Introduction to Machine Learning (NYU Paris, Spring 2020)
Machine Learning is getting more and more important these days with applications ranging from autonomous driving to computer assisted medicine, including weather or financial forecasting. In this class we will study the mathematical foundations of the current machine learning algorithms.
We will cover the main models from both supervised learning including linear and non linear regression and classification (kernel methods, support vector machine, neural networks) and unsupervised learning (including clustering, gaussian mixtures, self organizing maps, principal and independent component analysis and non linear dimensionality reduction)
We will review basic concepts in probability and statistics. We will discuss Bayesian vs frequentist statistics and model/parameter inference, as well as sampling methods.
Finally, we will also discuss the important question of model assessment and selection.
The class will follow the structure
1. Lectures (introduction of the new material that will be needed during the lab sessions and for the assignements)
2. Programming (lab) sessions, (you have the opportunity to apply what you have learned during the lecture, and you can ask all the questions you want to make sure you understand everything before the assignement)
3. Assignments (You are given a new problem and you are evaluated on your ability to use the course material to solve this new problem)
Schedule and Classroom
Lecture: Tuesday/Thursday, 12.30pm – 1.45pm, Room 401
Recitations: Thursday 2.15pm – 3.45pm. Room 401
Office hour: Tuesday 2.15pm – 3.45pm
Assignments policy
Except if explicitely stated otherwise, assignments are due at the beginning of each class.
Current (temporary) version of the notes: Lecture notes as well as the list of sections for the Final
Practice (theory) Questions for each exam can be found by clicking on those exams below
Exam : 60% of the grade (30% midterm, 30% final)
Assignments : 30 % of the grade (Tentative schedule below)
Final Project : 10 % of the grade (Tentative schedule below, List of suggestions, Poster guidelines)
The Github page for the class will be hosted at https://github.com/acosse/IntroMLFall2020/ and will be used for the lab and the assignments. You can also click on each “Lab” in the schedule below and this will redirect you to the github page.
Tentative schedule:
Legend: Lab sessions are in green, Homeworks are in red (right side of the table), dates related to the project are in orange.
Week #  date  Topic  Assignements  
Week 1  09/01, 09/03  General Intro + reminders on proba and inference.
Part I, 
Readings 

Part I : supervised Learning  
Week 2  09/08, 09/10  Linear and logistic regression, regularization and Compressed sensing Linear Classification Part I, Part II, Note on the BiasVariance tradeoff Lab 1, Solution Q1 
Assign. 1, Readings Solutions 

Week 3  09/22, 09/24 
Linear and logistic regression, Linear Classification (Part II) Lab 2, Class Demo 
Readings 

Week 4  09/29, 10/01  Non Linear classification, Kernel methods, SVM, Parts I & 2
Lab 3 
Assign. 2, Readings
Solutions 

Week 5  10/06, 10/08  Neural Networks, Optimization, Stochastic Optimization, Deep learning, Part I
Lab 4 (Part I) / Solutions 
Readings  
Week 6  10/13, 10/15  Lab 2: Non Linear regression and classification, Neural Nets
Lab 5 Zoom Slides 
Project choice
MidTerm Revisions 

Part II : Unsupervised Learning  
Week 7  10/20, 10/22  Clustering, Linear Latent variable models Slides
Lab 6 
Readings 

Week 8  10/27, 10/29  Linear Latent variable models (Part II), PCA, ICA, GMM, EM algorithm, Non linear LVM, Part I Part II 

Week 9  11/03, 11/05  Non Linear LVM and Manifold Learning Parts 1&2
Lab 7 
Readings 

Week 10  11/10, 11/12  Lab 3: Unsupervised Learning  Assign. 3, Readings Solutions 

Week 12  11/17, 11/19  Generalization, complexity and VC Theory  
Week 13  11/24, 11/26  Probabilistic models, HMM, Bayesian Nets  

Week 14  12/01, 12/03  Advanced topics, Reinforcement Learning, Adversarial Learning, Part I 
Assign. 4


Week 15  12/08, 12/10  Revisions  
Week 16  12/15, 12/17  Project Presentations 
 The elements of Statistical Learning, Hastie, Tibshirani, Friedman
 Pattern Recognition and Machine Learning, Bishop
 Machine Learning, a probabilistic perspective, Murphy
 Non linear dimensionality reduction, Lee, Verleysen.
Lab Sessions and programming policy
The lab sessions will require you to do some programming. It is strongly recommended to use python as it is more flexible and will be useful to you when moving to pytorch later on for more advanced machine learning methods requiring GPU processing.
Downloading and getting started with Python.
 Start by downloading anaconda: https://www.anaconda.com/download/#macos
 If you don’t have a text editor yet, you can download sublime text (see interesting keyboard shortcuts here)
Data sets can be downloaded on the following websites: