While linear machine learning methods, such as Partial Least Squares (PLS) regression, work in a very wide range of problems of chemical and biological interest, there are times when the relationships between variables are complex and require non-linear modeling methods. Many non-linear machine learning methods have been developed, however, we will focus on a few that we have found quite useful. This includes Locally Weighted Regression (LWR), Artificial Neural Networks (ANNs) and Support Vector Machines (SVMs). ANNs and SVMs for both regression and classification will be considered. The course concludes with a segment on how to choose a method