Monte Carlo guided Diffusion for Bayesian linear inverse problems
By Sylvain Le Corff
Appears in collection : Mathematics, Signal Processing and Learning / Mathématiques, traitement du signal et apprentissage
This course introduces fundamental concepts in machine learning and presents some classical approaches and algorithms. The scikit-learn library is presented during the practical sessions. The course aims at providing fundamental basics for using machine learning techniques. Class (4h) General Introduction to Machine Learning (learning settings, curse of dimensionality, overfitting/underfitting, etc.) Overview of Supervised Learning: True risk/Empirical risk, loss functions, regularization, sparsity, norms, bias/variance trade-off, PAC generalization bounds, model selection. Classical machine learning models: Support Vector Machines, Kernel Methods, Decision trees and Random Forests An introduction to uncertainty in ML: Gaussian Processes, Quantile Regression with RF Labs (4h) Introduction to scikit-learn Classical Machine learning Models with scikit-learn Uncertainty in ML