Machine Learning

Introduction to machine learning, correlation matrix and principal component analysis, linear regression with the least squares method, Bayesian classification, linear discriminant, logistic regression, cluster analysis, artificial neural networks MLP and RBF, support vector machines, combination of models, selection of variables.

#### Basic Information

Workload

60 hours

Requirements

Linear Algebra, Statistical Modeling

**Mandatory: **

- Hastie, Trevor, Robert Tibshirani, and Jerome Friedman, The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer.
- Kecman, Learning and Soft Computing MIT Press, 2001.
- R. O. Duda, P. E. Hart and D. G. Stork, Pattern Classification (2nd Edition) Wiley-Interscience, 2000

**Complementary: **

- Cherkassky and F. M. Mulier Learning from Data: Concepts, Theory, and Methods, Wiley-IEEE Press; 2 edition, 2007.
- K. P. Murphy, Machine Learning, A Probabilistic Perspective, MIT Press, 2012
- S. Theodoris and K. Koutroumbas, Pattern Recognition, 3rd edition, Academic Press, 2006
- C. M. Bishop, Pattern Recognition and Machine Learning, Springer, 2006.5.
- B. Schölkopf, A. J. Smola, Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond, MIT Press, 2001