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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

Machine Learning 1. Lecture 14. Anomaly Detection and Robust Methods

2026LectureКонстантин Вячеславович Воронцов

Anomaly and novelty detection; heuristic anomaly scores: local density, isolation forest, a mixture with a background component, robust principal component analysis; outlier removal in nonparametric regression, the LOWESS algorithm; anomaly as the value of the loss function; the theory of robust learning: slowly growing functions, iterative reweighting of objects with IRS and IRLS, robust loss functions, the median, the quantile and the censored mean, robust aggregation functions and their smoothing, the IR-ERM algorithm; one-class SVM, learning from positive and unlabeled objects (PU-learning), problems with new and unknown classes.
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480