This unit introduces machine learning and the major kinds of statistical learning models and algorithms used in data analysis. Learning and the different kinds of learning will be covered and their usage will be discussed. The unit presents foundational concepts in machine learning and statistical learning theory, e.g. bias-variance, model selection, and how model complexity interplays with model's performance on unobserved data. A series of different models and algorithms will be presented and interpreted based on the foundational concepts: linear models for regression and classification (e.g. linear basis function models, logistic regression, Bayesian classifiers, generalised linear models), discriminative and generative models, k-means and latent variable models (e.g. Gaussian mixture model), expectation-maximisation, neural networks and deep learning, and principles in scaling typical supervised and unsupervised learning algorithms to big data using distributed computing.