Pennsylvania State University

Pennsylvania State University

Principles of Machine Learning

Study Guide

Please Note: Lecture notes will be updated after the lecture.


Week 1 (January 9, 2017)


Overview of the course. Computational models of intelligence. Overview of machine learning. Why should machines learn? Operational definition of learning. Taxonomy of machine learning.

Review of probability theory and random variables. Probability spaces. Ontological and epistemological commitments of probabilistic representations of knowledge. Bayesian (subjective view of probability) -- Probabilities as measures of belief conditioned on the agent's knowledge. Possible world interpretation of probability. Axioms of probability. Conditional probability. Bayes theorem. Random Variables. Discrete Random Variables as functions from event spaces to Value sets. Possible world interpretation of random variables. Review of probability theory, random variables, and related topics (continued). Joint Probability distributions. Conditional Probability Distributions. Conditional Independence of Random variables. Pair-wise independence and independence.

Required readings

Recommended Readings

Additional Information

  • AAAI Machine Learning Topics Page
  • Jaynes, E.T. Probability Theory: The Logic of Science, Cambridge University Press, 2003.
  • Cox, R.T. The Algebra of Probable Inference, The Johns Hopkins Press, 1961.
  • Boole, G. The Laws of Thought, (First published: 1854). Prometheus Books, 2003.
  • Feller, W. An Introduction to Probability Theory and its Applications. Vols 1, 2. New York: Wiley. 1968.


Week 2 (Beginning January 16, 2017)

Decision theoretic models of classification. Bayes optimal classifier. Naive Bayes Classifier. Applications of Naive Bayes Classifiers - Sequence and Text Classification. Maximum Likelihood Probability Estimation. Properties of Maximum Likelihood Estimators. Limitations of Maximum Likelihood Estimators. Bayesian Estimation. Conjugate Priors. Bayesian estimation in the multinomial case using Dirichlet priors. Maximum A posteriori Estimation. Representative applications of Naive Bayes classifiers.

Evaluation of classifiers. Accuracy, Precision, Recall, Correlation Coefficient, ROC curves.

Evaluation of classifiers -- estimation of performance measures; confidence interval calculation for estimates; cross-validation based estimates of hypothesis performance; leave-one-out and bootstrap estimates of performance; comparing two hypotheses; hypothesis testing; comparing two learning algorithms.

Required readings

Recommended Readings

Additional Information


Week 3 (Beginning Jan 23 2017)

Introduction to Artificial Neural Networks and Linear Discriminant Functions. Threshold logic unit (perceptron) and the associated hypothesis space. Connection with Logic and Geometry. Weight space and pattern space representations of perceptrons. Linear separability and related concepts. Perceptron Learning algorithm and its variants. Convergence properties of perceptron algorithm. Winner-Take-All Networks.

Required Readings

Recommended Readings

Additional Information

  • Nilsson, N. J. Mathematical Foundations of Learning Machines. Palo Alto, CA: Morgan Kaufmann (1992).
  • Minsky, M. amd Papert, S. Perceptrons: Introduction to Computational Geometry. Cambridge, MA: MIT Press (1988).
  • McCulloch, W. Embodiments of Mind. Cambridge, MA: MIT Press.


Week 4 (Beginning January 30, 2017)

Generative versus Discriminative Models for Classification. Bayesian Framework for classification revisited. Naive Bayes classifier as a generative model. Relationship between generative models and linear classifiers. Additional examples of generative models. Generative models from the exponential family of distributions. Generative models versus discriminative models for classification.

Required Readings

Recommended Readings

Additional Information


Week 5 (Beginning February 6, 2017)

Topics in Computational Learning Theory

Probably Approximately Correct (PAC) Learning Model. Efficient PAC learnability. Sample Complexity of PAC Learning in terms of cardinality of hypothesis space (for finite hypothesis classes). Some Concept Classes that are easy to learn within the PAC setting.

Efficiently PAC learnable concept classes. Sufficient conditions for efficient PAC learnability. Some concept classes that are not efficiently learnable in the PAC setting.

Required readings

Recommended Readings

Additional Information


Week 6 (beginning February 13, 2017).

Making hard-to-learn concept classes efficiently learnable -- transforming instance representation and hypothesis representation. Occam Learning Algorithms. Mistake bound analysis of learning algorithms. Mistake bound analysis of online algorithms for learning Conjunctive Concepts. Optimal Mistake Bounds. Version Space Halving Algorithm. Randomized Halving Algorithm. Learning monotone disjunctions in the presence of irrelevant attributes -- the Winnow and Balanced Winnow Algorithms. Multiplicative Update Algorithms for concept learning and function approximation. Weighted majority algorithm. Applications.

Required readings

Recommended Readings

Additional Information

  • Kearns, M. and Vazirani, U. (1994). An Introduction to Computational Learning Theory, MIT Press.


