diff --git a/modules/ml/CMakeLists.txt b/modules/ml/CMakeLists.txt
new file mode 100644
index 00000000000..794653e8129
--- /dev/null
+++ b/modules/ml/CMakeLists.txt
@@ -0,0 +1,10 @@
+set(the_description "Machine Learning")
+
+ocv_add_module(ml opencv_core WRAP java objc python)
+ocv_glob_module_sources()
+ocv_module_include_directories()
+ocv_create_module()
+
+ocv_add_accuracy_tests()
+ocv_add_perf_tests()
+ocv_add_samples(opencv_imgproc opencv_objdetect opencv_video)
\ No newline at end of file
diff --git a/modules/ml/doc/ml.bib b/modules/ml/doc/ml.bib
new file mode 100644
index 00000000000..709b1844d27
--- /dev/null
+++ b/modules/ml/doc/ml.bib
@@ -0,0 +1,60 @@
+@inproceedings{RPROP93,
+ author = {Riedmiller, Martin and Braun, Heinrich},
+ title = {A direct adaptive method for faster backpropagation learning: The RPROP algorithm},
+ booktitle = {Neural Networks, 1993., IEEE International Conference on},
+ year = {1993},
+ pages = {586--591},
+ publisher = {IEEE}
+}
+@article{Kirkpatrick83,
+ author = {Kirkpatrick, S. and Gelatt, C. D. Jr and Vecchi, M. P.},
+ title = {Optimization by Simulated Annealing},
+ year = {1983},
+ pages = {671--680},
+ journal = {Science},
+ volume = {220},
+ number = {4598},
+ publisher = {American Association for the Advancement of Science},
+ url = {http://sci2s.ugr.es/sites/default/files/files/Teaching/GraduatesCourses/Metaheuristicas/Bibliography/1983-Science-Kirkpatrick-sim_anneal.pdf}
+}
+@incollection{bottou2010large,
+ title = {Large-scale machine learning with stochastic gradient descent},
+ author = {Bottou, L{\'e}on},
+ booktitle = {Proceedings of COMPSTAT'2010},
+ pages = {177--186},
+ year = {2010},
+ publisher = {Springer}
+}
+@article{LibSVM,
+ author = {Chang, Chih-Chung and Lin, Chih-Jen},
+ title = {LIBSVM: a library for support vector machines},
+ year = {2011},
+ pages = {27},
+ journal = {ACM Transactions on Intelligent Systems and Technology (TIST)},
+ volume = {2},
+ number = {3},
+ publisher = {ACM}
+}
+@book{Breiman84,
+ title = {Classification and regression trees},
+ author = {Breiman, Leo and Friedman, Jerome and Stone, Charles J and Olshen, Richard A},
+ year = {1984},
+ publisher = {CRC press},
+ url = {https://projecteuclid.org/download/pdf_1/euclid.aos/1016218223}
+}
+@article{HTF01,
+ author = {Trevor, Hastie and Robert, Tibshirani and Jerome, Friedman},
+ title = {The elements of statistical learning: data mining, inference and prediction},
+ year = {2001},
+ pages = {371--406},
+ journal = {New York: Springer-Verlag},
+ volume = {1},
+ number = {8},
+ url = {http://www.stat.auckland.ac.nz/~yee/784/files/ch09AdditiveModelsTrees.pdf}
+}
+@article{FHT98,
+ author = {Friedman, Jerome and Hastie, Trevor and Tibshirani, Robert},
+ title = {Additive Logistic Regression: a Statistical View of Boosting},
+ year = {1998},
+ url = {https://projecteuclid.org/download/pdf_1/euclid.aos/1016218223}
+}
\ No newline at end of file
diff --git a/modules/ml/doc/ml_intro.markdown b/modules/ml/doc/ml_intro.markdown
new file mode 100644
index 00000000000..6fd316a349a
--- /dev/null
+++ b/modules/ml/doc/ml_intro.markdown
@@ -0,0 +1,481 @@
+Machine Learning Overview {#ml_intro}
+=========================
+
+[TOC]
+
+Training Data {#ml_intro_data}
+=============
+
+In machine learning algorithms there is notion of training data. Training data includes several
+components:
+
+- A set of training samples. Each training sample is a vector of values (in Computer Vision it's
+ sometimes referred to as feature vector). Usually all the vectors have the same number of
+ components (features); OpenCV ml module assumes that. Each feature can be ordered (i.e. its
+ values are floating-point numbers that can be compared with each other and strictly ordered,
+ i.e. sorted) or categorical (i.e. its value belongs to a fixed set of values that can be
+ integers, strings etc.).
