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53 results

Geometry. Lecture 1

2026LectureФёдор Попеленский

What geometries there are and what they have in common — Klein's Erlangen programme; the school 3–4–5 triangle and the ellipsoid; the cube and the brick as finite geometries; metric spaces; groups, quantifiers in the axioms; the group of bijections and the order of composition; left and right actions of a group on a set; the metrics d1d_1, d2d_2, d∞d_\infty on Rn\mathbb{R}^n; isometries, subgroups; the order of an element; orbits, stabilisers, transitive actions; the list of geometries in the course — the Euclidean plane, the regular triangle and S3S_3, the cube and its 48 symmetries, the Poincaré model of the Lobachevsky plane; fundamental domains; subgeometries — the square in the cube.

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330

Machine Learning 2. Lecture 6. Learning to Rank

2026LectureКонстантин Вячеславович Воронцов

The learning-to-rank problem: recovering a partial order relation, the pointwise, pairwise and listwise approaches, the linear ranking model, applications; ordinal regression and the ordinal SVM (SVOR); the pairwise criterion, Ranking SVM, RankNet, the transition to the listwise method LambdaRank; ranking search results: query–document objects, assessor ratings, text, link and click features, TF-IDF and its probabilistic meaning, Okapi BM25, PageRank; quality criteria: precision and recall, MAP, the share of defective pairs and its link with AUC, DCG and NDCG, the pFound user behaviour model; the DSSM neural model: a siamese network, word hashing by letter trigrams, training on clicks with negative sampling.
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130

Machine Learning 2. Lecture 12. Interpretability and Explainability

2026LectureКонстантин Вячеславович Воронцов

Interpretability and explainability of machine learning models: goals, tasks and basic notions, who needs explanations and why; interpretable models; feature importance in linear regression: the t-statistic, net effects, contributions and situational importance; partial dependence plots (PDP) and individual conditional expectation plots (ICE); permutation feature importance; the Shapley value from cooperative game theory, its axioms and Monte Carlo estimation, its use in linear regression; surrogate modelling in the neighbourhood of an object, the LIME, Anchors, SHAP, Shapley Kernel and SAGE methods; the Shapley value for training objects, Data Shapley and Gradient Shapley; counterfactual explanations.
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230

Machine Learning 1. Lecture 11. Advanced Ensemble Methods

2026LectureКонстантин Вячеславович Воронцов

Bias–variance analysis: the decomposition of the error into noise, bias and variance, the bias and variance of simple voting, why complex ensembles do not overfit; gradient boosting for an arbitrary loss function as a parametric approximation of a gradient step; stochastic gradient boosting; special cases: regression, AdaBoost, AnyBoost, variants of loss functions; XGBoost: the tree as a linear model, L0 and L2 regularisation, analytical leaf values and the splitting criterion; CatBoost: leakage in the gradients, ordered boosting on subsamples of doubling length, unbiased target statistics for categorical features.
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190

Machine Learning 1. Lecture 4. Metric Methods of Classification and Regression

2026LectureКонстантин Вячеславович Воронцов

The continuity and compactness hypotheses; the Minkowski metric and feature-free distances; the generalized metric classifier, the k nearest neighbours method, the Parzen window and the method of potential functions as a linear classifier; complete cross-validation, the compactness profile and the exact CCV formula for the nearest neighbour method; prototype selection; Nadaraya–Watson kernel smoothing, the choice of kernel and bandwidth.
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150

Vector calculus. Green's theorem

2026Problem sheetSergey

A contour integral as a double integral: the hypotheses of Green's theorem, orientation of the contour, area as a contour integral, closing an open arc, an annulus, a singular point inside the contour.
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260

Machine Learning 1. Lecture 7. Generalizations of Linear Models

2026LectureКонстантин Вячеславович Воронцов

Nonlinear regression: the Newton–Raphson and Gauss–Newton methods as a series of linear regressions; logistic regression and iteratively reweighted least squares (IRLS); the generalized additive model and backfitting; the probabilistic meaning of least squares; the generalized linear model (GLM), the exponential family of distributions and the link function; logistic regression as a special case of GLM; the median, quantile regression and robust loss functions.
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130

