This is an introductory course in machine learning (ML) that covers the basic theory, algorithms, and applications. ML is a key technology in Big Data, and in many financial, medical, commercial, and scientific applications. It enables computational systems to adaptively improve their performance with experience accumulated from the observed data. ML has become one of the hottest fields of study today, taken up by graduate and undergraduate students from 15 different majors at Caltech. This course balances theory and practice, and covers the mathematical as well as the heuristic aspects. The lectures follow each other in a story-like fashion, with the main topics listed below.

Yaser S. Abu-Mostafa is a Professor of Electrical Engineering and Computer Science at the California Institute of Technology. His main fields of expertise are machine learning and computational finance.

A real Caltech course, not a watered-down version.