- Markov Chains : existence and convergence to the stationary distribution with application to PageRank; learning (maximum likelihood principle); prediction. Lab works : learning n-th order markov models from a text corpus for sentence completion.
- Clustering : K-means; Fuzzy K-means; Spectral / Graph clustering. Lab works : community detection in Facebook friends.
- Mixture Models : non linearity through mixture of linear models; Expectation-Maximization (maximization in closed form or with gradient ascent on the likelihood); mixtures of Gaussian for clustering; mixtures of logits for classifications. Lab works : implementation of EM for the mixtures of logits, evaluation on synthetic data.
- Dimensionality reduction : principal component analysis; linear discriminant analysis; k-nearest neighboors. Lab works : face recognition with PCA + k-NN
- Support Vector Machine : derivation of primal and dual form with Lagrangian; introduction to slack variables; Lab works : introduction to kernel for SVM on synthetic data.
- Multi-class classification : one-vs-all, one-vs-one.
- Kernel methods : kernel definition; scalar product in feature space; kernel as a way to introduce non linearity; SVM with kernel; PCA with kernel and linear regression with kernel. Kernel PCA for face recognition.
- Boosting : combine weak linear models to get non linearity. Lab works : AdaBoost for face detection.
Teaching
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