Saarland University, Machine Learning Group, Fak. MI - Mathematik und Informatik, Campus E1 1, 66123 Saarbrücken, Germany     

Machine Learning Group
Department of Mathematics and Computer Science - Saarland University

TEACHING

MACHINE LEARNING

Wintersemester 2011/2012

GENERAL INFORMATION

In a broader perspective machine learning tries to automatize the process of empirical sciences - namely extracting knowledge about natural phenomena from measured data with the goal to either understand better the underlying processes or to make good predictions. Machine learning methods are therefore widely used in different fields: bioinformatics, computer vision, information retrieval, computer linguistics, robotics,...

The lecture gives a broad introduction into machine learning methods. After the lecture the students should be able to solve and analyze learning problems.

List of topics (tentative)

  • Reminder of probability theory
  • Maximum Likelihood/Maximum A Posteriori Estimators
  • Bayesian decision theory
  • Linear classification and regression
  • Kernel methods
  • Model selection and evaluation of learning methods
  • Feature selection
  • Nonparametric methods
  • Boosting, Decision trees
  • Neural networks
  • Structured Output
  • Semi-supervised learning
  • Unsupervised learning (Clustering, Independent Component Analysis)
  • Dimensionality Reduction and Manifold Learning
  • Statistical learning theory

Previous knowledge of machine learning is not required. The participants should be familiar with linear algebra, analysis and probability theory on the level of the local `Mathematics for Computer Scienticists I-III' lectures. In particular, attendees should be familiar with

Type: Core lecture (Stammvorlesung), 9 credit points

LECTURE MATERIAL

Incremental lecture notes: ML Lecture notes   (Version: 30.01.2012).

Old lecture notes: PDF  . It is not recommended to print them as these notes will updated over the semester.

The practical exercises will be in Matlab.

SLIDES AND EXCERCISES

18.10. - Introduction        
25.10. - Reminder: Probability Theory Exercise 1 Solution 1    
27.10. - Decision Theory     Matlab Decision Boundary Demo
01.11. - no lecture (public holiday)        
03.11. - Decision Theory (cont.) Exercise 2 Solution 2    
08.11. - Empirical risk minimization Exercise 3 Solution 3    
10.11. - Empirical risk minimization (cont.)        
15.11. - Linear Regression Exercise 4 Solution 4    
17.11. - Linear Regression (cont)        
22.11. - Introduction to Optimization Exercise 5 Solution 5 Data for Exercise 5 Code of Exercise 5
24.11. - Linear Classification        
29.11. - Linear Classification (cont) Exercise 6 Solution 6 RidgeRegression.m  
01.12. - Linear Classification + Kernels        
06.12. - Kernels (RKHS+Representer Th.) Exercise 7 Solution 7 Data for Exercise 7 Code of Exercise 7
08.12. - Kernels (RKHS+Representer Th.) (cont.)        
15.12. - Evaluation, ROC-Curve, AUC        
22.12. - Tests, Model selection Exercise 8 Solution 8 Data for Exercise 8  
10.01. - Feature selection I Exercise 9 Solution 9 Data for Exercise 9  
12.01. - Feature selection II        
17.01. - Feature selection II (cont.) Exercise 10 Solution 10 Data for Exercise 10  
19.01. - Boosting        
24.01. - Decision Trees, Neural Networks
and Nearest Neighbor Methods
Exercise 11 Solution 11    
27.01. - Semi-supervised Learning        
31.01. - K-Means and Spectral Clustering        
02.02. - Hierarchical Clustering        
07.02. - Dimensionality Reduction        
09.02. - Statistical Learning Theory        

LITERATURE AND OTHER RESOURCES

The lecture will be partially based on the following books and partially on recent research papers:

  • R.O. Duda, P.E. Hart, and D.G.Stork: Pattern Classification, Wiley, (2000).
  • B. Schoelkopf and A. J. Smola: Learning with Kernels, MIT Press, (2002).
  • J. Shawe-Taylor and N. Christianini: Kernel Methods for Pattern Analysis, Cambridge University Press, (2004).
  • C. M. Bishop: Pattern recognition and Machine Learning, Springer, (2006).
  • T. Hastie, R. Tibshirani, J. Friedman: The Elements of Statistical Learning, Springer, second edition, (2008).
  • L. Devroye, L. Gyoerfi, G. Lugosi: A Probabilistic Theory of Pattern Recognition, Springer, (1996).
  • L. Wasserman: All of Statistics, Springer, (2004).
  • S. Boyd and L. Vandenberghe: Convex Optimization, Cambridge University Press, (2004).

Other resources:

  • Matlab is available on cip[101-114] and cip[220-238].studcs.uni-sb.de, gpool[01-27].studcs.uni-sb.de
    The path is /usr/local/matlab/bin.
    For the sun workstations you have to select in the menu Applications/studcsApplications/Matlab
    Access from outside should be possible via ssh: ssh -X username@computername.studcs.uni-sb.de
  • Material for Matlab:

NEWS

You can get your "Schein" at our secretary's office, E1 1, Room 226 from Mo-Th, 8.30-11.30

Results of the Re-exam and Final Grades: PDF  

TIME AND LOCATION

Lecture: Di, 8.30-10, and Do, 12-14, E1 3, HS I

Exercise groups:

  • Group A, Wednesday, 14-16, SR014, E1 1, tutor:
  • Group B, Friday, 10-12, SR 107, E1 1, tutor:
  • Group C, Friday, 12-14, SR015, E1 1, tutor:

EXAMS AND GRADING

Exams: End-term: 29.2., 9.00    Re-exam: 20.3., 9.00

Grading:

  • 50% of the points in the exercises (up to that point) are needed to take part in the exams (end-term/re-exam). In order to being admitted for the endterm and re-exam, you need to have presented properly once a solution in the exercise groups.
  • An exam is passed if you get at least 50% of the points.
  • The grading is based on the best result of the end-term and re-exam

LECTURER

Prof. Dr. Matthias Hein

Office Hours: Mo, 16-18, Do, 16-18

Organization:
Shyam Rangapuram
  srangapu@mpi-inf.mpg.de