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# Machine Learning

This course provides a broad introduction to machine learning and statistical pattern recognition. Topics include: supervised learning (generative/discriminative learning, parametric/non-parametric learning, neural networks, support vector machines); unsupervised learning (clustering, dimensionality reduction, kernel methods); learning theory (bias/variance tradeoffs; VC theory; large margins); reinforcement learning and adaptive control. The course will also discuss recent applications of machine learning, such as to robotic control, data mining, autonomous navigation, bioinformatics, speech recognition, and text and web data processing.

##### Prerequisites

Students are expected to have the following background: Knowledge of basic computer science principles and skills, at a level sufficient to write a reasonably non-trivial computer program. Familiarity with the probability theory. Familiarity with linear algebra.

##### What you'll learn

01: Introduction

- Introduction to the course

- What is machine learning?

- Supervised learning

- introduction

- Unsupervised learning - introduction

02: Regression Analysis and Gradient Descent

- Linear Regression

- Linear regression

- implementation (cost function)

- A deeper insight into the cost function

- simplified cost function

- So no need to change alpha over time

- Linear regression with gradient descent

03: Linear Algebra - review

- Matrices - overview

- Vectors - overview

- Matrix manipulation

- Implementation/use

- Matrix multiplication properties

- Inverse and transpose operations

04: Linear Regression with Multiple Variables

- Linear regression with multiple features

- Gradient descent for multiple variables

- Gradient Decent in practice: 1 Feature Scaling

- Learning Rate a - Features and polynomial regression

- Normal equation

05: Logistic Regression

- Classification - Hypothesis representation

- Decision boundary

- Non-linear decision boundaries

- Cost function for logistic regression

- Simplified cost function and gradient descent

- Multiclass classification problems

06: Regularization

- The problem of overfitting

- Cost function optimization for regularization

- Regularized linear regression

- Regularization with the normal equation

- Advanced optimization of regularized linear regression

07: Neural Networks - Representation

- Neural networks

- Overview and summary

- Model representation 1

- Model representation II

- Neural network example

- Computing a complex, nonlinear function of the input

- Multiclass classification

08: Neural Networks - Learning

- Neural network cost functionx

- Summary of what's about to go down

- Back propagation algorithm

- Back propagation intuition

- Implementation notes

- Unrolling parameters (matrices)

- Gradient checking - Random initialization - Putting it all together

09: Advice for applying machine learning techniques

- Deciding what to try next

- Evaluating a hypothesis

- Model selection and training validation test sets

- Diagnosis

- Bias vs. variance

- Regularization and bias/variance

- Learning curves

10: Machine Learning System Design

- Machine learning systems design

- Prioritizing what to work on

- Spam classification example

- Error metrics for skewed analysis

- Trading off precision and recall

- Data for machine learning

11: Support Vector Machines

- Support Vector Machine (SVM)

- Optimization objective

- Large margin intuition

- Large margin classification mathematics (optional)

- Kernels - 1: Adapting SVM to non-linear classifiers

- Kernels II

12: Clustering

- Unsupervised learning

- Introduction

- K-means algorithm

- K means optimization objective

- How do we choose the number of clusters?

13: Dimensionality Reduction

- Motivation 1: Data compression

- Motivation 2: Visualization

- Principle Component Analysis (PCA): Problem Formulation

- PCA Algorithm - Reconstruction from Compressed Representation

- Choosing the number of Principle Components

14: Anomaly Detection

- Anomaly detection

- Problem motivation

- The Gaussian distribution (optional)

- Anomaly detection algorithm

- Developing and evaluating and anomaly detection system

- Anomaly detection vs. supervised learning

- Choosing features to use

- Multivariate Gaussian distribution

- Applying multivariate Gaussian distribution to anomaly detection

15: Recommender Systems

- Recommender systems

- Introduction

- Content based recommendation

- Collaborative filtering

- Overview

- Collaborative filtering Algorithm

- Vectorization: Low rank matrix factorization

- Implementation detail: Mean Normalization

16: Large Scale Machine Learning

- Learning with large datasets

- Online learning

- Map reduce and data parallelism

17: Application Example - Photo OCR

- Problem description and pipeline

- Sliding window image analysis

18: Course Summary

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