ISML 2: Machine Learning, Spring 2015



Instructors:

Lorenzo Rosasco (lorenzo.rosasco@mit.edu)


TA:

Alessandro Rudi (ale_rudi@mit.edu), Raffaello Camoriano (raffaello.camoriano@iit.it)


Class Times:

Tuesday: 11:00 - 13:00. Wednesday: 9:00 - 11:00. Thursday: 11:00 - 13:00. From 24th Feb 2015 to 23th Apr 2015


Location:

DIBRIS-aula 711(Tuesday,Wednesday) DIBRIS-SWII (Thursday),


Office Hours:

Wednesday, Office 207


Course description

Machine Learning is a key to develop intelligent systems and analyze data in science and engineering. Machine learning engines enable intelligent technologies such as Siri, Kinect or Google self driving car, to namea few. At the same time machine learning methods help deciphering the information in our DNA and make sense of the flood of informationgathered on the web, forming the basis of a new Science of Data. This course provides an introduction to the fundamental methods atthe core of modern machine learning. It covers theoretical foundations as well as essential algorithms for supervised andunsupervised learning. Classes on theoretical and algorithmic aspects are complemented by practical lab sessions.

Prerequisites

The mathematical tools needed for the course will be covered in class,and include material form the following courses: Geometria(25882); Elementi di Statistica e Probabilità (67083), Calcolo Numerico(61804), Probabilità1(52205).

Grading

Requirements for grading (other than attending lectures) are: attendance to classes + labs, project +discussion.

Syllabus

Follow the link for each class to find a detailed description, suggested readings, and class slides. Some of the later classes may be subject to reordering or rescheduling.


Date

Title

Resources

Class 1

Tue 24 Feb

Intro

Class 2

Wed 25 Feb

Statistical Learning  Theory

Scribe 2

Class 3

Thu 26 Feb

Lab Octave/Matlab goal: basic matlab/octave+ data generation

Lab 3

Class 4

Tue 3 Mar

Local Methods

Scribe 4

Class 5

Wed 4 Mar

Bias Variance Trade-Off

Scribe 5

Class 6

Thu 5 Mar

Lab on LM: K-NN, PW for classification

Lab 6

Class 7

Tue 10 Mar

Least Squares Regression

Scribe 7

Class 8

Wed 11 Mar

Least Squares Classification

Scribe 8

Class 9

Thu 12 Mar

Lab LS/LDA

Lab 9

Class 10

Tue 17 Mar

Feature Maps

Scribe 10-11

Class 11

Wed 18 Mar

Kernels

Class 12

Thu 19 Mar

Lab   Kernels

Lab 12

Class 13

Tue 24 Mar

Regularization Networks and Representer Theorem

Scribe 13

Class 14

Wed 25 Mar

Logistic Regression & Support Vector Machines

Scribe 14A Scribe 14B

Class 15

Thu 26 Mar

Lab Loss functions

Tue 31 Mar

no class

Class 16-17

Wed 1 Apr

Double Lab Learning Pipeline- time is 9:30-13

Lab 17

2-9 Apr

no class

Class 18

Tue 14 Apr

Dimensionality Reduction

Scribe 18

Class 19

Wed 15 Apr

Variable Selection & Sparsity

Scribe 20

Class 20

Thu 16 Apr

Lab  Dimensionality Reduction and Variable Selection

Class 21

Tue 21 Apr

Clustering & K-Means

Class 22

Wed 22 Apr

Machine Learning:  To the infinity...and beyond!

Scribe 22

Class 23

Thu 23 Apr

Projects Presentations

Class 24

Fri 27 Feb

Math Camp


References

Further readings

Useful Links

Materials