+- Optional set of responses corresponding to the samples. Training data with no responses is used
+ in unsupervised learning algorithms that learn structure of the supplied data based on distances
+ between different samples. Training data with responses is used in supervised learning
+ algorithms, which learn the function mapping samples to responses. Usually the responses are
+ scalar values, ordered (when we deal with regression problem) or categorical (when we deal with
+ classification problem; in this case the responses are often called "labels"). Some algorithms,
+ most noticeably Neural networks, can handle not only scalar, but also multi-dimensional or
+ vector responses.
+- Another optional component is the mask of missing measurements. Most algorithms require all the
+ components in all the training samples be valid, but some other algorithms, such as decision
+ trees, can handle the cases of missing measurements.
+- In the case of classification problem user may want to give different weights to different
+ classes. This is useful, for example, when:
+ - user wants to shift prediction accuracy towards lower false-alarm rate or higher hit-rate.
+ - user wants to compensate for significantly different amounts of training samples from
+ different classes.
+- In addition to that, each training sample may be given a weight, if user wants the algorithm to
+ pay special attention to certain training samples and adjust the training model accordingly.
+- Also, user may wish not to use the whole training data at once, but rather use parts of it, e.g.
+ to do parameter optimization via cross-validation procedure.
+
+As you can see, training data can have rather complex structure; besides, it may be very big and/or
+not entirely available, so there is need to make abstraction for this concept. In OpenCV ml there is
+cv::ml::TrainData class for that.
+
+@sa cv::ml::TrainData
+
+Normal Bayes Classifier {#ml_intro_bayes}
+=======================
+
+This simple classification model assumes that feature vectors from each class are normally
+distributed (though, not necessarily independently distributed). So, the whole data distribution
+function is assumed to be a Gaussian mixture, one component per class. Using the training data the
+algorithm estimates mean vectors and covariance matrices for every class, and then it uses them for
+prediction.
+
+@sa cv::ml::NormalBayesClassifier
+
+K-Nearest Neighbors {#ml_intro_knn}
+===================
+
+The algorithm caches all training samples and predicts the response for a new sample by analyzing a
+certain number (__K__) of the nearest neighbors of the sample using voting, calculating weighted
+sum, and so on. The method is sometimes referred to as "learning by example" because for prediction
+it looks for the feature vector with a known response that is closest to the given vector.
+
+@sa cv::ml::KNearest
+
+Support Vector Machines {#ml_intro_svm}
+=======================
+
+Originally, support vector machines (SVM) was a technique for building an optimal binary (2-class)
+classifier. Later the technique was extended to regression and clustering problems. SVM is a partial
+case of kernel-based methods. It maps feature vectors into a higher-dimensional space using a kernel
+function and builds an optimal linear discriminating function in this space or an optimal hyper-
+plane that fits into the training data. In case of SVM, the kernel is not defined explicitly.
+Instead, a distance between any 2 points in the hyper-space needs to be defined.
+
+The solution is optimal, which means that the margin between the separating hyper-plane and the
+nearest feature vectors from both classes (in case of 2-class classifier) is maximal. The feature
+vectors that are the closest to the hyper-plane are called _support vectors_, which means that the
+position of other vectors does not affect the hyper-plane (the decision function).
+
+SVM implementation in OpenCV is based on @cite LibSVM
+
+@sa cv::ml::SVM
+
+Prediction with SVM {#ml_intro_svm_predict}
+-------------------
+
+StatModel::predict(samples, results, flags) should be used. Pass flags=StatModel::RAW_OUTPUT to get
+the raw response from SVM (in the case of regression, 1-class or 2-class classification problem).
+
+Decision Trees {#ml_intro_trees}
+==============
+
+The ML classes discussed in this section implement Classification and Regression Tree algorithms
+described in @cite Breiman84 .
