Mathematical tools to understand modern machine learning systems. Generalization in machine learning, the classical view: uniform convergence, Radamacher complexity. Generalization from stability. Implicit (algorithmic) regularization. Infinite-dimensional models: reproducing kernel Hilbert spaces. Random features approximations to kernel methods. Connections to neural networks, and neural tangent kernel. Nonparametric regression. Asymptotic behavior of wide neural networks. Properties of convolutionalnnetworks.