Probabilistic Machine Learning for Civil Engineers (The MIT Press)

**Summary**An introduction to key concepts and techniques in probabilistic machine learning for civil engineering students and professionals; with many step-by-step examples, illustrations, and exercises. This book introduces probabilistic machine learning concepts to civil engineering students and professionals, presenting key approaches and techniques in a way that is accessible to readers without a specialized background in statistics or computer science. It presents different methods clearly and directly, through step-by-step examples, illustrations, and exercises. Having mastered the material, readers will be able to understand the more advanced machine learning literature from which this book draws. The book presents key approaches in the three subfields of probabilistic machine learning: supervised learning, unsupervised learning, and reinforcement learning. It first covers the background knowledge required to understand machine learning, including linear algebra and probability theory. It goes on to present Bayesian estimation, which is behind the formulation of both supervised and unsupervised learning methods, and Markov chain Monte Carlo methods, which enable Bayesian estimation in certain complex cases. The book then covers approaches associated with supervised learning, including regression methods and classification methods, and notions associated with unsupervised learning, including clustering, dimensionality reduction, Bayesian networks, state-space models, and model calibration. Finally, the book introduces fundamental concepts of rational decisions in uncertain contexts and rational decision-making in uncertain and sequential contexts. Building on this, the book describes the basics of reinforcement learning, whereby a virtual agent learns how to make optimal decisions through trial and error while interacting with its environment. Summary An introduction to key concepts and techniques in probabilistic machine learning for civil engineering students and professionals; with many step-by-step examples, illustrations, and exercises. This book introduces probabilistic machine learning concepts to civil engineering students and professionals, presenting key approaches and techniques in a way that is accessible to readers without a specialized background in statistics or computer science. It presents different methods clearly and directly, through step-by-step examples, illustrations, and exercises. Having mastered the material, readers will be able to understand the more advanced machine learning literature from which this book draws. The book presents key approaches in the three subfields of probabilistic machine learning: supervised learning, unsupervised learning, and reinforcement learning. It first covers the background knowledge required to understand machine learning, including linear algebra and probability theory. It goes on to present Bayesian estimation, which is behind the formulation of both supervised and unsupervised learning methods, and Markov chain Monte Carlo methods, which enable Bayesian estimation in certain complex cases. The book then covers approaches associated with supervised learning, including regression methods and classification methods, and notions associated with unsupervised learning, including clustering, dimensionality reduction, Bayesian networks, state-space models, and model calibration. Finally, the book introduces fundamental concepts of rational decisions in uncertain contexts and rational decision-making in uncertain and sequential contexts. Building on this, the book describes the basics of reinforcement learning, whereby a virtual agent learns how to make optimal decisions through trial and error while interacting with its environment. Table of Content Nomenclature Chapter 1: Introduction Part one: Background Chapter 2: Linear Algebra Chapter 3: Probability Theory Chapter 4: Probability Distributions Chapter 5: Convex Optimization Part two: Bayesian Estimation Chapter 6: Learning from Data Chapter 7: Markov Chain Monte Carlo Part three: Supervised Learning Chapter 8: Regression Chapter 9: Classification Part four: Unsupervised Learning Chapter 10: Clustering Chapter 11: Bayesian Networks Chapter 12: State-Space Models Chapter 13: Model Calibration Part five: Reinforcement Learning Chapter 14: Decision in Uncertain Contexts Chapter 15: Sequential Decisions The Book Introduces Probabilistic Machine Learning Concepts To Civil Engineering Students And Professionals, Who Typically Do Not Have The Background Necessary To Understand The Subject From A Purely Computer Science Perspective. It Presents Key Approaches Among The Three Sub-fields Of Machine Learning: Supervised, Unsupervised, And Reinforcement Learning. The Methods Are Demonstrated Through Step-by-step Examples And Copius Illustrations In Order To Simplify Abstract Concepts. The Book Will Prepare Readers To Access The Vast Body Of Literature From The Field Of Machine Learning--