Week 7 (Beginning February 20, 2017)

PAC learnability of infinite concept classes. Vapnik-Chervonenkis (VC) Dimension. Some properties of VC dimension. Example of VC dimension calculations. Sample complexity expressed in terms of VC dimension. Learnability of concepts when the size of the target concept is unknown. PAC-learnability in the presence of noise - attribute noise, label noise, malicious noise.

Required readings


Week 8 (Beginning February 27, 2017)

Ensemble Classifiers. Techniques for generating base classifiers; techniques for combining classifiers. Committee Machines and Bagging. Boosting. The Adaboost Algorithm. Theoretical performance of Adaboost. Boosting in practice. When does boosting help? Why does boosting work? Boosting and additive models. Loss function analysis. Boosting of multi-class classifiers. Boosting using classifiers that produce confidence estimates for class labels. Boosting and margin. Variants of boosting - generating classifiers by changing instance distribution; generating classifiers by using subsets of features; generating classifiers by changing the output code. Further insights into boosting.

Learning under helpful distributions. Kolmogorov Complexity and Universal distribution. Learnabiliy under universal distribution implies learnability under every enumerable distribution.

Required readings

Recommended Readings


Spring Break


Week 9 (Beginning March 12, 2017), Week 10 (Beginning March 19, 2017)

Maximum Margin Classifiers. Empirical risk and Risk bounds for linear classifiers. Vapnik's bounds on Misclassification rate (error rate). Minimizing misclassification risk by maximizing margin. Formulation of the problem of finding margin maximizing separating hyperplane as an optimization problem. Kernel Machines. Kernel Functions. Properties of Kernel Functions. Kernel Matrices. How to tell a good kernel from a bad one. How to construct kernels.

From Kernel Machines to Support Vector Machines.

Introduction to Lagrange/Karush-Kuhn-Tucker Optimization Theory. Optimization problems. Linear, quadratic, and convex optimization problems. Primal and dual representations of optimization problems. Convex Quadratic programming formulation of the maximal margin separating hyperplane finding problem. Characteristics of the maximal margin separating hyperplane. Implementation of Support Vector Machines.

Required Readings

Recommended Readings

Additional Information


Week 11 (Beginning March 26, 2017) through Week 13 (Beginning April 10, 2017)

Probabilistic Graphical Models. Bayesian Networks.

Independence and Conditional Independence. Exploiting independence relations for compact representation of probability distributions. Introduction to Bayesian Networks. Semantics of Bayesian Networks. D-separation. D-separation examples. Answering Independence Queries Using D-Separation tests. Probabilistic Inference Using Bayesian Networks. Bayesian Network Inference. Approximate inference using stochastic simulation (sampling, rejection sampling, and liklihood weighted sampling

Learning Bayesian Networks from Data. Learning of parameters (conditional probability tables) from fully specified instances (when no attribute values are missing) in a network of known structure (review).

Learning Bayesian networks with unknown structure -- scoring functions for structure discovery, searching the space of network topologies using scoring functions to guide the search, structure learning in practice, Bayesian approach to structure discovery, examples.

Learning Bayesian network parameters in the presence of missing attribute values (using Expectation Maximization) when the structure is known; Learning networks of unknown structure in the presence of missing attribute values.

Some special classes of probabilistic graphical models. Markov models, mixture models.

Probabilistic Relational Models

Required readings

Recommended Readings


Week 14 (Beginning April 17, 2017) Function Approximation and Deep Neural Networks

Bayesian Recipe for function approximation and Least Mean Squared (LMS) Error Criterion. Introduction to neural networks as trainable function approximators. Function approximation from examples. Minimization of Error Functions. Derivation of a Learning Rule for Minimizing Mean Squared Error Function for a Simple Linear Neuron. Momentum modification for speeding up learning. Introduction to neural networks for nonlinear function approximation. Nonlinear function approximation using multi-layer neural networks. Universal function approximation theorem. Derivation of the generalized delta rule (GDR) (the backpropagation learning algorithm).

Generalized delta rule (backpropagation algorithm) in practice - avoiding overfitting, choosing neuron activation functions, choosing learning rate, choosing initial weights, speeding up learning, improving generalization, circumventing local minima, using domain-specific constraints (e.g., translation invariance in visual pattern recognition), exploiting hints, using neural networks for function approximation and pattern classification. Relationship between neural networks and Bayesian pattern classification. Variations -- Radial basis function networks. Learning non linear functions by searching the space of network topologies as well as weights.

Lazy Learning Algorithms. Instance based Learning, K-nearest neighbor classifiers, distance functions, locally weighted regression. Relative advantages and disadvantages of lazy learning and eager learning.

Introduction to deep learning, Stacked Auto-encoders.

Required readings

Recommended Readings