+
+The class cv::ml::DTrees represents a single decision tree or a collection of decision trees. It's
+also a base class for RTrees and Boost.
+
+A decision tree is a binary tree (tree where each non-leaf node has two child nodes). It can be used
+either for classification or for regression. For classification, each tree leaf is marked with a
+class label; multiple leaves may have the same label. For regression, a constant is also assigned to
+each tree leaf, so the approximation function is piecewise constant.
+
+@sa cv::ml::DTrees
+
+Predicting with Decision Trees {#ml_intro_trees_predict}
+------------------------------
+
+To reach a leaf node and to obtain a response for the input feature vector, the prediction procedure
+starts with the root node. From each non-leaf node the procedure goes to the left (selects the left
+child node as the next observed node) or to the right based on the value of a certain variable whose
+index is stored in the observed node. The following variables are possible:
+
+- __Ordered variables.__ The variable value is compared with a threshold that is also stored in
+ the node. If the value is less than the threshold, the procedure goes to the left. Otherwise, it
+ goes to the right. For example, if the weight is less than 1 kilogram, the procedure goes to the
+ left, else to the right.
+
+- __Categorical variables.__ A discrete variable value is tested to see whether it belongs to a
+ certain subset of values (also stored in the node) from a limited set of values the variable
+ could take. If it does, the procedure goes to the left. Otherwise, it goes to the right. For
+ example, if the color is green or red, go to the left, else to the right.
+
+So, in each node, a pair of entities (variable_index , `decision_rule (threshold/subset)` ) is used.
+This pair is called a _split_ (split on the variable variable_index ). Once a leaf node is reached,
+the value assigned to this node is used as the output of the prediction procedure.
+
+Sometimes, certain features of the input vector are missed (for example, in the darkness it is
+difficult to determine the object color), and the prediction procedure may get stuck in the certain
+node (in the mentioned example, if the node is split by color). To avoid such situations, decision
+trees use so-called _surrogate splits_. That is, in addition to the best "primary" split, every tree
+node may also be split to one or more other variables with nearly the same results.
+
+Training Decision Trees {#ml_intro_trees_train}
+-----------------------
+
+The tree is built recursively, starting from the root node. All training data (feature vectors and
+responses) is used to split the root node. In each node the optimum decision rule (the best
+"primary" split) is found based on some criteria. In machine learning, gini "purity" criteria are
+used for classification, and sum of squared errors is used for regression. Then, if necessary, the
+surrogate splits are found. They resemble the results of the primary split on the training data. All
+the data is divided using the primary and the surrogate splits (like it is done in the prediction
+procedure) between the left and the right child node. Then, the procedure recursively splits both
+left and right nodes. At each node the recursive procedure may stop (that is, stop splitting the
+node further) in one of the following cases:
+
+- Depth of the constructed tree branch has reached the specified maximum value.
+- Number of training samples in the node is less than the specified threshold when it is not
+ statistically representative to split the node further.
+- All the samples in the node belong to the same class or, in case of regression, the variation is
+ too small.
+- The best found split does not give any noticeable improvement compared to a random choice.
+
+When the tree is built, it may be pruned using a cross-validation procedure, if necessary. That is,
+some branches of the tree that may lead to the model overfitting are cut off. Normally, this
+procedure is only applied to standalone decision trees. Usually tree ensembles build trees that are
+small enough and use their own protection schemes against overfitting.
+
+Variable Importance {#ml_intro_trees_var}
+-------------------
+
+Besides the prediction that is an obvious use of decision trees, the tree can be also used for
+various data analyses. One of the key properties of the constructed decision tree algorithms is an
+ability to compute the importance (relative decisive power) of each variable. For example, in a spam
+filter that uses a set of words occurred in the message as a feature vector, the variable importance
+rating can be used to determine the most "spam-indicating" words and thus help keep the dictionary
+size reasonable.
+
+Importance of each variable is computed over all the splits on this variable in the tree, primary
+and surrogate ones. Thus, to compute variable importance correctly, the surrogate splits must be
+enabled in the training parameters, even if there is no missing data.
+
+Boosting {#ml_intro_boost}
+========
+
+A common machine learning task is supervised learning. In supervised learning, the goal is to learn
+the functional relationship \f$F: y = F(x)\f$ between the input \f$x\f$ and the output \f$y\f$ .
