Machine Learning
Machine Learning
ee/2012/ml/
4. Ensemble Methods
Basics of Ensemble methods
Particle filters
The first block introduces the main methodology together with two basic machine learning tasks: classification and
prediction. In this block, machine learning is formulated as a minimisation task. That is, any learning algorithm must find a
configuration that minimises certain objective function. The following figure captures the most important mathematical
concepts used in the first block and a list of university courses that define or study these concept. Subjects with red
background are essential, orange subjects are good to know in order to fully appreciate the beauty of mathematical proofs,
light green marks subjects that are needed if you want to derive new results, dark green marks truly advanced treatments
or applications.
The second block mostly discuss how to choose a good objective function so that the optimisation procedure would yield a
reasonable output. It turns out that it is good to treat everything as randomised processes in order to find a good objective
function to minimise. Moreover, we can naturally embed our background knowledge into the machine learning method.
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