Learning Theory from First Principles

A new book on statistical or machine learning has been published:

  • Bach – Learning Theory from First Principles, MIT Press.

The author, Francis Bach, is a well-known researcher at Inria in Paris. There’s a free copy of his book on his website.

In a typical French way, the book is focused on theory, especially the proofs of essential results in statistical learning. But I stress that I’ve only glanced at the book.

Bach has also uploaded the code used in the book, written in both Python and MATLAB, which is something I often do.