+Predicting the qualitative output is called _classification_, while predicting the quantitative
+output is called _regression_.
+
+Boosting is a powerful learning concept that provides a solution to the supervised classification
+learning task. It combines the performance of many "weak" classifiers to produce a powerful
+committee @cite HTF01 . A weak classifier is only required to be better than chance, and thus can be
+very simple and computationally inexpensive. However, many of them smartly combine results to a
+strong classifier that often outperforms most "monolithic" strong classifiers such as SVMs and
+Neural Networks.
+
+Decision trees are the most popular weak classifiers used in boosting schemes. Often the simplest
+decision trees with only a single split node per tree (called stumps ) are sufficient.
+
+The boosted model is based on \f$N\f$ training examples \f${(x_i,y_i)}1N\f$ with \f$x_i \in{R^K}\f$
+and \f$y_i \in{-1, +1}\f$ . \f$x_i\f$ is a \f$K\f$ -component vector. Each component encodes a
+feature relevant to the learning task at hand. The desired two-class output is encoded as -1 and +1.
+
+Different variants of boosting are known as Discrete Adaboost, Real AdaBoost, LogitBoost, and Gentle
+AdaBoost @cite FHT98 . All of them are very similar in their overall structure. Therefore, this
+chapter focuses only on the standard two-class Discrete AdaBoost algorithm, outlined below.
+Initially the same weight is assigned to each sample (step 2). Then, a weak classifier
+\f$f_{m(x)}\f$ is trained on the weighted training data (step 3a). Its weighted training error and
+scaling factor \f$c_m\f$ is computed (step 3b). The weights are increased for training samples that
+have been misclassified (step 3c). All weights are then normalized, and the process of finding the
+next weak classifier continues for another \f$M\f$ -1 times. The final classifier \f$F(x)\f$ is the
+sign of the weighted sum over the individual weak classifiers (step 4).
+
+__Two-class Discrete AdaBoost Algorithm__
+
+- Set \f$N\f$ examples \f${(x_i,y_i)}1N\f$ with \f$x_i \in{R^K}, y_i \in{-1, +1}\f$ .
+
+- Assign weights as \f$w_i = 1/N, i = 1,...,N\f$ .
+
+- Repeat for \f$m = 1,2,...,M\f$ :
+
+ - Fit the classifier \f$f_m(x) \in{-1,1}\f$, using weights \f$w_i\f$ on the training data.
+
+ - Compute \f$err_m = E_w [1_{(y \neq f_m(x))}], c_m = log((1 - err_m)/err_m)\f$ .
+
+ - Set \f$w_i \Leftarrow w_i exp[c_m 1_{(y_i \neq f_m(x_i))}], i = 1,2,...,N,\f$ and
+ renormalize so that \f$\Sigma i w_i = 1\f$ .
+
+- Classify new samples _x_ using the formula: \f$\textrm{sign} (\Sigma m = 1M c_m f_m(x))\f$ .
+
+@note Similar to the classical boosting methods, the current implementation supports two-class
+classifiers only. For M \> 2 classes, there is the __AdaBoost.MH__ algorithm (described in
+@cite FHT98) that reduces the problem to the two-class problem, yet with a much larger training set.
+
+To reduce computation time for boosted models without substantially losing accuracy, the influence
+trimming technique can be employed. As the training algorithm proceeds and the number of trees in
+the ensemble is increased, a larger number of the training samples are classified correctly and with
+increasing confidence, thereby those samples receive smaller weights on the subsequent iterations.
+Examples with a very low relative weight have a small impact on the weak classifier training. Thus,
+such examples may be excluded during the weak classifier training without having much effect on the
+induced classifier. This process is controlled with the weight_trim_rate parameter. Only examples
+with the summary fraction weight_trim_rate of the total weight mass are used in the weak classifier
+training. Note that the weights for __all__ training examples are recomputed at each training
+iteration. Examples deleted at a particular iteration may be used again for learning some of the
+weak classifiers further @cite FHT98
+
+@sa cv::ml::Boost
+
+Prediction with Boost {#ml_intro_boost_predict}
+---------------------
+StatModel::predict(samples, results, flags) should be used. Pass flags=StatModel::RAW_OUTPUT to get
+the raw sum from Boost classifier.
