If the “mood” of the previous lessons was about Inference, I can only say that the current are about “smoothing”, “occam’s razor” and “perceptron”. 3 concepts that will remain with you even after having forgotten about all this (check it out below :-P).
Enjoy the notes and, again, do Lesson 5, than complete the Homework, than study Lesson 6.
UPDATE Sat 05 Nov 2011: I just finished putting down the notes of Lesson 6, and you can find the link above.
I must say that Lesson 6, if we exclude Expectation Maximisation, is way less “mathematical” than the other lessons. Prof. Thrun, at a certain point, seems like givings us just an “overview” of some of the Unsupervised Learning concepts. It really makes you mouth-watering!