MLPR class notes

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Background information

• w0a – MLPR welcome and advice, html, pdf.
• w0b – Course administration and assessment, html, pdf.
• w0c – Books useful for MLPR, html, pdf.
• w0d – MLPR background self-test, html, pdf. Answers: html, pdf.
• w0e – Maths background for MLPR, html, pdf.
• w0f – Programming in Python, html, pdf.
• w0g – Expectations and sums of variables, html, pdf.
• w0h – Notation, html, pdf.

Week 1: Introduction to ML with Linear Regression

• w1a – Course Introduction, html, pdf.
• w1b – Linear regression, html, pdf.
• w1c – Plotting and understanding basis functions, html, pdf.
• w1d – Linear regression, overfitting, and regularization, html, pdf.

Week 2: ML fundamentals: generalization, error bars, Gaussians

• w2a – Training, Testing, and Evaluating Different Models, html, pdf.
• w2b – Univariate Gaussians, html, pdf.
• w2c – The Central Limit Theorem, html, pdf.
• w2d – Error bars, html, pdf.
• w2e – Multivariate Gaussians, html, pdf.

Week 3: Classification and gradient-based fitting

• w3a – Classification: Regression, Gaussians, and pre-processing, html, pdf.
• w3b – Regression and Gradients, html, pdf.
• w3c – Logistic Regression, html, pdf.

Week 4: Bayesian linear regression

• w4a – Bayesian regression, html, pdf.
• w4b – Bayesian inference and prediction, html, pdf.

Week 5: Bayesian model choice and Gaussian processes

• w5a – Bayesian model choice, html, pdf.
• A Bayesian linear regression demo
• w5b – Gaussian processes, html, pdf.
• A minimal GP demo
• Alternative GP demo

Week 6: More detailed models: Gaussian process kernels, more non-Gaussian regression

• w6a – Gaussian Processes and Kernels, html, pdf.
• w6b – Overview: fitting probabilistic models, html, pdf.
• w6c – Softmax regression, html, pdf.
• w6d – A robust logistic regression model, html, pdf.

Week 7: Neural Networks

• w7a – Neural networks introduction, html, pdf.
• w7b – Neural network architectures, html, pdf.
• w7c – Fitting and initializing neural networks, html, pdf.
• w7d – Backpropagation of Derivatives, html, pdf.

Week 8: Autoencoders, PCA, Netflix Prize

• w8a – Autoencoders and Principal Components Analysis (PCA), html, pdf.
• w8b – Netflix Prize, html, pdf.

Week 9: Bayesian logistic regression, Laplace approximation

• w9a – Bayesian logistic regression, html, pdf.
• w9b – The Laplace approximation applied to Bayesian logistic regression, html, pdf.

Week 10: Sampling-based approximate Bayesian inference, variational inference

• w10a – Computing logistic regression predictions using sampling based methods, html, pdf.
• w10b – Variational objectives and KL Divergence, html, pdf.
• w10c – More details on variational methods, html, pdf.
• A minimal stochastic variational inference demo

Status Page: Check which in-note questions you might have missed.

That’s the end of the course. Information about the exam is on the activities timeline. The course survey is open until 21 December.

A coarse overview of major topics covered is below. Some principles aren't taught alone as they're useful in multiple contexts, such as gradient-based optimization, different regularization methods, ethics, and practical choices such as feature engineering or numerical implementation.

• Linear regression and ML introduction
• Evaluating and choosing methods from the zoo of possibilities
• Multivariate Gaussians
• Classification, generative and discriminative models
• Bayesian machine learning: linear regression, Gaussian processes and kernels
• Neural Networks
• Learning low-dimensional representations
• Approximate Inference: Bayesian logistic regression, Laplace, Variational

You are encouraged to write your own outlines and summaries of the course. Aim to make connections between topics, and imagine trying to explain to someone else what the main concepts of the course are.