University of Massachusetts Amherst
College of Information and Computer Sciences

COMPSCI 589

Machine Learning

Fall 2019

Course Description:

This course will provide an overview of Machine Learning concepts and techniques. For details on the material, please see the class schedule below.

Lectures: Monday & Wednesday 2:30-3:45pm in Hasbrouck Laboratory Addition (HASA) 20.

Credit: 3 units

Instructors:

Teaching assistants:

Junior TAs:

Graders:

Textbooks:

Grading:

Class materials will be posted to the Moodle course.

Discussions will happen on Piazza or over Moodle.

Class schedule and content:

Date Presenter Title Reading (announced after each lecture).
Textbook reading is mandatory, any papers are optional.
09/04/19 Rob Introduction and review of prerequisites
  • Definition of Machine Learning
  • Relationship to other fields
  • Course overview
  • Review: linear algebra
  • Review: probability and random variables
  • Bishop, Section 1.2.1-1.2.4 Probability Theory
09/09/19 Ina Classification: k-NN and decision trees
  • Learning problem formulation
  • Regression vs classification; supervised vs unsupervised; parametric vs nonparametric models
  • K-NN classifiers
  • Decision trees
  • ESL Section 2.3.2
  • ESL Section 2.5
09/11/19 Ina Probability and estimation
  • Random variable independence
  • Bayes rule
  • Estimators
  • Maximum likelihood estimator (MLE)
  • Maximum a posteriori estimator (MAP)
09/16/19 Ina Probabilistic classification
  • Conditional Independence
  • Naive Bayes
  • Gaussian Naive Bayes
09/18/19 Ina Linear Classifiers. Linear Discriminant Analysis (LDA)
  • Fitting linear responses
  • Fitting by least squares
  • Maximizing conditional likelihood
  • LDA - model class conditional densities as multivariate Gaussians
  • ESL 4.1-4.3 (p. 101-102, 106-110)
  • Bishop 4.1.1-4.1.4 Discriminant Functions
  • Bishop 4.2 Probabilistic Generative Models
Homework 1 out.
09/23/19 Ina Logistic Regression (LR)
  • Generative vs discriminative classifiers
  • Classification using the logistics function
  • Gradient methods to solve LR: gradient descent, stochastic gradient descent
  • MLE and MAP estimates for LR

Generalization and Evaluation
  • Training error and generalization error
  • Hypothesis space, model capacity
  • Generalization, overfitting, underfitting, bias-variance trade-off
  • Regularization, model selection, cross-validation
09/25/19 Rob Machine Learning Theory
  • Theoretical model of ML
  • Generalization bounds
  • Consistent learning
  • PAC learning
  • Anostic learning. Relationship to bia/variance tradeoff
  • Infinite hypothesis space. VC dimension. Sauer's lemma
09/30/19 Ina Support Vector Machines
  • Maximizing the margin
  • Hinge loss vs logistic loss
  • Basis expansions and kernels
  • The kernel trick
  • ESL Section 12.3
  • ESL Section 12.3.6 (p. 434-438)
  • Bishop 6.1, 6.2 (p. 291 - 299)
Homework 1 due. Homework 2 out.
10/02/19 Ina Ensemble Methods I
  • Introduction to ensembles
  • Bagging
  • Random forests
  • ESL Chapter 15 (p. 587-601)
10/07/19 Rob Ensemble Methods II
  • Boosting. Adaboost
  • Stacking
  • ESL Chapter 16 (p. 605-622)
  • Bishop Sections 14.3,14.4 (p. 657 - 665)
10/09/19 Ina Regression I
  • Linear regression
  • Ordinary least squares
  • ESL Sections 3.1, 3.2.1 (p. 43-51)
  • ESL Sections 3.4.1-3.4.3 (p. 61-73)
Homework 2 due. Homework 3 out.
10/14/19 Holiday - Columbus Day. Class will be held on Tuesday.
10/15/19 Ina Regression II
  • Regularization: ridge regression and the lasso
None in addition to the ones from the previous lecture.
10/16/19 Rob Revision for Midterm Exam. Before class, please attempt to solve past midterms (posted to Moodle)
10/21/19 Midterm exam. Everything up to and including ensemble methods, not including regression.
10/23/19 Rob Regression III
  • Regression trees
  • Feature selection
  • Kernel smoothing
  • ESL 6.1 and 6.2 (p. 191-200)
  • ESL 9.2.1, 9.2.2 (305-308)
10/28/19 Ina Deep Learning I: Intro and CNNs
  • The Multilayer Perceptron (MLP)
  • Convolutional Neural Networks (CNNs) for vision
Optional:
  • ESL 11.3 Neural Networks
10/29/19 Homework 3 due. Midterm grades out and re-grading requests open.
10/30/19 Ina Deep Learning II: Learning NNs
  • Training Neural Networks
  • Backpropagation
Optional:
  • ESL 11.4 Fitting Neural Networks
  • ESL 11.5 Some Issues in Training Neural Networks
11/04/19 Ina Deep Learning III: Sequential Deep Learning
  • recurrent neural networks (RNN)
  • long-term short-term memory (LSTM)
None.
End of midterm re-grading request period. Homework 4 out.
11/06/19 Ina Dimensionality reduction I
  • Linear dimensionality reduction
  • Singular Value Decomposition (SVD)
  • ESL Section 14.15.1 (p.534-536)
11/11/19 Holiday – Veterans’ Day.
11/13/19 Ina Dimensionality reduction II
  • Principal Component Analysis (PCA)
  • Connection between PCA and SVD
  • Bishop 12.1 Principal Component Analysis (p.559-569)
11/18/19 Ina Dimensionality reduction III
  • Sparse coding
  • Nonnegative matrix factorization
  • Independent Component Analysis (ICA)
  • ESL Section 14.6 (p.553-557)
  • ESL Section 14.7 (p.557-570)
11/20/19 Ina Dimensionality reduction IV
  • Kernel PCA
  • Spectral clustering
11/22/19 Homework 4 due. Homework 5 out.
11/25/19 Thanksgiving break.
11/27/19 Thanksgiving break.
12/02/19 Snow day. UMass was closed.
12/04/19 Rob Clustering
  • K-Means
  • Mixture models
  • Expectation Maximization (EM)
  • ESL 14.3.4 - 14.3.11 (k=means)
  • ESL 8.5 (EM)
Homework 5 due.
12/09/19 Students, Ina Revision I for Final Exam.
12/11/19 Students, Ina Revision II for Final Exam.
12/13/19 Final Exam. Everything up to and including the lecture on 12/04/19. Does not include the lecture on 12/11/19.

Exam exception policy: If you have any special needs/circumstances pertaining to an exam, you must talk to the instructor at least 2 weeeks before the exam.

Late homework policy: If you cannot turn in a homework on time, you will need to discuss with the instructor at least one day in advance.

Regrade policy: Any requests for regrading must be submitted within a week of receiving the grade and preferably discussed during office hours. Each TA will be responsible for a different part of the homework, as indicated when the assignment is issued, so please direct questions appropriately. Only contact the instructors after discussing the issue with the TAs.

Copyright/distribution notice: Many of the materials created for this course are the intellectual property of the course instructors and of the professors whose courses served as a basis for some of the lectures. This includes, but is not limited to, the syllabus, lectures and course notes. Except to the extent not protected by copyright law, any use, distribution or sale of such materials requires the permission of the instructor. Please be aware that it is a violation of university policy to reproduce, for distribution or sale, class lectures or class notes, unless copyright has been explicitly waived by the faculty member.