This lecture is the third class in a machine learning series delivered by Matthieu Wyart from Johns Hopkins University, USA & EPFL, Switzerland as part of the São Paulo School of Advanced Science on Disordered Systems organized by ICTP-SAIFR. Explore advanced machine learning concepts in this 93-minute session, which is part of the comprehensive program scheduled for April 28 - May 9, 2025. Delve into specialized topics presented by Professor Wyart, who brings expertise from two prestigious institutions to this scientific school. For additional program details and registration information, visit the official ICTP-SAIFR website for the São Paulo School of Advanced Science on Disordered Systems.