This lecture note is intended to prepare early-year master's and PhD students in data science or a related discipline with foundational ideas in machine learning. It starts with basic ideas in modern machine learning with classification as a main target task. These basic ideas include loss formulation, backpropagation, stochastic gradient descent, generalization, model selection as well as fundamental blocks of artificial neural networks. Based on these basic ideas, the lecture note explores in depth the probablistic approach to unsupervised learning, covering directed latent variable models, product of experts, generative adversarial networks and autoregressive models. Finally, the note ends by covering a diverse set of further topics, such as reinforcement learning, ensemble methods and meta-learning. After reading this lecture note, a student should be ready to embark on studying and researching more advanced topics in machine learning and more broadly artificial intelligence.

When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe computational inefficiency in high-dimensional settings or under diffuse priors. To overcome these limitations, we propose Adaptive Bayesian Inference (ABI), a framework that bypasses traditional data-space discrepancies and instead compares distributions directly in posterior space through nonparametric distribution matching. By leveraging a novel Marginally-augmented Sliced Wasserstein (MSW) distance on posterior measures and exploiting its quantile representation, ABI transforms the challenging problem of measuring divergence between posterior distributions into a tractable sequence of one-dimensional conditional quantile regression tasks. Moreover, we introduce a new adaptive rejection sampling scheme that iteratively refines the posterior approximation by updating the proposal distribution via generative density estimation. Theoretically, we establish parametric convergence rates for the trimmed MSW distance and prove that the ABI posterior converges to the true posterior as the tolerance threshold vanishes. Through extensive empirical evaluation, we demonstrate that ABI significantly outperforms data-based Wasserstein ABC, summary-based ABC, and state-of-the-art likelihood-free simulators, especially in high-dimensional or dependent observation regimes.

Deep neural networks (DNNs) have emerged as a powerful methodology with significant practical successes in fields such as computer vision and natural language processing. Recent works have demonstrated that sparsely connected DNNs with carefully designed architectures can achieve minimax estimation rates under classical smoothness assumptions. However, subsequent studies revealed that simple fully connected DNNs can achieve comparable convergence rates, challenging the necessity of sparsity. Theoretical advances in Bayesian neural networks (BNNs) have been more fragmented. Much of those work has concentrated on sparse networks, leaving the theoretical properties of fully connected BNNs underexplored. In this paper, we address this gap by investigating fully connected Bayesian DNNs with Gaussian prior using PAC-Bayes bounds. We establish upper bounds on the prediction risk for a probabilistic deep neural network method, showing that these bounds match (up to logarithmic factors) the minimax-optimal rates in Besov space, for both nonparametric regression and binary classification with logistic loss. Importantly, our results hold for a broad class of practical activation functions that are Lipschitz continuous.

To cluster data is to separate samples into distinctive groups that should ideally have some cohesive properties. Today, numerous clustering algorithms exist, and their differences lie essentially in what can be perceived as ``cohesive properties''. Therefore, hypotheses on the nature of clusters must be set: they can be either generative or discriminative. As the last decade witnessed the impressive growth of deep clustering methods that involve neural networks to handle high-dimensional data often in a discriminative manner; we concentrate mainly on the discriminative hypotheses. In this paper, our aim is to provide an accessible historical perspective on the evolution of discriminative clustering methods and notably how the nature of assumptions of the discriminative models changed over time: from decision boundaries to invariance critics. We notably highlight how mutual information has been a historical cornerstone of the progress of (deep) discriminative clustering methods. We also show some known limitations of mutual information and how discriminative clustering methods tried to circumvent those. We then discuss the challenges that discriminative clustering faces with respect to the selection of the number of clusters. Finally, we showcase these techniques using the dedicated Python package, GemClus, that we have developed for discriminative clustering.

Previous research has shown the benefit Bayesian methods can bring to certain problems within deep learning Gal et al. (2017). However, computing the exact posterior distributions of BNNs is a difficult task as traditional methods such as Markov chain Monte Carlo (MCMC) Hastings (1970) are computationally poorly suited to exploring high dimensional spaces and dealing with large amounts of data. Parametric methods such as variational inference are better suited to these difficulties, but only give an approximation to the posterior distribution. These spaces have been found to be highly complex Izmailov et al. (2021a) and therefore variational methods often give a poor approximation of the posterior. Sequential Monte Carlo (SMC) samplers Doucet et al. (2001) are an alternative to MCMC methods which also provide an empirical estimate of the posterior distribution. SMC samplers are instantly parallelisable Varsi et al. (2021b) and therefore can take advantage of the GPU resources commonly used in machine learning to speed up the training process. MCMC methods often require a warm-up period to adapt the hyperparameters, after which the chains can be parallelised. However, the hyperparameters must remain fixed after this warm-up period to obey stationarity. This means that SMC samplers can be more flexible than 1 arXiv:2505.03797v1

