Abstract
This chapter introduces the typical machine learning problems, describes the widely used machine learning models, and presents the basic learning algorithms suited for solving various machine learning problems. Note that a machine learning model may be used for accomplishing different machine learning tasks, provided that a proper learning algorithm is chosen, and different models may be adopted for solving the same machine learning problem. It is also interesting to note that all machine learning problems are inherently optimization problems, and more precisely, multi-objective optimization problems, although learning and optimization focus on different types of problems. Finally, we emphasize that it can produce many synergies by integrating optimization and learning, e.g. using machine learning to assist optimization, and using optimization to automate machine learning.