## About the Course and Prerequisites

Machine learning explores the study and construction of algorithms that can learn from data. This study combines ideas from both computer science and statistics. The study of learning from data is playing an increasingly important role in numerous areas of science and technology.

This course is designed to provide a thorough grounding in the fundamental methodologies and algorithms of machine learning. The topics of the course draw from classical statistics, from machine learning, from data mining, from Bayesian statistics, and from optimization.

Prerequisites: Students entering the class should be comfortable with programming and should have a pre-existing working knowledge of linear algebra, probability, statistics and algorithms. For a brief refresher you may consult:

• Linear algebra review by Zico Kolter and Chuong Do
• Murphy Chapter 2: Probability 2.1-2.6, 2.8 in the required textbook

## Textbook

The required textbook will be (should be available at U Bookstore by start of class):

• Machine Learning: A Probabilistic Perspective, Kevin Murphy.
• Material in the optional textbooks may also be helpful. All of the following are either free on the authors' webpages or are available to UW students on the campus network.

• The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Trevor Hastie, Robert Tibshirani, Jerome Friedman. Aesthetically beautiful with plenty of algorithms, examples, theory, and intuition.
• Computer Age Statistical Inference: Algorithms, Evidence and Data Science, Bradley Efron, Trevor Hastie. Includes material like the Bootstrap and false-discovery-rate control that other books overlook.
• Machine learning is a marriage of statistics and algorithms. Algorithms more often than not involve an optimization program, thus the following resources may be useful:
• Numerical Optimization, Nocedal, Wright (must be on UW network to access Springerlink). Practical algorithms and advice for general optimization problems.
• Convex Optimization: Algorithms and Complexity, Sébastien Bubeck. Elegant proofs for the most popular optimization procedures used in machine learning.

• ## Discussion Forum and Email Communication

IMPORTANT: All class announcements will be broadcasted using the Canvas discussion board. The same applies to questions about homeworks, projects and lectures. If you have a question of personal matters, please email the instructors list: cse546-instructors@cs.washington.edu.

We are experimenting with Slack this quarter. An invite link is available on the Canvas Discussion board. If not registered, please request an invite link by sending an email to cse546-instructors@cs.washington.edu. Slack lowers the barrier to asking for help and encourages more interaction. It is also a place where students who are not registered can interact with the rest of the class (unlike Canvas)

Please send all questions to Slack or the discussion board, since other students may have the same questions, and we need to be fair in terms of how we interact with everyone. Also, please feel free to participate, answer each others' questions, etc.

Your grade will be based on 5 homework assignments (65%) and a final project (35%).

### Homework

Your homework score will be the smaller of 100 points and the cumulative number of points you receive on the assignments. The first homework is worth 10 points, and the final four are worth 25 each. This means if you receive grades $(x_0,x_1,x_2,x_3,x_4)$ you will receive a score of $\min(100, x_0+x_1+x_2+x_3+x_4)$. In particular, if you receive grades

• $(10,25,25,25,0)$ you will get a total homework score of $85$.
• $(10,25,25,25,15)$ you will get a total homework score of $100$.
• $(10,25,25,25,25)$ you will get a total homework score of $100$.
Homeworks must be submitted by the posted due date at 11:59 PM Seattle time.
• Late work will receive a score of 0.
• All assignments must be submitted (even if late for a score of 0). If not, you will not pass.
• All assignments are to be submitted electronically on canvas.

Each homework assignment contains both theoretical questions and will have programming components.

• You are required to use Python for the programming portions. There are a number of excellent tutorials for getting started with Python. You may use any numerical linear algebra package, but you may not use machine learning libraries (e.g. sklearn, pytorch, tensorflow) unless otherwise specified (later in the course). Your code should be submitted as an executable script (e.g., *.py) and not pasted into a typeset document.
• You must submit your HW as a typed PDF document typeset in Latex (not handwritten). Learn Latex in 30 minutes. Use an online editor or install and use LaTeX on your local machine (recommended). Also note that LaTeX is installed on department-run machines.

The first homework (10 points) is designed to be very easy and its purpose is to get you comfortable with Python and Latex. There will be generous office hours for assistance.

COLLABORATION POLICY: Homework must be done individually: each student must hand in their own answers. In addition, each student must write and submit their own code in the programming part of the assignment (we may run your code). It is acceptable, however, for students to collaborate in figuring out answers and helping each other solve the problems. You must also indicate on each homework with whom you collaborated.

LATE POLICY: Homeworks must be submitted by the posted due date. There is no credit for late work. The homework scoring system of above is an attempt to minimize the harshness of this policy.

NO EXCEPTIONS WILL BE GIVEN TO THE GRADING POLICIES (unless based on university policies, e.g. medical reasons). IF YOU ARE NOT ABLE TO COMPLY WITH THE LATE HOMEWORK POLICY, DUE TO TRAVEL, CONFERENCES, OTHER DEADLINES, OR ANY OTHER REASON, DO NOT ENROLL IN THE COURSE.

### Project

You will work independently or with a partner on a machine learning project spanning most of the quarter ending with a poster presentation and written report. You may use techniques developed in this course but are also encouraged to learn and apply new methods. The project should address a novel question with a non-obvious answer and must have a real-data component. We will provide some seed project ideas. You can pick one of these ideas, and explore the data and algorithms within and beyond what we suggest. You can also use your own data/ideas, but, in this case, you have to make sure you have the data available at the time of the proposal and a nice roadmap, since a quarter is too short to explore a brand new concept. The components of the project are

• Project Proposal (5 points): A one page maximum description of your project with: 1) project title, 2) dataset(s), 3) Project idea (two paragraphs), 4) Software you will write and/or use, 5) papers to read (include 1-3 relevant papers), 6) will you have a teammate?, and 7) what will you complete by the milestone (experimental results are expected)?
• Project Milestone (10 points): Your write up should be 3 pages maximum in NIPS format, not including references. You should describe the results of your first experiments here and what you wish to accomplish before the final presentation and paper submission. Note that, as with any conference, the page limits are strict! Papers over the limit will not be considered.
• Poster presentation (20 points): We will hold a poster session in the Atrium of the Paul Allen Center. Each team will be given a stand to present a poster summarizing the project motivation, methodology, and results. The poster session will give you a chance to show off the hard work you put into your project, and to learn about the projects of your peers. We will provide poster boards that are 32x40 inches. Both one large poster or several pinned pages are OK (fonts should be easily readable from 5 feet away).
• Project Report (65 points): Your write up should be 8 pages maximum in NIPS format. You should describe the task you solved, your approach, the algorithms, the results, and the conclusions of your analysis. Note that, as with any conference, the page limits are strict! Papers over the limit will not be considered.

Example project ideas can be found here.

## Homework

• Homework 0: Warm up (10 points)
• Due: 11:59 PM Thursday October 5
• Homework: PDF
• Homework 1: Linear Regression, Cross-validation (25 points)
• Due: 11:59 PM Tuesday October 17
• Homework: PDF
• Homework 2: Classification, Lasso, Optimization (25 points)
• Homework 3: Kernels, Unsupervised Learning, Matrix completion (25 points)
• Homework 4: Convex Optimization, Deep Learning (25 points)
• Due: Tuesday December 5
• Homework: PDF

## Important Dates

Date Deliverable Due
10/5 Homework 0
10/17 Homework 1
10/24 Project proposal
11/2 Homework 2
11/14 Project milestone
11/21 Homework 3
12/5 Homework 4
12/7 Poster presentation
12/7 Project report due
12/14 Project Reviews due