Lecture note 1. Supervised Learning, Discriminative Algorithms Part I Linear Regression ---------------------------------- page 3 1 LSM algorithm --------------------------------- page 4 2 The normal equations -------------------------- page 7 2.1 Matrix derivatives ---------------------- page 8 2.2 Least squares revisited ----------------- page 9 3 Probabilistic interpretation ------------------ page 11 4 Locally weighted linear regression ------------ page 13 Part II Classification and logistic regression -------------- page 16 5 Logistic regression --------------------------- page 16 6 Digression: The perceptron algorithm----------- page 19 7 Another algorithm for maximizing l()----------- page 20 Part III Generalize Linear Models ---------------------------- page 22 8 The exponential family ------------------------ page 22 9 Constructing GLMs ----------------------------- page 24 9.1 Ordinary Least Squares ------------------ page 25 9.2 Logistic Regression --------------------- page 26 9.3 Softmax Regresion ----------------------- page 26 Lecture note 2. Generative algorithms Part IV Generative Learning Algorithms ---------------------- page 1 1 Gaussian Discriminant Analysis ---------------- page 2 1.1 The Multivariate Normal Distribution ---- page 2 1.2 The Gaussian Discirminant Analysis ------ page 5 1.3 Discussion: GDA and Logistic Regression - page 6 2 Naive Bayes ----------------------------------- page 8 2.1 Laplace Smoothing ----------------------- page 11 2.2 Event Models for Text Classification ---- page 13 Lecture note 3. SVM Part V Support Vector Machines ----------------------------- page 1 1. Margins: Intuition --------------------------- page 1 2. Notation ------------------------------------- page 3 3. Functional and Geometric Margins ------------- page 3 4. The Optimal Margin Classifier ---------------- page 5 5. Lagrange Duality ----------------------------- page 7 6. Optimal Margin Classifiers ------------------- page 10 7. Kernels -------------------------------------- page 13 8. Regularization and the Non-separable case ---- page 19 9. The SMO algorithm ---------------------------- page 20 9.1 Coordinate Ascent ----------------------- page 21 9.2 SMO ------------------------------------- page 22 Lecture note 4. Learning Theory Part VI Learning Theory ------------------------------------- page 1 1. Bias/Variance Tradeoff ----------------------- page 1 2. Preliminaries -------------------------------- page 2 3. The Case of Fininte H (Hypothesis Class) ----- page 5 4. The Case of Infininte H (Hypothesis Class) --- page 8 Lecture note 5. Regularization and Model Selection Part VII Regularization and Model Selection ------------------ page 1 1. Cross Validation ----------------------------- page 2 2. Feature Selection ---------------------------- page 4 3. Bayesian Statistics and Regularization ------- page 6 Lecture note 6. The Perceptron Algorithm 1 The Perceptron and Large Margin Classifiers --- page 1 Lecture notoe 7(a). Unsupervised Learning, k-means clustering. The k-means Clustering Algorithm ---------------- page 1 Lecture note 7(b). Mixture of Gaussians Mixture of Gaussians and the EM Algorithm ------- page 1 Lecture note 8. The EM Algorithms Part IX The EM Algorithm 1. Jensen's Inequality -------------------------- page 1 2. The EM Algorithm ----------------------------- page 2 3. Mixture of Gaussian Revisited ---------------- page 6 Lecture note 9. Factor Analysis Part X Factor Analysis 1. Restrictions of Sigma ------------------------ page 2 2. Marginals and Conditionals of Gaussians ------ page 3 3. The Factor Analysis Model -------------------- page 4 4. EM for Factor Analysis ----------------------- page 6 Lecture note 10. Principal Components Analysis Part XI Principal Component Analysis ------------------------ page 1 Lecture note 11. Independent Components Analysis Part XII Independent Components Analysis --------------------- page 1 1. ICA Ambiguities ------------------------------ page 2 2. Densities and Linear Transformations --------- page 3 3. ICA Algorithm -------------------------------- page 4 Lecture note 12. Reinforcement Learning and Control Part XIII Reinforcement Learning and Control ------------------ page 1 1. Markov Decision Processes -------------------- page 2 2. Value Iteration and Policy Iteration --------- page 4 3. Learning a Model for an MDP ------------------ page 6 4. Continuous State MDPs ------------------------ page 7 4.1 Discretization -------------------------- page 8 4.2 Value Function Approximation ------------ page 10 4.2.1 Using a Model of Simulator -------- page 10 4.2.2 Fitted Value Iteration ------------ page 12