This Inaugural Lecture was given at Royal Holloway University of London in 1996. It covers an introduction to machine learning and describes various theoretical advances and practical projects in the field. The Lecture here is presented in its original format, but a few remarks have been added in 2025 to reflect recent developments, and the list of references has been updated to enhance the convenience and accuracy for readers. When did machine learning start? Maybe a good starting point is 1949, when Claude Shannon proposed a learning algorithm for chess-playing programs. Or maybe we should go back to the 1930s when Ronald Fisher developed discriminant analysis - a type of learning where the problem is to construct a decision rule that separates two types of vectors. Or could it be the 18th century when David Hume discussed the idea of induction? Or the 14th century, when William of Ockham formulated the principle of "simplicity" known as "Ockham's razor" (Ockham, by the way, is a small village not far from Royal Holloway). Or it may be that, like almost everything else in Western civilisation and culture, the origin of these ideas lies in the Mediterranean. After all, it was Aristotle who said that "we learn some things only by doing things". The field of machine learning has been greatly influenced by other disciplines and the subject is in itself not a very homogeneous discipline, but includes separate, overlapping subfields. There are many parallel lines of research in ML: inductive learning, neural networks, clustering, and theories of learning. They are all part of the more general field of machine learning.

We revisit the classic ski rental problem through the lens of Bayesian decision-making and machine-learned predictions. While traditional algorithms minimize worst-case cost without assumptions, and recent learning-augmented approaches leverage noisy forecasts with robustness guarantees, our work unifies these perspectives. We propose a discrete Bayesian framework that maintains exact posterior distributions over the time horizon, enabling principled uncertainty quantification and seamless incorporation of expert priors. Our algorithm achieves prior-dependent competitive guarantees and gracefully interpolates between worst-case and fully-informed settings. Our extensive experimental evaluation demonstrates superior empirical performance across diverse scenarios, achieving near-optimal results under accurate priors while maintaining robust worst-case guarantees. This framework naturally extends to incorporate multiple predictions, non-uniform priors, and contextual information, highlighting the practical advantages of Bayesian reasoning in online decision problems with imperfect predictions.

Simultaneous localization and mapping (SLAM) plays a fundamental role in extended reality (XR) applications. As the standards for immersion in XR continue to increase, the demands for SLAM benchmarking have become more stringent. Trajectory accuracy is the key metric, and marker-based optical motion capture (MoCap) systems are widely used to generate ground truth (GT) because of their drift-free and relatively accurate measurements. However, the precision of MoCap-based GT is limited by two factors: the spatiotemporal calibration with the device under test (DUT) and the inherent jitter in the MoCap measurements. These limitations hinder accurate SLAM benchmarking, particularly for key metrics like rotation error and inter-frame jitter, which are critical for immersive XR experiences. This paper presents a novel continuous-time maximum likelihood estimator to address these challenges. The proposed method integrates auxiliary inertial measurement unit (IMU) data to compensate for MoCap jitter. Additionally, a variable time synchronization method and a pose residual based on screw congruence constraints are proposed, enabling precise spatiotemporal calibration across multiple sensors and the DUT. Experimental results demonstrate that our approach outperforms existing methods, achieving the precision necessary for comprehensive benchmarking of state-of-the-art SLAM algorithms in XR applications. Furthermore, we thoroughly validate the practicality of our method by benchmarking several leading XR devices and open-source SLAM algorithms. The code is publicly available at https://github.com/ylab-xrpg/xr-hpgt.

End-to-end autonomous driving has emerged as a pivotal direction in the field of autonomous systems. Recent works have demonstrated impressive performance by incorporating high-level guidance signals to steer low-level trajectory planners. However, their potential is often constrained by inaccurate high-level guidance and the computational overhead of complex guidance modules. To address these limitations, we propose Mimir, a novel hierarchical dual-system framework capable of generating robust trajectories relying on goal points with uncertainty estimation: (1) Unlike previous approaches that deterministically model, we estimate goal point uncertainty with a Laplace distribution to enhance robustness; (2) To overcome the slow inference speed of the guidance system, we introduce a multi-rate guidance mechanism that predicts extended goal points in advance. Validated on challenging Navhard and Navtest benchmarks, Mimir surpasses previous state-of-the-art methods with a 20% improvement in the driving score EPDMS, while achieving 1.6 times improvement in high-level module inference speed without compromising accuracy. The code and models will be released soon to promote reproducibility and further development. The code is available at https://github.com/ZebinX/Mimir-Uncertainty-Driving

Quantum generative models leverage quantum superposition and entanglement to enhance learning efficiency for both classical and quantum data. The quantum denoising diffusion probabilistic model (QuDDPM), inspired by its classical counterpart, has been proposed as a promising framework for quantum generative learning. QuDDPM is capable of efficiently learning and generating quantum data, and it demonstrates excellent performance in learning correlated quantum noise models, quantum many-body phases, and the topological structure of quantum data. However, we show that barren plateaus emerge in QuDDPMs due to the use of 2-design states as the input for the denoising process, which severely undermines the performance of QuDDPM. Through theoretical analysis and experimental validation, we confirm the presence of barren plateaus in the original QuDDPM. To address this issue, we introduce an improved QuDDPM that utilizes a distribution maintaining a certain distance from the Haar distribution, ensuring better trainability. Experimental results demonstrate that our approach effectively mitigates the barren plateau problem and generates samples with higher quality, paving the way for scalable and efficient quantum generative learning.

