The problem of learning is arguably at the very core of the problem of inte
lligence, both biological and artificial. In this article, we review our wo
rk over the last 10 years in the area of supervised learning, focusing on t
hree interlinked directions of research-(1) theory, (2) engineering applica
tions (making intelligent software), and (3) neuroscience (understanding th
e brain's mechanisms of learnings)-that contribute to and complement each o
ther.