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13 results

Machine Learning. Additional Lecture 2. A Survey of Optimisation Problems in Machine Learning

2026LectureКонстантин Вячеславович Воронцов

A survey lecture: machine learning as formulations of optimisation problems, a model, a loss function, a regulariser. Regression and classification, continuous approximations of the threshold loss function, SVM and logistic regression, quantile, robust and SVM regression; the L0, L1, L2, Elastic Net, SFM, RFM regularisers and feature selection; learning to rank: ordinal regression, the pairwise approach and AUC, LambdaRank; estimating a density and a mixture of distributions, clustering as a special case of a mixture, the one-class SVM; semi-supervised learning, the transductive SVM, PU-learning; matrix factorisations, autoencoders, multidimensional scaling, graph factorisations, GraphEDM; transfer learning, multi-task and self-supervised learning, distillation, learning using privileged information, generative adversarial networks; a typology of machine learning problems.
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210

Machine Learning 2. Lecture 2. Neural Networks for Unsupervised Learning

2026LectureКонстантин Вячеславович Воронцов

Kohonen networks: clustering as a two-layer neural network, the hard (WTA) and soft (WTM) competition rules, self-organising Kohonen maps and their interpretation; autoencoders: the formulation of the problem, the linear autoencoder and the principal component method, sparse, denoising, contractive, relational and variational autoencoders, reparametrisation, autoencoders for supervised learning, multilayer autoencoders; joint training of several models: pre-training and transfer learning, multi-task learning and few-shot learning, self-supervised learning, distillation and surrogate modelling, learning using privileged information (LUPI), generative adversarial networks (GAN).
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210

Machine Learning 1. Lecture 5. The Support Vector Machine

2026LectureКонстантин Вячеславович Воронцов

The optimal separating hyperplane and the width of the separating strip; the hinge loss and L2 regularization; the Karush–Kuhn–Tucker conditions, the dual problem and the types of objects; kernels, rectifying spaces and the constructive building of kernels; SVM as a two-layer neural network; choosing the constant C; SVM regression; L1 regularization, Elastic Net SVM, SFM and RVM.
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190

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 13. Clustering and Semi-Supervised Learning

2026LectureКонстантин Вячеславович Воронцов

The clustering problem and its ill-posedness, the aims of clustering, types of cluster structure, sensitivity to the choice of metric; the problem of semi-supervised learning and transductive learning, why it reduces neither to classification nor to clustering; criteria of clustering quality, the silhouette coefficient, the BCubed measures of precision and recall; the k-means method (Lloyd's algorithm) as a simplification of the EM algorithm for a mixture of Gaussians; the DBSCAN algorithm; agglomerative hierarchical clustering, the Lance–Williams formula and its special cases, the dendrogram, monotonicity, contracting and dilating distances, Ward's distance; semi-supervised learning based on classification: self-training, co-training, co-learning, the transductive SVM, expectation regularisation (XR).
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280

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 4. Attention Models and Transformers

2026LectureКонстантин Вячеславович Воронцов

Sequence-to-sequence problems: the recurrent network, the encoder–decoder architecture and its limitations; the recurrent network with an attention model, interpreting the attention matrix in machine translation and image captioning; similarity functions, the query–key–value attention model, the attention formula, self-attention; multi-head attention and its regularisation, hierarchical attention for document classification, the graph attention model GAT; the transformer for machine translation: the encoder, positional encoding, layer normalisation and skip connections, the decoder with masking, the training criterion, BLEU and WER; the transformer encoder BERT, the MLM and NSP criteria, fine-tuning, BPE and WordPiece tokenisation, model sizes.
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450

Machine Learning 1. Lecture 8. Feature Selection, Model Evaluation and Model Selection

2026LectureКонстантин Вячеславович Воронцов

Measures of classification quality: type I and type II errors, the ROC curve and AUC, gradient maximization of AUC, log-loss, precision and recall, micro- and macro-averaging, the F-measure; internal and external criteria of generalization ability; hold-out, leave-one-out, q-fold and t×q-fold cross-validation, stratification; model consistency; regularization, AIC, BIC and the Vapnik–Chervonenkis bound; multi-criteria model selection; feature selection: full search, Add, Add-Del, depth-first search, beam search (GMDH), the genetic algorithm and random search with adaptation.
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150

Change of Basis

2026TheorySergey

The change-of-basis matrix, recomputing a vector's coordinates and an operator's matrix, and the orthonormal case.
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220

Аффинные пространства

2026LectureTaras Panov

Аффинные пространства и подпространства, аффинные системы координат и формулы их замены, прямые и плоскости в аффинных пространствах.
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460

Topology 2. Lecture 1

2026LectureФёдор Вылегжанин

Why homology is needed — the fundamental group as a functor, homotopy groups, bordism and its combinatorial approximation; chain complexes and their homology; abstract simplicial complexes, geometric realisation and triangulations; the complex of simplicial chains, the proof of d2=0d^2 = 0, the simplicial homology of a segment, of two points and of the boundary of a triangle; reduced homology.

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470