Machine Learning

COMP 5212, Spring 2026
The Hong Kong University of Science and Technology
Junxian He, Yi R. Fung

Course description: this is an advanced machine learning course to provide a broad introduction to machine learning, covering foundational machine learning concepts, theory, algorithms, and applications. The topics include supervised learning (logistic regression, linear models, classification, SVM, kernal methods, naive Bayes), unsupervised learning (clustering, expectation maximization, graphical models, HMM), and reinforcement learning. It will include some optimization/learning topics (gradient descent, SGD, MLE and MAP estimation) as well. Certain aspects of deep learning are introduced(neural network basics, architectures, VAEs, GANs). The last lectures will give a general introduction to techniques in large language models.

Course Information

Course Logistics (Grading, Policy, etc.)

Time and Location

Lectures: Tue, Thu 4:30 PM - 5:50 PM at Room 4619 (Lift 31-32)

Course Staff and Office Hours

Instructor: Junxian He, Yi R. Fung
TA1: Kashun Shum (ksshumab@connect.ust.hk)
TA2: Junlong Li (jlini@cse.ust.hk)
TA3: Weihao Zeng (wzengak@connect.ust.hk)

Contact and Communication

Canvas is the main platform for communication about technical questions of lecture contents and homeworks.

Prerequisites and Materials

Students are required to be familiar with probability and linear algebra, and able to program well in Python. The CMU 10701 self-assessment exam is a good resource to roughly give you a notion of the background that is required for this course.

This course does not have a textbook, but here are some helpful materials:
Stanford CS229 Notes
Probability Review
The Matrix Cookbook
Linear Algebra Review

Lecture Schedule

The lecture schedule below is tentative and subject to change. Slides will be posted here when available.

SlidesDateTopicReadingsAssignments
Lecture 003/02 TueIntroduction  
Lecture 1, annotated105/02 ThuMath basics  
Lecture 2, annotated210/02 TueLinear Regression  
Lecture 3, annotated312/02 ThuLogistic regression, Exponential Family HW1 Out on 14/02
 17/02 TueLunar New Year’s Day (Public Holiday) — No class  
 19/02 ThuThe third day of Lunar New Year (Public Holiday) — No class  
Lecture 4, annotated424/02 TueGeneralized linear models, Kernel MethodsSection 3 of Notes 
Lecture 5, annotated526/02 ThuSVMSection 5 of Notes 
Lecture 6, annotated603/03 TueSVMSection 6 of NotesHW1 Due on 06/03
Lecture 7, annotated705/03 ThuGenerative Models, Naive BayesSection 4 of Notes, Section 4.2 of Notes, Sec 2.1-2.3.6 of Mitchell Ch2, Section 4.2, 4.6 of probml 
Lecture 8, annotated810/03 TueMLE, MAPSection 4.2 of Notes, Sec 2.1-2.3.6 of Mitchell Ch2, Section 4.2, 4.6 of probml 
Lecture 9, annotated912/03 ThuGeneralization, bias-variance tradeoffSection 8.1-8.2 of Notes 
Lecture 10, annotated1017/03 TueClustering, EMSection 10, 11.1, 11.2 of Notes 
Lecture 11, annotated1119/03 ThuExpectation MaximizationSection 11 of NotesHW2 Out on 20/03
Lecture 12, annotated1224/03 TueProbabilistic Graphical ModelsKevin Murphy’s Tutorial 
Lecture 13, annotated1326/03 ThuVariational autoencoderAuto-Encoding Variational Bayes 
 31/03 TueMid-term exam  
Lecture 14, annotated1402/04 ThuVAEs, HMMChapter 8, Speech and Language ProcessingHW2 Due on 03/04, Programming Assignment Out on 02/04
 07/04 TueMid-term Break (03/04–08/04)  
Lecture 1509/04 ThuPCASection 12 of Notes 
Lecture 1614/04 TueNeural Networks, backpropagationSection 7.4 of Notes 
Lecture 1716/04 ThuNeural architectures  
Lecture 1821/04 TueTransformerThe Illustrated Transformer, The Annotated Transformer 
Lecture 1923/04 ThuGANs, Reinforcement LearningGenerative Adversarial Networks, OpenAI Spinning Up in RL 
Lecture 2028/04 TueLarge language models  
Lecture 2130/04 ThuLLM Agents  
Lecture 2205/05 TueLLM Agents Programming Assignment Due on 05/05
Lecture 2307/05 ThuWrap-up / Review