This course conducted by Prof. Andrew Ng at the University of Stanford, 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.
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 basic probability theory.
Familiarity with the basic linear algebra
There is no required text for this course. Notes will be posted periodically on the course web site. The following books are recommended as optional reading:
Richard Duda, Peter Hart and David Stork, Pattern Classification, 2nd ed. John Wiley & Sons, 2001.
Tom Mitchell, Machine Learning. McGraw-Hill, 1997.
Richard Sutton and Andrew Barto, Reinforcement Learning: An introduction. MIT Press, 1998
Trevor Hastie, Robert Tibshirani and Jerome Friedman, The Elements of Statistical Learning. Springer, 2009