Pattern Recognition and Machine Learning

Course Information

Space: CS 25

Time: F Slot. (Tue: 5PM, Wed: 11AM, Thu: 9AM, Friday: 8 AM)

Teaching Assistants: TBA

Learning Outcomes

At the end of the course, the student should be able:

1. To understand the use cases and limitations of machine learning.

2. To recognise the type of learning problem suitable for a practical task at hand.

3. To identify the data required for solving a given type of learning problem.

4. To identify the right learning algorithms for solving a given learning problem. [KEY]

5. To analyse (several) learning algorithms and identify the role of the various critical knobs in the algorithms. [KEY]

6. To efficiently use various software packages for solving learning problems.

7. To implement various learning algorithms from first principles. [KEY]

Grading

• Quiz 1: 20%

• Final exam: 25%

• Min-Quizzes: 10% (5+5)

• Programming Assignments: 30%

• Data Contest: 15%

Important Dates

Quiz 1: Feb 18

Quiz 2: Mar 24

Final : As announced on IITM calendar.

Reference Books:

• [DHS] Richard O. Duda, Peter E. Hart and David G. Stork. Pattern Classification. John Wiley, 2001.

• [CB] Christopher M. Bishop, Pattern Recognition and Machine Learning, Springer, 2006.

  • Download PDF from here : https://www.microsoft.com/en-us/research/people/cmbishop/#!prml-book

• [SB] Shai Shalev-Shwartz and Shai Ben-David. Understanding Machine Learning: From Theory to Algorithms. Cambridge University Press, 2014.

  • Download PDF from here: http://www.cs.huji.ac.il/~shais/UnderstandingMachineLearning/copy.html

• [MRT] Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar. Foundations of Machine Learning. MIT Press. 2018.

  • Download PDF from here :https://cs.nyu.edu/~mohri/mlbook/

• [DFO] Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong. Mathematics for Machine Learning. Cambridge University Press, 2020.

  • Book site here : https://mml-book.github.io/

• [JW] Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani. An Introduction to Statistical Learning with Applications in R, Springer, 2014.

  • Download PDF from here: http://www-bcf.usc.edu/~gareth/ISL

  • Jupyter notebooks for ISLR: https://github.com/JWarmenhoven/ISLR-python

Related Resources on the Web:

• Google crash course on machine learning: https://developers.google.com/machine-learning/crash-course/ml-intro

• Intel course on Machine learning: https://software.intel.com/en-us/ai-academy/students/kits/machine-learning-501

• Nptel course on Machine learning: https://nptel.ac.in/downloads/117108048/

• Hal Daume III. A course in machine learning. http://ciml.info/

Reference material for Pre-requisites:

1. Undergraduate multivariate calculus.

1a. https://ocw.mit.edu/courses/mathematics/18-01sc-single-variable-calculus-fall-2010/unit-2-applications-of-differentiation/ (Part A)

1b. https://ocw.mit.edu/courses/mathematics/18-02sc-multivariable-calculus-fall-2010/2.-partial-derivatives/ (Part A and B)

2. Linear algebra.

2a. https://youtu.be/kjBOesZCoqc (Essence of linear algebra, youtube series)

2b. https://youtu.be/ZK3O402wf1c (Gilbert Strang course on Linear algebra.)

Books:

Gilbert Strang. Linear Algebra and its Applications.

3. Probability.

https://ocw.mit.edu/resources/res-6-012-introduction-to-probability-spring-2018/part-i-the-fundamentals/

Books:

Bertsekas and Tsitsiklis. Introduction to Probability.

Grimmett and Stirzaker. Probability and Random Processes.

Bruce Hajek. Probability course notes. Link

4. Basic Python/Numpy programming.

https://developers.google.com/edu/python/

http://www.astro.up.pt/~sousasag/Python_For_Astronomers/Python_qr.pdf

http://cs231n.github.io/python-numpy-tutorial/

https://www.tutorialspoint.com/numpy

Announcements:

Supporting Material:

Class Notes/Slides:

Course instructional handout : pdf

1. Introduction slides : pdf

2. Geometry/calculus notes : pdf

3. Probability/Linalg/Optimisation notes: pdf

4. Bayes Decision theory notes: pdf

5. Regression notes : pdf

6. Logistic regression notes: pdf

7. Constrained optimisation, KKT, Lagrangian dual notes: pdf

8. SVM notes : pdf

9. Trees/Boosting notes : pdf

10. Ensemble methods slides : pdf

11. Gradient boosting notes : pdf

12. Artifical neural nets : pdf

13. Supervised learning wrap-up : pdf

14. PCA : pdf

15. Clustering overview : pdf

16. GMM & EM : pdf

17. Learning theory :pdf

18. Regularisation, Collaborative filtering overview : pdf

Jupyter Notebooks:

1. SVM examples. Link

2. PCA demo. Link

3. GMM EM. Link

4. LASSO regression. Link

Worksheets:

1. Probability basics : pdf (V1)

2. Mega-worksheet - Prerequisite/Regression/classification : pdf (V1)

3. Logistic regression, Lagrangian, KKT, SVM : pdf (V1)

4. k-NN, Decision tree, AdaBoost : pdf (V1)

5. Multi-class, PCA, clustering, collaborative filtering : pdf (V1)

6. GMM, HMM, EM : pdf (V1)

7. Model question paper : pdf (V1)