Advanced Machine Learning

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This subject has not requirements, but it has got previous capacities
The goal of machine learning is the development of theories, techniques and algorithms that allow a system to modify its behavior through observational data that represent incomplete information about a natural process or phenomenon, subject to
statistical uncertainty. Machine learning is a meeting point from different disciplines: multivariate statistics, algorithms and mathematical optimization, among others.

The subject delves into various modern non-linear learning techniques ranging deep neural networks, advanced kernel-based learning methods and the latest developments in ensemble methods. It also aims to provide a unified view of the area and its future prospects.


Person in charge

  • Luis Antonio Belanche Muñoz ( )


  • Jamie Arjona Martinez ( )

Weekly hours

Guided learning
Autonomous learning


Transversal Competences

Information literacy

  • CT4 - Capacity for managing the acquisition, the structuring, analysis and visualization of data and information in the field of specialisation, and for critically assessing the results of this management.

Third language

  • CT5 - Achieving a level of spoken and written proficiency in a foreign language, preferably English, that meets the needs of the profession and the labour market.


  • CB6 - Ability to apply the acquired knowledge and capacity for solving problems in new or unknown environments within broader (or multidisciplinary) contexts related to their area of study.
  • CB7 - Ability to integrate knowledge and handle the complexity of making judgments based on information which, being incomplete or limited, includes considerations on social and ethical responsibilities linked to the application of their knowledge and judgments.
  • CB10 - Possess and understand knowledge that provides a basis or opportunity to be original in the development and/or application of ideas, often in a research context.

Generic Technical Competences


  • CG2 - Identify and apply methods of data analysis, knowledge extraction and visualization for data collected in disparate formats

Technical Competences


  • CE3 - Apply data integration methods to solve data science problems in heterogeneous data environments
  • CE5 - Model, design, and implement complex data systems, including data visualization
  • CE8 - Extract information from structured and unstructured data by considering their multivariate nature.
  • CE9 - Apply appropriate methods for the analysis of non-traditional data formats, such as processes and graphs, within the scope of data science
  • CE10 - Identify machine learning and statistical modeling methods to use and apply them rigorously in order to solve a specific data science problem
  • CE11 - Analyze and extract knowledge from unstructured information using natural language processing techniques, text and image mining


  1. Advanced machine learning methods
    Related competences: CT4, CT5, CE8, CE9, CE10, CB6, CB10,
  2. Bayesian statistics
    Related competences: CT4, CT5, CE5, CE8, CE10, CB7,
  3. Optimization of neural networks and support vector machines
    Related competences: CT4, CT5, CG2, CE3, CE5, CE11, CE8, CE9, CE10, CB6, CB7, CB10,
  4. Linear models and generalized nonparametric linear models for regression
    Related competences: CT5, CE5, CE10, CB10,
  5. Data cleaning
    Related competences: CT4, CG2, CE3, CE11, CE8, CE9, CB6,


  1. Introduction to Bayesian machine learning
    Introduction to Bayesian thinking for machine learning. Learning by solving a regularized problem. Illustrative example.
  2. Learning in functional spaces
    Reproducing kernel Hilbert spaces. The representer theorem. Example 1: Kernel ridge regression. Example 2: The Perceptron and the kernel Perceptron.
  3. Fundamental kernel functions in R^d.
    Description and demonstration of fundamental kernel functions in R^d. Polynomial and Gaussian kernels. General properties of kernel functions.
  4. The support vector machine for classification, regression and novelty detection
    The support vector machine (SVM) is the flagship in kernel methods. Its versions for classification, regression and novelty detection are fully explained and demonstrated.
  5. Kernel functions for diferent data types
    Some kernel functions for different data types are presented and demonstrated, such as text, trees, graphs, categorical variables, and many others.
  6. Other kernel-based learning algorithms
    Additional kernel-based learning methods are explained, such as kernel PCA and kernel FDA. These are illustrated in several application examples.
  7. Introduction to deep neural networks
    Introduction to deep neural networks: reminder of fundamental neural network theory and optimization, qualitative description, loss functions, activation functions, regularization and best practices.
  8. Autoencoders and deep stacking networks
    Autoencoders and deep stacking networks: restricted Boltzmann machines and deep belief networks
  9. Convolutional neural networks and their applications
    Successful applications of deep learning in diverse areas of signal and information processing and of applied artificial intelligence.
  10. Advanced techniques in deep networks and kernel methods
    Other methods are briefly introduced, such as the RVM and GPs. Nyström acceleration and Random Fourier features. Deep recurrent networks, deep kernel learning and maybe others.


Activity Evaluation act

Final exam

Objectives: 1 2 4 3 5
Week: 17
Type: theory exam
Guided learning
Autonomous learning

Teaching methodology

The course delves into the most important machine learning paradigms with a solid foundation in probability, statistics and math. The theory is introduced in lectures where the teacher exposes the concepts. These concepts are put into practice in the laboratory classes, in which the student learns to develop machine learning solutions to real problems of a certain complexity.

Students have to work and deliver a term project.

Evaluation methodology

The course is graded as follows:

F = Grade of the final exam
L = Grade of the practical work
S = Grade for the combined soft skills (CB 10 and CB 6)

Final grade = 40% F + 50% L + 10% S



Previous capacities

Machine Learning course