.2 Support vector learning
3 Neural Networks
3.1 Neural networks basics
3.2 Deep learning
3.3 Convolutional neural networks
3.4 Recurrent neural networks
3.5 Deep generative models
4 Probabilistic Programming
4.1 Bayesian Methods
4.2 Monte Carlo inference
4.3 Variational Bayes
5 Quantum Machine Learning
5.1 Learning with Density Matrices and Random Fourier Features
Evaluation and grading policy
- Assignments 30%
- Quizzes 20%
- Exam 30%
- Final project 20%
Course resources
References
- [Alp14] Alpaydin, E. Introduction to Machine Learning, 3Ed. The MIT Press, 2014
- [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
- [GBC2016] Goodfellow, Ian, Yoshua Bengio, and Aaron Courville. Deep learning. MIT press, 2016.
- [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.
- [SS02] Scholkopf, B. and Smola, A.J., 2002, Learning with kernels, 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.
Course schedule
| Week | Topic | Material | Assignments |
|---|---|---|---|
| Feb 23-Mar 2 | 1.1 Introduction | Class video 23/02/2021 Class video 25/02/2021 Class video 02/03/2021 Class video 04/03/2021 Fabio González, Brief Introduction to ML (slides) Linear Algebra and Probability Review (part 1 Linear Algebra, part 2 Probability) | Assignment 1 |
| Mar 9 | 1.2 Bayesian decision theory | Asynchronous Class (video 1) (video 2) [Alp14] Chap 3 (slides) (annotated slides) | Practice problems 1 |
| Mar 16 | 1.3 Estimation | Asynchronous Class (video 1) (video 2) [Alp14] Chap 4, 5 (slides) Bias and variance (Jupyter notebook) | Practice problems 2 |
| Mar 23 | 1.5 Design and analysis of ML experiments | Asynchronous class (video 1) (video 2) [Alp14] Chap 19 (slides) Additional video: Hypothesis testing (video) | Assignment 2 |
| Apr 6 | 2.1 Kernel methods basics | Asynchronous class (video 1) (video 2) Introduction to kernel methods (slides) [Alp14] Chap 13 (slides) [SC04] Chap 1 and 2 | Practice problems 3 |
| Apr 13 | 2.2 Support vector learning | Asynchronous class (video 1) (video 2) [Alp14] Chap 13 (slides) An introduction to ML, Smola Support Vector Machine Tutorial, Weston Máquinas de vectores de soporte y selección de modelos (Jupyter Notebook) | Practice problems 4 |
| Apr 20 | 3.1 Neural network basics | Asynchronous class (video) Neural networks, Representation Learning and Deep Learning (slides) [Alp14] Chap 11 (slides) Quick and dirty introduction to neural networks (Jupyter notebook) | Assignment 3 |
| Apr 27 | 3.1 Neural network basics | Asynchronous class (video) [Alp14] Chap 11 (slides) Backpropagation derivation handout | |
| May 4-11 | 3.2 Deep learning | Asynchronous class (video 1, video 2) Representation Learning and Deep Learning (slides) Deep learning frameworks (slides) Introduction to TensorFlow (Jupyter notebook) Neural Networks in Keras (Jupyter notebook) | Practice problems 5 |
| May 18 | 3.3 Convolutional neural networks | Asynchronous class (video 1, video 2) CNN for image classification in Keras (Jupyter notebook) ConvNetJS demos Feature visualization | Assignment 4 Practice problems 6 |
| May 25 | 3.4 Recurrent neural networks | Asynchronous class (video 1, video 2) CNN for text classification handout LSTM language model handout | Project proposal: 3 persons per group, maximum 2 pages describing problem, objectives and method (01/06/21) |
| Jun 1 | 3.5 Deep generative models | Alexander Amini, Deep generative models (slides, video) (from MIT 6.S191) Deep generative models (Jupyter notebook) | |
| Jun 8 | 4.1 Bayesian Methods 4.2 Monte Carlo inference | Asynchronous class (video 1, video 2) Radford M. Neal, Bayesian Methods for Machine Learning (slides) Beery et al., Markov Chain Monte Carlo for Machine Learning, Adv Topics in ML, Caltech (slides) Alex Rogozhnikov, Hamiltonian Monte Carlo explained | |
| Jun 15 | 4.3 Variational Bayes | Asynchronous class (video) Variational Bayes in Tensorflow Variational Autoencoders in Tensorflow | |
| Jun 22 | 5.1 Learning with Density Matrices and RFF | Synchronous class (video 1, video 2) Learning with DM and RFF slides Learning with DM and RFF notebook | |
| Aug 1 | Final Project |
Final Projects