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Machine Learning

ECTS : 5

Volume horaire : 36

Description du contenu de l'enseignement :

Volume horaire : 
CM : 18h
TD : 18h

  1. Introduction
    1. What is Machine Learning
    2. A simple method: k-nearest neighbors
    3. Evaluation of classifiers
    4. Maximum Likelihood and Maximum A posteriori
  2. Generative Learning
    1. Maximizing the Likelihood of the examples
    2. Linear Discriminant Analysis and Naive Bayes
  3. Discriminative Learning
    1. Maximizing the likelihood and the a posteriori probability of labels
    2. Logistic Regression
    3. Stochastic gradient descent (SGD)
    4. SGD for generalized linear models
    5. Beyond linearity: kernelization of the SGD
  4. Unsupervised Learning
    1. Learning latent models: the Expectation-Maximization Algorithm
    2. clustering: k-means, DBscan
    3. Learning probability density functions: mixtures of gaussians
  5. Introduction to Bayesian Learning
    1. Bayesian Linear Regression
    2. Laplace method
  6. Introduction to Neural Networks

Compétence à acquérir :

Understand most useful machine learning algorithms

Mode de contrôle des connaissances :

CC+Examen

Bibliographie, lectures recommandées :

- Friedman, Tibshirani, Hastie. The Elements of Statistical Learning
- Chloé Azencott. Introduction au Machine Learning
- Cornuéjols, Miclet. Apprentissage artificiel: Concepts et algorithmes

Université Paris Dauphine - PSL - Place du Maréchal de Lattre de Tassigny - 75775 PARIS Cedex 16 - 21/11/2024