CS2004 · Diploma / Data Science · 4 credits

Machine Learning Foundations

Linear algebra, probability and optimisation lenses on machine learning — the mathematical foundations before the algorithms.

Instructor Prof. Harish G. Ramaswamy, Prof. Arun Rajkumar & Prof. Prashanth LA Term Every term Prereq MFDS + Stats

§ 1Calendar

  • Quiz 1—
  • Quiz 2—
  • End-term examination—

§ 2Previous Year Questions

§ 3Resources

Course material2

Notes7

Books2

  • MLF textbook

    The course textbook as a PDF.

    drive.google.comby B R Giri SubrahmanyaIITM login required
  • Books folder

    Reference books for the course.

    drive.google.comIITM login required

TA resources3

CS2004 · Diploma / Data Science · 4 credits

Syllabus

The official course syllabus, transcribed from the IITM BS Data Science & Applications course booklet.

§ 1Course Description

This course lays the foundation for subsequent machine learning courses by covering essential concepts that, while not strictly part of machine learning, are crucial for a comprehensive understanding of the field

Lectures-Tutorials-Practicals-Credits: 4-0-0-4

§ 2Faculty

§ 3Week-by-week

Week 1: Introduction to ML - data, models, tasks; Supervised (regression, classification); Unsupervised (dimensionality reduction, density estimation); Applications.

Week 2: Sets and functions; Calculus - univariate (derivatives, applications), multivariate (lines, planes, approximations).

Week 3: Four fundamental subspaces; Orthogonality and orthogonal subspaces; Projections; Least squares and projections onto subspaces.

Week 4: Linear and polynomial regression; Eigenvalues and eigenvectors; Matrix diagonalization; Orthogonal diagonalization.

Week 5: Complex matrices; Hermitian and unitary matrices; Diagonalization.

Week 6: SVD; Examples and applications; Positive definiteness; Geometric interpretation.

Week 7: Principal Component Analysis - variance maximization; High-dimensional data; Applications.

Week 8: Optimization - gradient descent; Taylor series; Multivariate methods; ML foundations.

Week 9: Constrained Optimization and Lagrange multipliers. Projected gradient descent; Convexity - convex sets and functions; Properties of convex functions.

Week 10: Convex optimization - properties, applications; Primal-dual problems; Karush-Kuhn-Tucker conditions; Linear programming.

Week 11: Continuous random variables - conditional pdf, expectation; Multiple and independent variables; Transformations; Common distributions.

Week 12: Multivariate distributions; MLE; GMM and EM; Laws of large numbers and CLT.