+
+Random Trees {#ml_intro_rtrees}
+============
+
+Random trees have been introduced by Leo Breiman and Adele Cutler:
+ . The algorithm can deal with both
+classification and regression problems. Random trees is a collection (ensemble) of tree predictors
+that is called _forest_ further in this section (the term has been also introduced by L. Breiman).
+The classification works as follows: the random trees classifier takes the input feature vector,
+classifies it with every tree in the forest, and outputs the class label that received the majority
+of "votes". In case of a regression, the classifier response is the average of the responses over
+all the trees in the forest.
+
+All the trees are trained with the same parameters but on different training sets. These sets are
+generated from the original training set using the bootstrap procedure: for each training set, you
+randomly select the same number of vectors as in the original set ( =N ). The vectors are chosen
+with replacement. That is, some vectors will occur more than once and some will be absent. At each
+node of each trained tree, not all the variables are used to find the best split, but a random
+subset of them. With each node a new subset is generated. However, its size is fixed for all the
+nodes and all the trees. It is a training parameter set to \f$\sqrt{number\_of\_variables}\f$ by
+default. None of the built trees are pruned.
+
+In random trees there is no need for any accuracy estimation procedures, such as cross-validation or
+bootstrap, or a separate test set to get an estimate of the training error. The error is estimated
+internally during the training. When the training set for the current tree is drawn by sampling with
+replacement, some vectors are left out (so-called _oob (out-of-bag) data_ ). The size of oob data is
+about N/3 . The classification error is estimated by using this oob-data as follows:
+
+- Get a prediction for each vector, which is oob relative to the i-th tree, using the very i-th
+ tree.
+
+- After all the trees have been trained, for each vector that has ever been oob, find the
+ class-winner for it (the class that has got the majority of votes in the trees where
+ the vector was oob) and compare it to the ground-truth response.
+
+- Compute the classification error estimate as a ratio of the number of misclassified oob vectors
+ to all the vectors in the original data. In case of regression, the oob-error is computed as the
+ squared error for oob vectors difference divided by the total number of vectors.
+
+For the random trees usage example, please, see letter_recog.cpp sample in OpenCV distribution.
+
+@sa cv::ml::RTrees
+
+__References:__
+
+- _Machine Learning_, Wald I, July 2002.
+
+- _Looking Inside the Black Box_, Wald II, July 2002.
+
+- _Software for the Masses_, Wald III, July 2002.
+
+- And other articles from the web site
+
+
+Expectation Maximization {#ml_intro_em}
+========================
+
+The Expectation Maximization(EM) algorithm estimates the parameters of the multivariate probability
+density function in the form of a Gaussian mixture distribution with a specified number of mixtures.
+
+Consider the set of the N feature vectors { \f$x_1, x_2,...,x_{N}\f$ } from a d-dimensional Euclidean
+space drawn from a Gaussian mixture:
+
+\f[p(x;a_k,S_k, \pi _k) = \sum _{k=1}^{m} \pi _kp_k(x), \quad \pi _k \geq 0, \quad \sum _{k=1}^{m} \pi _k=1,\f]
+
+\f[p_k(x)= \varphi (x;a_k,S_k)= \frac{1}{(2\pi)^{d/2}\mid{S_k}\mid^{1/2}} exp \left \{ - \frac{1}{2} (x-a_k)^TS_k^{-1}(x-a_k) \right \} ,\f]
+
+where \f$m\f$ is the number of mixtures, \f$p_k\f$ is the normal distribution density with the mean
+\f$a_k\f$ and covariance matrix \f$S_k\f$, \f$\pi_k\f$ is the weight of the k-th mixture. Given the
