Machine Learning Day

BMM Summer Course 2015

The Marine Biological Laboratory, Woods Hole, MA

Instructor: Lorenzo Rosasco (lrosasco at mit.edu)
Universita' di Genova, Istituto Italiano di Tecnologia, MIT
TAs: Carlo Ciliberto, Georgios Evangelopoulos ([cciliber, gevang] at mit.edu)
Wednesday 19 Aug. 2015
Theory: Morning (9 - 10:30, 11:00 - 12:30) | Practice/Labs: Afternoon (1:30 - 3:00, 3:30 - 5:00)
Location: Lillie Auditorium (Theory), Loeb 306 (Labs), MBL

Course Description

Machine Learning is the key to developing intelligent systems and analyzing data in science and engineering. Machine learning engines enable intelligent technologies such as Watson, Siri, Cortana, Google Now or self driving cars, to name a few. At the same time ML methods help decipher information in our DNA or make sense of the flood of online data, forming the basis of a new Science of Data.

This one day course provides an introduction to the essential concepts and algorithms at the core of modern Machine Learning. Theory classes in the morning are complemented by hands-on lab sessions in the afternoon.

Prerequisites

Basic Probability
Basic Calculus/Linear Algebra

Schedule

Time Session Material
9:00 Theory Local Methods and Model Selection slides
Theory Regularization and Nonparametrics slides
Theory Dimensionality Reduction and Variable Selection slides
1:30 (Optional) MATLAB Warm-Up: Data Generation code
Practice k-NN and Cross-validation code
Practice Regularized Least Squares (RLS) code
Practice Kernel RLS code/data
Practice PCA and Orthogonal Matching Pursuit (OMP) code
(Optional) Real Data and Challenge code/data

References

  • L. Rosasco, Introductory Machine Learning Notes, Draft, 2014 (pdf).
  • T. Hastie, R. Tibshirani and J. Friedman, The Elements of Statistical Learning, 2nd Ed., 2009 (pdf available on authors' website).

Further reading

  • T. Poggio and S. Smale, Mathematics of Learning: Dealing with Data, Notices of the AMS, 2003 (pdf).
  • P. Domingos, A few useful things to know about Machine Learning, Comm. ACM, 55 (10), 2012 (pdf).