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Continuing the tradition of Machine Learning Summer Schools, this year's summer school is going to be held at the University of Cádiz, in Cádiz, Spain, from 11-21th May, 2016. The MLSS is a course offered to graduate students, researchers and professionals. The courses consists of lectures by respected researchers who come from the industry as well as from academia. The lectures will touch several fundamental as well as advanced concepts related to, but not limited to, machine learning, data analysis and inference. There will also be tutorials, which will concentrate on the practical aspect of machine learning.