What is Machine Learning?

  • Data + Algorithm -> predictive program.
  • Learn from past data, predict quantities on new, unseen data.

Three kinds of Learning

  • Supervised
  • Unsupervised
  • Reinforcement

Supervised learning

Training: Examples X_train together with labels y_train.

Testing: Given X_test, predict y_test.


  • Classification (spam, sentiment analysis, ...)
  • Regression (stocks, sales, ...)
  • Ranking (retrieval, search, ...)

Unsupervised Learning

Examples X. Learn something about X.


  • Dimensionality reduction
  • Clustering
  • Manifold learning

Reinforcement Learning

  • Learn from experience (not covered)


  • A robot learning to walk.
  • A car learning to park itself.