+number of mixtures \f$M\f$ and the samples \f$x_i\f$, \f$i=1..N\f$ the algorithm finds the maximum-
+likelihood estimates (MLE) of all the mixture parameters, that is, \f$a_k\f$, \f$S_k\f$ and
+\f$\pi_k\f$ :
+
+\f[L(x, \theta )=logp(x, \theta )= \sum _{i=1}^{N}log \left ( \sum _{k=1}^{m} \pi _kp_k(x) \right ) \to \max _{ \theta \in \Theta },\f]
+
+\f[\Theta = \left \{ (a_k,S_k, \pi _k): a_k \in \mathbbm{R} ^d,S_k=S_k^T>0,S_k \in \mathbbm{R} ^{d \times d}, \pi _k \geq 0, \sum _{k=1}^{m} \pi _k=1 \right \} .\f]
+
+The EM algorithm is an iterative procedure. Each iteration includes two steps. At the first step
+(Expectation step or E-step), you find a probability \f$p_{i,k}\f$ (denoted \f$\alpha_{i,k}\f$ in
+the formula below) of sample i to belong to mixture k using the currently available mixture
+parameter estimates:
+
+\f[\alpha _{ki} = \frac{\pi_k\varphi(x;a_k,S_k)}{\sum\limits_{j=1}^{m}\pi_j\varphi(x;a_j,S_j)} .\f]
+
+At the second step (Maximization step or M-step), the mixture parameter estimates are refined using
+the computed probabilities:
+
+\f[\pi _k= \frac{1}{N} \sum _{i=1}^{N} \alpha _{ki}, \quad a_k= \frac{\sum\limits_{i=1}^{N}\alpha_{ki}x_i}{\sum\limits_{i=1}^{N}\alpha_{ki}} , \quad S_k= \frac{\sum\limits_{i=1}^{N}\alpha_{ki}(x_i-a_k)(x_i-a_k)^T}{\sum\limits_{i=1}^{N}\alpha_{ki}}\f]
+
+Alternatively, the algorithm may start with the M-step when the initial values for \f$p_{i,k}\f$ can
+be provided. Another alternative when \f$p_{i,k}\f$ are unknown is to use a simpler clustering
+algorithm to pre-cluster the input samples and thus obtain initial \f$p_{i,k}\f$ . Often (including
+machine learning) the k-means algorithm is used for that purpose.
+
+One of the main problems of the EM algorithm is a large number of parameters to estimate. The
+majority of the parameters reside in covariance matrices, which are \f$d \times d\f$ elements each
+where \f$d\f$ is the feature space dimensionality. However, in many practical problems, the
+covariance matrices are close to diagonal or even to \f$\mu_k*I\f$ , where \f$I\f$ is an identity
+matrix and \f$\mu_k\f$ is a mixture-dependent "scale" parameter. So, a robust computation scheme
+could start with harder constraints on the covariance matrices and then use the estimated parameters
+as an input for a less constrained optimization problem (often a diagonal covariance matrix is
+already a good enough approximation).
+
+@sa cv::ml::EM
+
+References:
+- Bilmes98 J. A. Bilmes. _A Gentle Tutorial of the EM Algorithm and its Application to Parameter
+Estimation for Gaussian Mixture and Hidden Markov Models_. Technical Report TR-97-021,
+International Computer Science Institute and Computer Science Division, University of California
+at Berkeley, April 1998.
+
+Neural Networks {#ml_intro_ann}
+===============
+
+ML implements feed-forward artificial neural networks or, more particularly, multi-layer perceptrons
+(MLP), the most commonly used type of neural networks. MLP consists of the input layer, output
+layer, and one or more hidden layers. Each layer of MLP includes one or more neurons directionally
+linked with the neurons from the previous and the next layer. The example below represents a 3-layer
+perceptron with three inputs, two outputs, and the hidden layer including five neurons:
+
+![image](pics/mlp.png)
+
+All the neurons in MLP are similar. Each of them has several input links (it takes the output values
+from several neurons in the previous layer as input) and several output links (it passes the
+response to several neurons in the next layer). The values retrieved from the previous layer are
+summed up with certain weights, individual for each neuron, plus the bias term. The sum is
+transformed using the activation function \f$f\f$ that may be also different for different neurons.
