Machine Learning

This tutorial text 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 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.

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.

"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. Djurić, 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