Machine Learning: A Bayesian and Optimization Perspective / Edition 2

by Sergios Theodoridis

Overview

Machine Learning: A Bayesian and Optimization Perspective, SecondEdition, gives a unifying perspective on machine learning by covering both probabilistic and deterministic approaches -which are based on optimization techniques – together with the Bayesian inference approach, whose essence lies in the use of a hierarchy of probabilistic models.

The book builds carefully from the basic classical methods to the most recent trends, with chapters 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 short courses on sparse modeling, deep learning, and probabilistic graphical models.

Machine Learning: A Bayesian and Optimization Perspective presents the major machine learning methods as they have been developed in different disciplines, such as statistics, statistical and adaptive signal processing and computer science. Focusing on the physical reasoning behind the mathematics, 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.

New to this edition:

• To aid understanding, inclusion of many more simple examples in the chapters covering the basic theory
• Complete re-write of the chapter on Neural Networks and Deep Learning to reflect the latest advances since the 1st edition
• Expanded treatment of Bayesian learning to include Nonparametric Bayesian Learning

• All major classical techniques: Mean/Least-Squares regression and filtering, Kalman filtering, stochastic approximation and online learning, Bayesian classification, decision trees, logistic regression and boosting methods
• Presents the physical reasoning, mathematical modelling and algorithmic implementation of each method
• The latest trends: 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
• Case studies - protein folding prediction, optical character recognition, text authorship identification, fMRI data analysis, change point detection, hyperspectral image unmixing, target localization, channel equalization and echo cancellation, show how the theory can be applied
• MATLAB and Python code for all the main algorithms are available on an accompanying website, enabling the reader to experiment with the code

Product Details

ISBN-13:	9780128188033
Publisher:	Elsevier Science
Publication date:	07/17/2020
Edition description:	2nd ed.
Pages:	1160
Sales rank:	431,313
Product dimensions:	7.50(w) x 9.30(h) x 2.40(d)

About the Author

Sergios Theodoridis is Professor of Signal Processing and Machine Learning in the Department of Informatics and Telecommunications of the University of Athens.

He is the co-author of the bestselling book, Pattern Recognition, and the co-author of Introduction to Pattern Recognition: A MATLAB Approach.

He serves as Editor-in-Chief for the IEEE Transactions on Signal Processing, and he is the co-Editor in Chief with Rama Chellapa for the Academic

Press Library in Signal Processing.

He has received a number of 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 2014 IEEE Signal Processing Society Education Award, the EURASIP 2014 Meritorious Service Award, and he has served as a Distinguished Lecturer for the IEEE Signal Processing Society and the IEEE Circuits and Systems Society. He is a Fellow of EURASIP and a Fellow of IEEE.

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

What People are Saying About This

From the Publisher

Gain an in-depth understanding of all the main machine learning methods, including sparse modeling, online and convex optimization, Bayesian inference, graphical models, deep networks, learning in RKH spaces, dimensionality reduction and dictionary learning

Editorial Reviews

"This is a very complete Machine Learning book, as it covers statistical learning theory, both from frequentist and Bayesian perspectives. It also encompasses signal processing, probabilistic graphical models, deep learning, and latent variable modeling. It balances mathematical rigor with insightful comments to ease clear interpretation. The many examples make the text even more comprehensive. Each chapter has a well-curated list of references for further deepening on specific topics. Thus, it provides a thorough background for Machine Learning at an upper undergraduate level course. This book is also an excellent reference for practitioners to understand the necessary theory to apply Machine Learning with informed criteria." —Hamed Yazdanpanah, Postdoctoral Researcher, University of São Paulo 

Reviews of the previous edition: "Overall, this text is well organized and full of details suitable for advanced graduate and postgraduate courses, as well as scholars..." —Computing Reviews

"Machine Learning: A Bayesian and Optimization Perspective, Academic Press, 2105, by Sergios Theodoridis is a wonderful book, up to date and rich in detail. It covers a broad selection of topics ranging from classical regression and classification techniques to more recent ones including sparse modeling, convex optimization, Bayesian learning, graphical models and neural networks, giving it a very modern feel and making it highly relevant in the deep learning era. While other widely used machine learning textbooks tend to sacrifice clarity for elegance, Professor Theodoridis provides you with enough detail and insights to understand the "fine print". This makes the book indispensable for the active machine learner." —Prof. Lars Kai Hansen, DTU Compute - Dept. Applied Mathematics and Computer Science Technical University of Denmark

"Before the publication of Machine Learning: A Bayesian and Optimization Perspective, I had the opportunity to review one of the chapters in the book (on Monte Carlo methods). I have published actively in this area, and so I was curious how S. Theodoridis would write about it. I was utterly impressed. The chapter presented the material with an optimal mix of theoretical and practical contents in very clear manner and with information for a wide range of readers, from newcomers to more advanced readers. This raised my curiosity to read the rest of the book once it was published. I did it and my original impressions were further reinforced. S. Theodoridis has a great capability to disentangle the important from the unimportant and to make the most of the used space for writing. His text is rich with insights about the addressed topics that are not only helpful for novices but also for seasoned researchers. It goes without saying that my department adopted his book as a textbook in the course on machine learning." —Petar M. Djuric, Ph.D. SUNY Distinguished Professor Department of Electrical and Computer Engineering Stony Brook University, Stony Brook, USA

"As someone who has taught graduate courses in pattern recognition for over 35 years, I have always looked for a rigorous book that is current and appealing to students with widely varying backgrounds. The book on Machine Learning by Sergios Theodoridis has struck the perfect balance in explaining the key (traditional and new) concepts in machine learning in a way that can be appreciated by undergraduate and graduate students as well as practicing engineers and scientists. The chapters have been written in a self-consistent way, which will help instructors to assemble different sections of the book to suit the background of students" —Rama Cellappa, Distinguished University Professor, Minta Martin Professor of Engineering, Chair, Department of Electrical and Computer Engineering, University of Maryland, USA

From the Publisher