Machine Learning

Machine Learning

A Bayesian and Optimization Perspective

2nd Edition - February 19, 2020

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  • Author: Sergios Theodoridis
  • eBook ISBN: 9780128188040

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Machine Learning: A Bayesian and Optimization Perspective, 2nd edition, gives a unified perspective on machine learning by covering both pillars of supervised learning, namely regression and classification. The book starts with the basics, including mean square, least squares and maximum likelihood methods, ridge regression, Bayesian decision theory classification, logistic regression, and decision trees. It then progresses to more recent techniques, covering sparse modelling methods, learning in reproducing kernel Hilbert spaces and support vector machines, Bayesian inference with a focus on the EM algorithm and its approximate inference variational versions, Monte Carlo methods, probabilistic graphical models focusing on Bayesian networks, hidden Markov models and particle filtering. Dimensionality reduction and latent variables modelling are also considered in depth. This palette of techniques concludes with an extended chapter on neural networks and deep learning architectures. The book also covers the fundamentals of statistical parameter estimation, Wiener and Kalman filtering, convexity and convex optimization, including a chapter on stochastic approximation and the gradient descent family of algorithms, presenting related online learning techniques as well as concepts and algorithmic versions for distributed optimization. Focusing on the physical reasoning behind the mathematics, without sacrificing rigor, all the various methods and techniques are explained in depth, supported by examples and problems, giving an invaluable resource to the student and researcher for understanding and applying machine learning concepts. Most of the chapters include typical case studies and computer exercises, both in MATLAB and Python. The chapters are written to be as self-contained as possible, making the text suitable for different courses: pattern recognition, statistical/adaptive signal processing, statistical/Bayesian learning, as well as courses on sparse modeling, deep learning, and probabilistic graphical models. New to this edition: Complete re-write of the chapter on Neural Networks and Deep Learning to reflect the latest advances since the 1st edition. The chapter, starting from the basic perceptron and feed-forward neural networks concepts, now presents an in depth treatment of deep networks, including recent optimization algorithms, batch normalization, regularization techniques such as the dropout method, convolutional neural networks, recurrent neural networks, attention mechanisms, adversarial examples and training, capsule networks and generative architectures, such as restricted Boltzman machines (RBMs), variational autoencoders and generative adversarial networks (GANs). Expanded treatment of Bayesian learning to include nonparametric Bayesian methods, with a focus on the Chinese restaurant and the Indian buffet processes.

Key Features

  • Presents the physical reasoning, mathematical modeling and algorithmic implementation of each method
  • Updates on the latest trends, including sparsity, convex analysis and optimization, online distributed algorithms, learning in RKH spaces, Bayesian inference, graphical and hidden Markov models, particle filtering, deep learning, dictionary learning and latent variables modeling
  • Provides case studies on a variety of topics, including protein folding prediction, optical character recognition, text authorship identification, fMRI data analysis, change point detection, hyperspectral image unmixing, target localization, and more


Researchers and graduate students in electronic engineering, mechanical engineering, computer science, applied mathematics, statistics, medical imaging

Table of Contents

  • 1. Introduction
    2. Probability and stochastic Processes
    3. Learning in parametric Modeling: Basic Concepts and Directions
    4. Mean-Square Error Linear Estimation
    5. Stochastic Gradient Descent: the LMS Algorithm and its Family
    6. The Least-Squares Family
    7. Classification: A Tour of the Classics
    8. Parameter Learning: A Convex Analytic Path
    9. Sparsity-Aware Learning: Concepts and Theoretical Foundations
    10. Sparsity-Aware Learning: Algorithms and Applications
    11. Learning in Reproducing Kernel Hilbert Spaces
    12. Bayesian Learning: Inference and the EM Algorithm
    13. Bayesian Learning: Approximate Inference and nonparametric Models
    14. Montel Carlo Methods
    15. Probabilistic Graphical Models: Part 1
    16. Probabilistic Graphical Models: Part 2
    17. Particle Filtering
    18. Neural Networks and Deep Learning
    19. Dimensionality Reduction and Latent Variables Modeling

Product details

  • No. of pages: 1160
  • Language: English
  • Copyright: © Academic Press 2020
  • Published: February 19, 2020
  • Imprint: Academic Press
  • eBook ISBN: 9780128188040

About the Author

Sergios Theodoridis

Sergios Theodoridis
Sergios Theodoridis is professor of machine learning and signal processing with the National and Kapodistrian University of Athens, Athens, Greece and with the Chinese University of Hong Kong, Shenzhen, China. He has received a number of prestigious awards, including the 2014 IEEE Signal Processing Magazine Best Paper Award, the 2009 IEEE Computational Intelligence Society Transactions on Neural Networks Outstanding Paper Award, the 2017 European Association for Signal Processing (EURASIP) Athanasios Papoulis Award, the 2014 IEEE Signal Processing Society Education Award, and the 2014 EURASIP Meritorious Service Award. He has served as president of EURASIP and vice president for the IEEE Signal Processing Society and as Editor-in-Chief IEEE Transactions on Signal processing. He is a Fellow of EURASIP and a Life Fellow of IEEE. He is the coauthor of the best selling book Pattern Recognition, 4th edition, Academic Press, 2009 and of the book Introduction to Pattern Recognition: A MATLAB Approach, Academic Press, 2010.

Affiliations and Expertise

professor of machine learning and signal processing with the National and Kapodistrian University of Athens, Athens, Greece and with the Chinese University of Hong Kong, Shenzhen, China.

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