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This lecture covers Convolutional Neural Networks, Transfer Learning, Recurrent Neural Networks, Tree-Based Methods, Support Vector Machines, and the big picture of Supervised Learning. It discusses parametric and non-parametric function approximation, noise models, exploiting data structure, and rules of thumb for choosing methods based on input types. It also explores the generator and sample space, as well as the goals and methods of Unsupervised Learning, including clustering algorithms like K-Means and Hierarchical Clustering. The lecture emphasizes the importance of carefully tuning regularization and making informed decisions in machine learning.