Classical Proportional-Integral-Derivative (PID) control has been widely successful across various industrial systems such as chemical processes, robotics, and power systems. However, as these systems evolved, the increase in the nonlinear dynamics and the complexity of interconnected variables have posed challenges that classical PID cannot effectively handle, often leading to instability, overshooting, or prolonged settling times. Researchers have proposed PIDNN models that combine the function approximation capabilities of neural networks with PID control to tackle these nonlinear challenges. However, these models require extensive, highly refined training data and have significant computational costs, making them less favorable for real-world applications. In this paper, We propose a novel EC-PIDUNN architecture, which integrates an untrained neural network with an improved PID controller, incorporating a stabilizing factor (\(τ\)) to generate the control signal. Like classical PID, our architecture uses the steady-state error \(e_t\) as input bypassing the need for explicit knowledge of the systems dynamics. By forming an input vector from \(e_t\) within the neural network, we increase the dimensionality of input allowing for richer data representation. Additionally, we introduce a vector of parameters \( ρ_t \) to shape the output trajectory and a \textit{dynamic compute} function to adjust the PID coefficients from predefined values. We validate the effectiveness of EC-PIDUNN on multiple nonlinear robotics applications: (1) nonlinear unmanned ground vehicle systems that represent the Ackermann steering mechanism and kinematics control, (2) Pan-Tilt movement system. In both tests, it outperforms classical PID in convergence and stability achieving a nearly critically damped response.

Detecting regime shifts in chaotic time series is difficult because observation-space signals are entangled with intrinsic variability. We propose Parameter-Space Changepoint Detection (Param-CPD), a two-stage framework that first amortizes Bayesian inference of governing parameters with a neural posterior estimator trained by simulation-based inference, and then applies a standard CPD algorithm to the resulting parameter trajectory. In Lorenz-63 with piecewise-constant parameters, Param-CPD improves F1, reduces localization error, and reduces false positives compared to baselines of observation-space. We further verify identifiability and calibration of the inferred posteriors on stationary trajectories, explaining why parameter space offers a cleaner detection signal. Robustness analyzes of tolerance, window length, and noise indicate consistent gains. Our results show that operating in a physically interpretable parameter space enables accurate and interpretable changepoint detection in nonlinear dynamical systems.

Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of existing methodologies exploit various levels of approximations that lower accuracy and limit the flexibility of kernel and noise-model designs -- an unacceptable drawback at a time when expressive non-stationary kernels are on the rise in many fields. Here, we propose a methodology we term \emph{gp2Scale} that scales exact Gaussian processes to more than 10 million data points without relying on inducing points, kernel interpolation, or neighborhood-based approximations, and instead leveraging the existing capabilities of a GP: its kernel design. Highly flexible, compactly supported, and non-stationary kernels lead to the identification of naturally occurring sparse structure in the covariance matrix, which is then exploited for the calculations of the linear system solution and the log-determinant for training. We demonstrate our method's functionality on several real-world datasets and compare it with state-of-the-art approximation algorithms. Although we show superior approximation performance in many cases, the method's real power lies in its agnosticism toward arbitrary GP customizations -- core kernel design, noise, and mean functions -- and the type of input space, making it optimally suited for modern Gaussian process applications.

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting for the temporal dimension in our modeling and optimization. We observe that recent advancements in computational sciences often yield large datasets based on physics-based simulations, which are rarely leveraged in experimental design. We introduce a novel model-based sensor placement criterion, along with a highly-efficient optimization algorithm, which integrates physics-based simulations and Bayesian experimental design principles to identify sensor networks that "minimize information loss" from simulated data. Our technique relies on sparse variational inference and (separable) Gauss-Markov priors, and thus may adapt many techniques from Bayesian experimental design. We validate our method through a case study monitoring air temperature in Phoenix, Arizona, using state-of-the-art physics-based simulations. Our results show our framework to be superior to random or quasi-random sampling, particularly with a limited number of sensors. We conclude by discussing practical considerations and implications of our framework, including more complex modeling tools and real-world deployments.

Analyzing decision problems under uncertainty commonly relies on idealizing assumptions about the describability of the world, with the most prominent examples being the closed world and the small world assumption. Most assumptions are operationalized by introducing states of the world, conditional on which the decision situation can be analyzed without any remaining uncertainty. Conversely, most classical decision-theoretic approaches are not applicable if the states of the world are inaccessible. We propose a decision model that retains the appeal and simplicity of the original theory, but completely overcomes the need to specify the states of the world explicitly. The main idea of our approach is to address decision problems in a radically empirical way: instead of specifying states and consequences prior to the decision analysis, we only assume a protocol of observed act--consequence pairs as model primitives. We show how optimality in such empirical decision problems can be addressed by using protocol-based empirical choice functions and discuss three approaches for deriving inferential guarantees: (I) consistent statistical estimation of choice sets, (II) consistent statistical testing of choice functions with robustness guarantees, and (III) direct inference for empirical choice functions using credal sets. We illustrate our theory with a proof-of-concept application comparing different prompting strategies in generative AI models.