This graduate-level textbook introduces fundamental concepts and methods in machine learning. It describes several important modern algorithms, provides the theoretical underpinnings of these algorithms, and illustrates key aspects for their application. The authors aim to present novel theoretical tools and concepts while giving concise proofs even for relatively advanced topics.
Foundations of Machine Learning fills the need for a general textbook that also offers theoretical details and an emphasis on proofs. Certain topics that are often treated with insufficient attention are discussed in more detail here; for example, entire chapters are devoted to regression, multi-class classification, and ranking. The first three chapters lay the theoretical foundation for what follows, but each remaining chapter is mostly self-contained. The appendix offers a concise probability review, a short introduction to convex optimization, tools for concentration bounds, and several basic properties of matrices and norms used in the book.
The book is intended for graduate students and researchers in machine learning, statistics, and related areas; it can be used either as a textbook or as a reference text for a research seminar.
Mehryar Mohri is Professor of Computer Science at New York University's Courant Institute of Mathematical Sciences and a Research Consultant at Google Research.
Afshin Rostamizadeh is a Research Scientist at Google Research.
Ameet Talwalkar is a National Science Foundation Postdoctoral Fellow in the Department of Electrical Engineering and Computer Science at the University of California, Berkeley.
Two of the authors co-wrote The Elements of Statistical Learning (Hastie, Tibshirani and Friedman, 2nd edition 2009), a popular reference book for statistics and machine learning researchers. An Introduction to Statistical Learning covers many of the same topics, but at a level accessible to a much broader audience. This book is targeted at statisticians and non-statisticians alike who wish to use cutting-edge statistical learning techniques to analyze their data. The text assumes only a previous course in linear regression and no knowledge of matrix algebra.
Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach.
The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package—PMTK (probabilistic modeling toolkit)—that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.
The goal of machine learning is to program computers to use example data or past experience to solve a given problem. Many successful applications of machine learning exist already, including systems that analyze past sales data to predict customer behavior, optimize robot behavior so that a task can be completed using minimum resources, and extract knowledge from bioinformatics data. Introduction to Machine Learning is a comprehensive textbook on the subject, covering a broad array of topics not usually included in introductory machine learning texts. Subjects include supervised learning; Bayesian decision theory; parametric, semi-parametric, and nonparametric methods; multivariate analysis; hidden Markov models; reinforcement learning; kernel machines; graphical models; Bayesian estimation; and statistical testing.
Machine learning is rapidly becoming a skill that computer science students must master before graduation. The third edition of Introduction to Machine Learning reflects this shift, with added support for beginners, including selected solutions for exercises and additional example data sets (with code available online). Other substantial changes include discussions of outlier detection; ranking algorithms for perceptrons and support vector machines; matrix decomposition and spectral methods; distance estimation; new kernel algorithms; deep learning in multilayered perceptrons; and the nonparametric approach to Bayesian methods. All learning algorithms are explained so that students can easily move from the equations in the book to a computer program. The book can be used by both advanced undergraduates and graduate students. It will also be of interest to professionals who are concerned with the application of machine learning methods.