+
+![image](pics/neuron_model.png)
+
+In other words, given the outputs \f$x_j\f$ of the layer \f$n\f$ , the outputs \f$y_i\f$ of the
+layer \f$n+1\f$ are computed as:
+
+\f[u_i = \sum _j (w^{n+1}_{i,j}*x_j) + w^{n+1}_{i,bias}\f]
+
+\f[y_i = f(u_i)\f]
+
+Different activation functions may be used. ML implements three standard functions:
+
+- Identity function ( cv::ml::ANN_MLP::IDENTITY ): \f$f(x)=x\f$
+
+- Symmetrical sigmoid ( cv::ml::ANN_MLP::SIGMOID_SYM ): \f$f(x)=\beta*(1-e^{-\alpha
+ x})/(1+e^{-\alpha x}\f$ ), which is the default choice for MLP. The standard sigmoid with
+ \f$\beta =1, \alpha =1\f$ is shown below:
+
+ ![image](pics/sigmoid_bipolar.png)
+
+- Gaussian function ( cv::ml::ANN_MLP::GAUSSIAN ): \f$f(x)=\beta e^{-\alpha x*x}\f$ , which is not
+ completely supported at the moment.
+
+In ML, all the neurons have the same activation functions, with the same free parameters (
+\f$\alpha, \beta\f$ ) that are specified by user and are not altered by the training algorithms.
+
+So, the whole trained network works as follows:
+
+1. Take the feature vector as input. The vector size is equal to the size of the input layer.
+2. Pass values as input to the first hidden layer.
+3. Compute outputs of the hidden layer using the weights and the activation functions.
+4. Pass outputs further downstream until you compute the output layer.
+
+So, to compute the network, you need to know all the weights \f$w^{n+1)}_{i,j}\f$ . The weights are
+computed by the training algorithm. The algorithm takes a training set, multiple input vectors with
+the corresponding output vectors, and iteratively adjusts the weights to enable the network to give
+the desired response to the provided input vectors.
+
+The larger the network size (the number of hidden layers and their sizes) is, the more the potential
+network flexibility is. The error on the training set could be made arbitrarily small. But at the
+same time the learned network also "learns" the noise present in the training set, so the error on
+the test set usually starts increasing after the network size reaches a limit. Besides, the larger
+networks are trained much longer than the smaller ones, so it is reasonable to pre-process the data,
+using cv::PCA or similar technique, and train a smaller network on only essential features.
+
+Another MLP feature is an inability to handle categorical data as is. However, there is a
+workaround. If a certain feature in the input or output (in case of n -class classifier for
+\f$n>2\f$ ) layer is categorical and can take \f$M>2\f$ different values, it makes sense to
+represent it as a binary tuple of M elements, where the i -th element is 1 if and only if the
+feature is equal to the i -th value out of M possible. It increases the size of the input/output
+layer but speeds up the training algorithm convergence and at the same time enables "fuzzy" values
+of such variables, that is, a tuple of probabilities instead of a fixed value.
+
+ML implements two algorithms for training MLP's. The first algorithm is a classical random
+sequential back-propagation algorithm. The second (default) one is a batch RPROP algorithm.
+
+@sa cv::ml::ANN_MLP
+
+Logistic Regression {#ml_intro_lr}
+===================
+
+ML implements logistic regression, which is a probabilistic classification technique. Logistic
+Regression is a binary classification algorithm which is closely related to Support Vector Machines
+(SVM). Like SVM, Logistic Regression can be extended to work on multi-class classification problems
+like digit recognition (i.e. recognizing digits like 0,1 2, 3,... from the given images). This
+version of Logistic Regression supports both binary and multi-class classifications (for multi-class
+it creates a multiple 2-class classifiers). In order to train the logistic regression classifier,
+Batch Gradient Descent and Mini-Batch Gradient Descent algorithms are used (see
+). Logistic Regression is a
+discriminative classifier (see for more details).
+Logistic Regression is implemented as a C++ class in LogisticRegression.
+
+In Logistic Regression, we try to optimize the training parameter \f$\theta\f$ such that the
+hypothesis \f$0 \leq h_\theta(x) \leq 1\f$ is achieved. We have \f$h_\theta(x) = g(h_\theta(x))\f$
+and \f$g(z) = \frac{1}{1+e^{-z}}\f$ as the logistic or sigmoid function. The term "Logistic" in
+Logistic Regression refers to this function. For given data of a binary classification problem of
+classes 0 and 1, one can determine that the given data instance belongs to class 1 if \f$h_\theta(x)
+\geq 0.5\f$ or class 0 if \f$h_\theta(x) < 0.5\f$ .
