ELEN0062  Introduction to machine learning (iML)
Listening to the data is important… but so is experience and intuition. After all, what is intuition at its best but large amounts of data of all kinds filtered through a human brain rather than a math model?
Steve Lohr
Informations
Schedule
/  18 Sep. 2019  
Assignment  25 Sep. 2019 
First assignment
Python resources: 
Q&A  02 Oct. 2019  
Q&A  09 Oct. 2019  
Q&A  16 Oct. 2019  
Deadline  20 Oct. 2019 
Don't forget to submit your first assignment 
Assignment 
23 Oct. 2019 
Second assignment (Antonio Sutera is the reference TA for this assignment) 
Feedback  13 Nov. 2019  
Deadline 
17 Nov. 2019 
Don't forget to submit your second assignment. 
Assignment  20 Nov. 2019 
See below for information regarding the third assignment 
Deadline 
27 Nov. 2019  [Setup] Find a group, register for the third assignment, register on Kaggle, download the data, make the toy submission. 
Deadline 
13 Dec. 2019  End of challenge 
Deadline 
15 Dec. 2019  Don't forget to submit your report regarding the challenge. 
Deadline  TBA  Presentations 
Third assignment: the challenge
The third project is organized in the form a challenge, where you will compete against each other. All the relevant information can be found on the Kaggle plateform which will hold the challenge.
The project is divided into four parts. All the deadlines can be found in the schedule section above.

Setup for the project
 Create an account on the Kaggle platform. Use your real name so that we can identify you.
 Use the link given in the mail to enter the challenge. If you did not receive the email, contact us.
 Form groups of two and register them on the submission platform.
 Test the toy example.
 Propose the best model you can before the competition deadline.
 Submit an archive on the submission platform in
tar.gz
format, containing a report that describes the different steps of your approach and your main results along with your source code. Use the same ids as for the Kaggle platform. The report must contain the following information: A detailed description of all the approaches that you have used to win the challenge, including the feature engineering you performed.
 A detailed description of your hyperparameters optimization approach and your model validation technique.
 A detailed description of how you proceeded to estimate the AUC of your final models and a comparison with the actual value.
 A table summarizing the performance of your differents approaches containing for each approach at least the name of the approach, the validation score, the score on the public and the private leaderboard.
 Any complementary information or figures that you want to mention.
 Present succinctly your approach to the rest of the class. (More information coming soon)
Have fun!
How to present data
Presenting data well is key to efficient communication. Here are a few pointers:
 How to Present Scientific Data
 A few additional thoughts
 A more thorough tour
 How To Present Research Data?
 Principles of data visualization
Installing Anaconda
There are many ways to install Python on a computer and get all the libraries needed. One quick way is to install anaconda, which comes with all the libraries we will need.
 Get the anaconda installer for your operating system. Make sure you install a Python 3.5+ version.
 Open a Python console:
 From a unix command line:
python
 Or open
spyder
IDE, which comes with anaconda 
Run the following commands:
import numpy as np import pandas as pd import sklearn import scipy print(np.__version__) print(pd.__version__) print(sklearn.__version__) print(scipy.__version__)
ipython
interpreter, which is much easier to work with.
Cheat sheet for ML in Python
Check out datacamp for more.
Supplementary material
Here is a very scarce list of supplementary material related to the field of machine learning. I tend to update this section when I come across interesting stuff but if you feel like you need more material on some topic, do not hesitate to ask!
Machine learning in general
There are tons of online and accessible material in the domain of machine learning: Andrew Ng's online course (Standford): The most popular online course on ML. Archived from coursera.
 Pedro Domingos' online course (Washington).
 Reza Shadmehr (Baltimore) and his slides.
 Jeffrey Ullman's course on mining massive datasets (Standford) based on his reference book. Not everything is related to the course though.
Linear regression
The geometry of Least Squares (1 variable)
Note that the ANOVA is a special case of linear models where the input variables are dummy onehot class variables. Consequently, the basis vector of the column space are orthogonal and the problem reduces to many 1 variable least squares.Artifical neural networks
There have been three hypes about ANN. The first one was about the perceptrons in the 60s until it was discovered it could not solve a XOR problem. The second hype started with the discovery of backpropagation but it soon became clear that the large and/or deep neural nets were very hard to train. We are in the midts of the third one right now with "deep learning": neural nets with several (many) invisible layers. As a consequence, internet is bursting with resource on the topic, from the simplest models (multilayer perceptron) to the most advanced architectures (such as GANs), going through more classical ones (such as Convnets and LSTM). Graham Taylor: An Overview of Deep Learning and Its Challenges for Technical Computing (2014)
 Geoffrey Hinton: Introduction to Deep Learning and Deep Belief Nets (2012)
 Geoffrey Hinton: The Next Generation of Neural Networks (2007)
 Leon Bottou: Multilayer Networks series
 A simplified version of Backprop illustrated.
 An illustrated taxonomy of learning networks.
Learning theory (Bias/Variance...)
Support Vector Machines
 Visualizing the kernel trick
 A couple of videos about constraint optimization (by Khan Academy):
Unsupervised learning
Misc.
There are many YouTube channels about ML. Here are a few: Sentex: A bit of everything
 Derek Kane: A bit of everything
 Welch Labs: A few videos about Neural Nets
 Two minutes papers: Many articles relate to (applications of) ML
 Siraj Raval (this guy is crazy)
 Introductory online course on ML (covers linear/logistic regression, decision trees/random forests, basics on neural networks and a clustering).
Prerequisites
Machine learning requires a solid background in maths, especially in linear algebra, (advanced) probability theory and (multivariable) calculus. There are even more resources on those than on deep learning. Here is a short selection, which emphasizes intuition.
Linear algebra
 3 brown 1 blue serie on linear algebra
 If you prefer paper (or PDF): Practical Linear Algebra: A Geometry Toolbox 2nd Edition by Farin, Gerald, Hansford, Dianne. A K Peters/CRC Press (2004)
Calculus
 3 brown 1 blue serie on calculus. Saddly, it does not go on to multivariable calculus.
 Khan academy serie
 If you prefer paper (or PDF): Calculus: Concepts and contexts 4th Edition by Stewart, James. (Also available in french)