The Center for Machine Learning Research (CMLR) is a newly founded interdisciplinary research center at Peking University. Its goal is to advance machine learning-related research across a wide range of disciplines including mathematics, the sciences and computer science, with an emphasis on the theoretical foundation of machine learning, new algorithms and AI for Science. The graduate program at CMLR is an interdisciplinary, international program aimed at producing the best talents at the frontier of all disciplines where machine learning can play a role. The close collaboration between CMLR and other institutions such as the AI for Science Institute (AISI, Beijing) ensures that there is a seamless flow between breakthroughs in modeling and algorithms, software implementation and feedback from the real world.