Machine Learning 1. Generalization Theory

2026LectureКонстантин Вячеславович Воронцов

The problem of estimating generalization ability; the error matrix and the probability of overfitting; the case of a single algorithm and the hypergeometric distribution; the principle of uniform convergence of frequencies and Boole's inequality; the Vapnik–Chervonenkis bound, the growth function and the capacity of a family of algorithms; inverting the bound and the complexity penalty; structural risk minimization; the splitting and similarity effects; the Occam's razor bound and its link to regularization.
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140

Machine Learning 1. Lecture 1. Basic Concepts and Examples of Applied Problems

2026LectureКонстантин Вячеславович Воронцов

Objects, features and answers; the types of supervised learning problems; parametric models and the learning method; loss functions and empirical risk minimization; the Runge example and overfitting; hold-out, leave-one-out and cross-validation; applied problems from medical diagnosis to sales forecasting; the CRISP-DM standard.
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210

Линейные пространства

2026LectureTaras Panov

Линейные пространства над произвольным полем, подпространства, линейная зависимость, базис и размерность, сумма и пересечение подпространств, замена базиса.
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530

Machine Learning 1. Lecture 10. Linear Ensembles

2026LectureКонстантин Вячеславович Воронцов

Ensembles of models: base algorithms, the space of estimates, the decision rule and correcting functions; the problem of diversity of base algorithms; bagging, the random subspace method and a common pseudocode of stochastic ensembling; the unbiased out-of-bag estimate and estimating feature importance; converting simple voting into weighted voting; the random forest; boosting for binary classification with abstentions, the exponential approximation of the threshold loss function, the main theorem of AdaBoost with proof, convergence, classical AdaBoost and heuristics; why boosting does not overfit: experiments, bounding the probability of error through margins, the distribution of margins, comparison with bagging; the ComBoost algorithm.
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160

Machine Learning. Additional Lecture 1. The Theory of Overfitting

2026LectureКонстантин Вячеславович Воронцов

The combinatorial theory of overfitting: the probability of overfitting and why the Vapnik–Chervonenkis bounds are loose; experiments with overfitting — a monotone chain of algorithms, the effect of splitting and connectivity of the family on the probability of overfitting and on the complete cross-validation estimate, overfitting of chains, the exact formula for the probability of overfitting when choosing between two algorithms; the splitting–connectivity graph of a family of algorithms, examples for linear classifiers, a monotone chain and a two-dimensional net; generating and forbidden sets, upper connectivity and inferiority of an algorithm; the splitting–connectivity upper bound, the idea of its proof and its properties.
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220

Algebra 1. Lecture 2

2026LectureАртём Авилов

The order of an element and of a group, the order of a permutation as the lcm of its cycle lengths; generators and cyclic groups; homomorphisms and isomorphisms of groups, the classification of cyclic groups; examples — the sign of a permutation, inversion in an abelian group, the exponential, the determinant, S3S_3 and D3D_3; subgroups, kernel and image, the injectivity criterion; left and right cosets and the partition into them; normal subgroups and conjugation, the index, Lagrange's theorem, subgroups of index 2; the quotient group; the homomorphism theorem with examples; conjugate elements, the centre, a group action on a set.

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150

Machine Learning 2. Lecture 3. Vector Representations of Texts and Graphs

2026LectureКонстантин Вячеславович Воронцов

Vector representations (embeddings) of texts and graphs: the distributional semantics hypothesis, syntagmatic and paradigmatic similarity of words, the CBOW and Skip-gram models of the word2vec program, hierarchical SoftMax on a Huffman tree, negative sampling (SGNS) and the connection of word2vec with the matrix factorisation of the PMI matrix, semantic analogies of words, the FastText model on character n-grams; texts as graphs; multidimensional scaling and the stress criterion, stochastic neighbour embedding SNE, perplexity, t-SNE; matrix factorisations of graphs, the random-walk models DeepWalk and node2vec; graph embedding methods as autoencoders, the generalised GraphEDM model, graph neural networks and message passing.
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250