Statistical Machine Learning

In order to register for the course B4M33SSU, the student must have registered for the required number of courses in the group BEZBM no later than in the same semester.

Garant předmětu:

Lecturer:

Tutor:

Supervisor:

Department of Cybernetics

Synopsis:

The aim of statistical machine learning is to develop systems (models and algorithms) able to learn to solve tasks given a set of examples and some prior knowledge about the task. This includes typical tasks in speech and image recognition. The course has the following two main objectives

1. to present fundamental learning concepts such as risk minimisation, maximum likelihood estimation and Bayesian learning including their theoretical aspects,

2. to consider important state-of-the-art models for classification and regression and to show how they can be learned by those concepts.

Requirements:

Prerequisites of the course are:

- foundations of probability theory and statistics comparable to the scope of the course „Probability, statistics and information theory“ (A0B01PSI),

- knowledge of statistical decision theory foundations, canonical and advanced classifiers as well as basics of machine learning comparable to the scope of the course „Pattern Recognition and Machine Learning“ (AE4B33RPZ)

Syllabus of lectures:

The course will cover the following topics

- Empirical risk minimization, consistency, bounds

- Kernel SVMs, RKHS, regression

- Semi-supervised learning

- Unsupervised learning, EM algorithm, mixture models

- Bayesian learning

- Deep (convolutional) networks and Boltzmann machines (graphical models)

- Supervised learning for deep networks

- Hopfield nets and energy minimisation (MAP in MRFs)

- Structured output SVMs

- Sampling methods, sampling from models

- Ensemble learning, random forests

Syllabus of tutorials:

Labs will be dedicated to practical implementations of selected methods discussed in the course as well as seminar classes with task-oriented assignments.

Study Objective:

Study materials:

1. M. Mohri, A. Rostamizadeh and A. Talwalkar, Foundations of Machine Learning, MIT Press, 2012

2. K.P. Murphy, Machine Learning: A Probabilistic Perspective, MIT Press, 2012

3. T. Hastie, R. Tibshirani and J. Friedman, The Elements of Statistical Learning, Springer, 2010

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans:

• Electronics and Communications (compulsory elective course)