+
+In Logistic Regression, choosing the right parameters is of utmost importance for reducing the
+training error and ensuring high training accuracy:
+
+- The learning rate can be set with @ref cv::ml::LogisticRegression::setLearningRate "setLearningRate"
+ method. It determines how fast we approach the solution. It is a positive real number.
+
+- Optimization algorithms like Batch Gradient Descent and Mini-Batch Gradient Descent are supported
+ in LogisticRegression. It is important that we mention the number of iterations these optimization
+ algorithms have to run. The number of iterations can be set with @ref
+ cv::ml::LogisticRegression::setIterations "setIterations". This parameter can be thought
+ as number of steps taken and learning rate specifies if it is a long step or a short step. This
+ and previous parameter define how fast we arrive at a possible solution.
+
+- In order to compensate for overfitting regularization is performed, which can be enabled with
+ @ref cv::ml::LogisticRegression::setRegularization "setRegularization". One can specify what
+ kind of regularization has to be performed by passing one of @ref
+ cv::ml::LogisticRegression::RegKinds "regularization kinds" to this method.
+
+- Logistic regression implementation provides a choice of 2 training methods with Batch Gradient
+ Descent or the MiniBatch Gradient Descent. To specify this, call @ref
+ cv::ml::LogisticRegression::setTrainMethod "setTrainMethod" with either @ref
+ cv::ml::LogisticRegression::BATCH "LogisticRegression::BATCH" or @ref
+ cv::ml::LogisticRegression::MINI_BATCH "LogisticRegression::MINI_BATCH". If training method is
+ set to @ref cv::ml::LogisticRegression::MINI_BATCH "MINI_BATCH", the size of the mini batch has
+ to be to a positive integer set with @ref cv::ml::LogisticRegression::setMiniBatchSize
+ "setMiniBatchSize".
+
+A sample set of training parameters for the Logistic Regression classifier can be initialized as follows:
+@snippet samples/logistic_regression.cpp init
+
+@sa cv::ml::LogisticRegression
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diff --git a/modules/ml/include/opencv2/ml.hpp b/modules/ml/include/opencv2/ml.hpp
new file mode 100644
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+++ b/modules/ml/include/opencv2/ml.hpp
@@ -0,0 +1,1956 @@
+/*M///////////////////////////////////////////////////////////////////////////////////////
+//
+// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
+//
+// By downloading, copying, installing or using the software you agree to this license.
+// If you do not agree to this license, do not download, install,
+// copy or use the software.
+//
+//
+// License Agreement
+// For Open Source Computer Vision Library
+//
+// Copyright (C) 2000, Intel Corporation, all rights reserved.
+// Copyright (C) 2013, OpenCV Foundation, all rights reserved.
+// Copyright (C) 2014, Itseez Inc, all rights reserved.
+// Third party copyrights are property of their respective owners.
+//
+// Redistribution and use in source and binary forms, with or without modification,
+// are permitted provided that the following conditions are met:
+//
+// * Redistribution's of source code must retain the above copyright notice,
+// this list of conditions and the following disclaimer.
+//
+// * Redistribution's in binary form must reproduce the above copyright notice,
+// this list of conditions and the following disclaimer in the documentation
+// and/or other materials provided with the distribution.
+//
+// * The name of the copyright holders may not be used to endorse or promote products
+// derived from this software without specific prior written permission.
+//
+// This software is provided by the copyright holders and contributors "as is" and
+// any express or implied warranties, including, but not limited to, the implied
+// warranties of merchantability and fitness for a particular purpose are disclaimed.
+// In no event shall the Intel Corporation or contributors be liable for any direct,
+// indirect, incidental, special, exemplary, or consequential damages
+// (including, but not limited to, procurement of substitute goods or services;
+// loss of use, data, or profits; or business interruption) however caused
+// and on any theory of liability, whether in contract, strict liability,
+// or tort (including negligence or otherwise) arising in any way out of
+// the use of this software, even if advised of the possibility of such damage.
+//
+//M*/
+
+#ifndef OPENCV_ML_HPP
+#define OPENCV_ML_HPP
+
+#ifdef __cplusplus
+# include "opencv2/core.hpp"
+#endif
+
+#ifdef __cplusplus
+
+#include
+#include