DSE 220X:

Fundamentals of Machine Learning

It was the best of times, it was the 1 despair

worst of times, it was the age of
+ wisdom, it was the age of foolishness,
it was the epoch of belief, it was the
2 evil
epoch of incredulity, it was the
0 happiness
+ + + season of Light, it was the season of

+ - Darkness, it was the spring of hope,

1 foolishness
+ + + -
it was the winter of despair, we had
everything before us, we had nothing
- before us, we were all going direct to
- Heaven, we were all going direct the

+ - + - -
other way – in short, the period was
so far like the present period, that
some of its noisiest authorities
- insisted on its being received, for
good or for evil, in the superlative
degree of comparison only.

minimum systolic b.p.

over initial 24 hrs

>91?

yes no
age

>62.5 high
? risk

yes no
sinus
tachycardia
not
yes/
high
no?
risk

yes no

not
high
high
risk
risk

Nearest neighbor Kernel methods Hierarchical clustering

Generative models Decision trees Principal component analysis
Least-squares regression Boosting and bagging Singular value decomposition
Ridge regression, Lasso Random forests Autoencoders
Logistic regression k-means Deep learning
Support vector machines Mixtures of Gaussians
 e2
Pr(x)
P3(x) u2 u1
P1(x)
Square M 2 Rp⇥p
P2(x) [
e1

π1= π2= π3= Symmetric M = MT

10% 50% 40% [
x
L(w)
x Positive zT M z 0 for all z 2 Rp
semidefinite
[

u Positive z T M z > 0 for all z 6= 0

definite

x·u w
w⇤

Probability Linear algebra Optimization

Probability spaces Matrices and vectors Gradient descent
Bayes’ rule Projections Stochastic gradient
Random variables Positive definiteness descent
Mean and variance Eigendecompositions Convex optimization
Measuring dependence Spectral decomposition Duality

Skills you will acquire

1 Familiarity with most widely-used ML methods

• How they work
• The kinds of data they are suited to
• Their strengths and weaknesses

2 Adapting existing methods to a particular application

3 The foundational knowledge to keep pace with a fast-moving field