This lecture provides an introduction to the Machine Learning course CS-433 at EPFL, focusing on regression techniques. The instructor outlines the course structure, including the schedule, assessment methods, and project details. Key concepts such as the definition of machine learning, the importance of data, and the role of algorithms in learning from data are discussed. The lecture emphasizes the significance of regression in predicting outputs based on input variables, explaining both univariate and multivariate regression models. The instructor highlights the goals of regression, which include prediction and interpretation of relationships between variables. Additionally, the lecture covers the concept of loss functions, which are crucial for evaluating model performance. The importance of understanding the mathematical foundations of regression is stressed, as it lays the groundwork for more complex machine learning models. Overall, this lecture sets the stage for deeper exploration into machine learning methodologies and their applications.