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MTAT » ATI » BIIT » Sven Laur » Machine Learning Course
2012 Previous years: 2008
Introduction What is this course about
Lectures
Exercise The course gives an overview of most common machine learning methods and explains related theoretical concepts from
Sessions statistics and numeric methods. In particular, we discuss how machine learning should be used so that obtained results are
meaningful and interpretable. For that we need to discuss some essential aspects of Monte-Carlo integration and its
Homework
connection to various validation methods. In order to understand why some methods perform so well in training but poorly
Submission
in practice afterwards, we cover the bias-variance problem and show how statistical learning theory can be used in this
Course
context. The remaining of the course is dedicated to various machine learning methods. The course is organised into four
Project
main blocks.
Forum
Additional 1. Essentials of Machine Learning
Materials Decision trees and association rules
Grading Linear models and polynomial interpolation
Performance evaluation measures
Exam
Machine learning as an optimisation task
Linear classification methods
Numeric optimization methods
Neural networks and discrete optimisation
2. Model-Based Reasoning in Machine Learning
Basics of probabilistic modelling
Maximum likelihood and maximum a posteriori estimates
Model-based clustering techniques
Expectation-maximisation and data augmentation algorithm
Factor analysis: PCA, LDA and ICA
3. Instance-Based Machine Learning Techniques
Statistical learning theory
Nearest neighbourhood methods
Support Vector Machines
Other kernel methods
4. Ensemble Methods
Basics of Ensemble methods
Particle filters
The first block introduces the main methodology together with two basic machine learning tasks: classification and
prediction. In this block, machine learning is formulated as a minimisation task. That is, any learning algorithm must find a
configuration that minimises certain objective function. The following figure captures the most important mathematical
concepts used in the first block and a list of university courses that define or study these concept. Subjects with red
background are essential, orange subjects are good to know in order to fully appreciate the beauty of mathematical proofs,
light green marks subjects that are needed if you want to derive new results, dark green marks truly advanced treatments
or applications.
The second block mostly discuss how to choose a good objective function so that the optimisation procedure would yield a
reasonable output. It turns out that it is good to treat everything as randomised processes in order to find a good objective
function to minimise. Moreover, we can naturally embed our background knowledge into the machine learning method.
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