Mathematics of Machine Learning Spring 2021

Afonso Bandeira, Nikita Zhivotovskiy
Pedro Abdalla Teixeira

For up to date information and questions/answers/discussion please visit the forum.


Mathematical aspects of Supervised Learning, Unsupervised Learning, Sparsity, and Online Learning. This course is a Mathematical course, with Theorems and Proofs.


Note for non Mathematics students: This class requires a certain degree of mathematical maturity–including abstract thinking and the ability to understand and write proofs.

Lecture Notes


The new exercises will be posted here on Fridays. We expect you to look and try to solve the problems over the weak and to prepare questions for the exercise class on the next Friday.

The final grade of the course relies solely on the final exam, no homework will count. Nevertheless, you are welcome to submit your solutions. Please submit it to your corresponding TA.

exercise sheet due by solutions
Exercise sheet 1 March 5 Solutions 1
Exercise sheet 2 March 12 Solutions 2
Exercise sheet 3 March 19 Solutions 3
Exercise sheet 4 March 26 Solutions 4
Exercise sheet 5 April 2 Solutions 5
Exercise sheet 6 April 16 Solutions 6
Exercise sheet 7 April 23 Solutions 7
Exercise sheet 8 April 30 Solutions 8
Exercise sheet 9 May 7 Solutions 9
Exercise sheet 10 May 14 Solutions 10
Exercise sheet 11 May 21 Solutions 11
Exercise sheet 12 May 28 Solutions 12
Exercise sheet 13 June 4 Solutions 13

Lectures and Exercise classes

The lectures and exercises classes will be held online. For zoom links, more up to date information, questions and discussions, please visit the forum.