Model-based planning and execution systems offer a principled approach to building flexible autonomous robots that can perform diverse tasks by automatically combining a host of basic skills. This idea is almost as old as modern robotics. Yet, while diverse general-purpose reasoning architectures have been proposed since, general-purpose systems that are integrated with modern robotic platforms have emerged only recently, starting with the influential ROSPlan system. Since then, a growing number of model-based systems for robot task-level control have emerged. In this paper, we consider the diverse design choices and issues existing systems attempt to address, the different solutions proposed so far, and suggest avenues for future development.

Generating a synthetic population that is both feasible and diverse is crucial for ensuring the validity of downstream activity schedul e simulation in activity - based models (ABMs) . While deep generative models (DGMs), such as variational autoencoders and g enerative adversarial networks, have been applied to this task, they often struggle to balance the inclusion of rare but plausible combinations (i.e., sampling zeros) with the exclusion of implausible ones (i.e., structural zeros). To improve feasibility while maintaining diversity, we propose a fine - tuning method for large language models (LLMs) that explicitly controls the autoregressive generation process through topological orderings derived from a Bayesian Network (BN). Experimental result s show that our hybrid LLM - BN approach outperform s both traditional DGMs and proprietary LLMs (e.g., ChatGPT - 4o) with few - shot learning. Specifically, our approach achieves approximately 95% feasibility -- significantly higher than the ~80% observed in DGMs -- w hile maintaining comparable diversity, making it well - suited for practical applications. Importantly, the method is based on a lightweight open - source LLM, enabling fine - tuning and inference on standard personal computing environments. This makes the appro ach cost - effective and scalable for large - scale applications, such as synthesizing populations in megacities, without relying on expensive infrastructure. By initiating the ABM pipeline with high - quality synthetic populations, our method improves overall s imulation reliability and reduces downstream error propagation. The source code for these methods is available for research and practical application.

Reasoning under uncertainty is a fundamental challenge in Artificial Intelligence. As with most of these challenges, there is a harsh dilemma between the expressive power of the language used, and the tractability of the computational problem posed by reasoning. Inspired by human reasoning, we introduce a method of first-order relational probabilistic inference that satisfies both criteria, and can handle hybrid (discrete and continuous) variables. Specifically, we extend sum-of-squares logic of expectation to relational settings, demonstrating that lifted reasoning in the bounded-degree fragment for knowledge bases of bounded quantifier rank can be performed in polynomial time, even with an a priori unknown and/or countably infinite set of objects. Crucially, our notion of tractability is framed in proof-theoretic terms, which extends beyond the syntactic properties of the language or queries. We are able to derive the tightest bounds provable by proofs of a given degree and size and establish completeness in our sum-of-squares refutations for fixed degrees.

Evaluating machine learning models is crucial not only for determining their technical accuracy but also for assessing their potential societal implications. While the potential for low-sample-size bias in algorithms is well known, we demonstrate the significance of sample-size bias induced by combi-natorics in classification metrics. This revelation challenges the efficacy of these metrics in assessing bias with high resolution, especially when comparing groups of disparate sizes, which frequently arise in social applications. We provide analyses of the bias that appears in several commonly applied metrics and propose a model-agnostic assessment and correction technique. Additionally, we analyze counts of undefined cases in metric calculations, which can lead to misleading evaluations if improperly handled. This work illuminates the previously unrecognized challenge of combinatorics and probability in standard evaluation practices and thereby advances approaches for performing fair and trustworthy classification methods.

Probabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly estimating survival distributions via discretization. Specifically, they estimate the probability of an individual event at fixed times or the time of an event at fixed probabilities (quantiles), using supervised learning. Borrowing ideas from the quantile regression literature, we propose a parametric survival analysis method based on the Asymmetric Laplace Distribution (ALD). This distribution allows for closed-form calculation of popular event summaries such as mean, median, mode, variation, and quantiles. The model is optimized by maximum likelihood to learn, at the individual level, the parameters (location, scale, and asymmetry) of the ALD distribution. Extensive results on synthetic and real-world data demonstrate that the proposed method outperforms parametric and nonparametric approaches in terms of accuracy, discrimination and calibration.