This tutorial provides a brief overview of a number of important tools that form the crux of the modern machine learning toolbox. These tools can be used for supervised learning, unsupervised learning, reinforcement learning and their numerous variants developed over the years. Because of the lack of space, this survey is not intended to be comprehensive. Interested readers are referred to conference proceedings such as Neural Information Processing Systems (NIPS) and the International Conference on Machine Learning (ICML) for the most recent advances.