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Machine Learning

Topics

Introduction (1 class)

  • Basic concepts.

Learning theory. (4 classes)

  • Bias/variance tradeoff. Union and Chernoff/Hoeffding bounds.
  • VC dimension. Worst case (online) learning.
  • Practical advice on how to use learning algorithms.

Supervised learning. (8 classes)

  • Supervised learning setup. LMS.
  • Logistic regression. Perceptron. Exponential family.
  • Kernel methods: Radial Basis Networks, Gaussian Processes, and Support Vector Machines.
  • Model selection and feature selection.
  • Ensemble methods: Bagging, boosting.
  • Evaluating and debugging learning algorithms.

Reinforcement learning and control. (6 classes)

  • MDPs. Bellman equations.
  • Value iteration and policy iteration.
  • TD, SARSA, Q-learning.
  • Value function approximation.
  • Policy search. Reinforce. POMDPs.
  • Multi-Armed Bandit.