Mark Girolami's "Kernels and Gaussian Processes: Parts 1-3"

Watch the first video about machine learning and compare it to what you have learned already. After watching this video, you should the basics of linear regression, loss function, prediction techniques. Study non-linear models, probabilistic regression, and uncertainty estimation. Then, watch the second video lecture to learn about Bayesian regression and classification. Finally, watch the last lecture to learn about Gaussian processes, regression, and classification.