Kernel methods

To follow along the lecture, please use the following python notebooks: Support Vector Machines. Slides for all the lectures are part 1, part 2 and part 3

1. Jan 22 Setup of max margin linear classification <div class="video-container">

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1. Jan 24 Support vector machine (recording started late) <div class="video-container">

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1. Jan 29 Primal and dual formulations, general case <div class="video-container">

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1. Jan 31 Kernel non-linearities <div class="video-container">

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1. Feb 21 Kernel ridge regression, credit risk data <div class="video-container">

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1. Feb 26 More about kernels, constructing new kernels from old, Bochner’s theorem <div class="video-container">

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1. Feb 28 Random Fourier Features <div class="video-container">

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June covered classes from Feb 5, 7, 12 and 14. Feb 19 was a holiday. Slides are [here]