Dr. Stefan Bauer - Autumn Semester, 2018
This course will focus on state space models. We use a framework called probabilistic graphical models which include Bayesian Networks and Markov Random Fields. We apply the approach to time series data with a focus on latent state space models for videos. The course covers amongst others the following topics:
Lectures | Friday, 13:00-15:00 |
HG E 21 |
Exercises | Tuesday, 15:00-16:00 |
CAG G 56 |
20 Minute oral exam in English.
Day | Lecture Topics | Lecture Slides | Recommended Reading | Background Material |
Sep 21 | Introduction Graphical Models | Lecture 1 | Bishop, Chapter 8 | |
Sep 28 | Variational Inference | Lecture 2 | Bishop, Chapter 9 | Variational Inference: A Review for Statisticians |
Oct 5 | Expectation Propagation | Lecture 3 | Bishop, Chapter 10 | |
Oct 12 | Repetition and Stochastic Variational Inference | Lecture 4 | Black Box Variational Interference - AISTATS 2014 | |
Oct 19 | Sequential Data | Lecture 5 | Bishop, Chapter 13 | A Unifying Review of Linear Gaussian Models |
Oct 26 | Dimensionality Reduction | Lecture 6 | Bishop, Chapter 12 | |
Nov 2 | Summary Dimensionality Reduction and State Space Models | Lecture 7 | ||
Nov 9 | Guest Lecture: Generative Adversarial Networks | no slides | NIPS 2016 Tutorial | |
Nov 16 | Autoencoding Variational Bayes | Lecture 9 | Deep Learning, Chapter 14 | Tutorial on Variational Autoencoder |
Nov 23 | Score Function Estimators | Lecture 10 | ||
Nov 30 | Evaluating Deep Representation Learning | Lecture 11 | Deep Learning, Chapter 15 | |
Dec 14 | Guest Lecture: Temporal Point Processses and Bayesian Non-parametrics | Lecture 12a Lecture 12b | ||
Dec 21 |
C. Bishop. Pattern Recognition and Machine Learning. Springer, 2007.
Available for free from here.
I. Goodfellow, Y. Bengio and A. Courville. Deep Learning. MIT Press, 2016.
Available for free from here.
D. Barber. Bayesian Reasoning and Machine Learning. Cambridge University Press 2012.
Covers many topics in graphical models and machine learning.
Available for free from here.
M. Wainwright and M.I. Jordan. Graphical models, exponential families and variational inference. Foundations and Trends in Machine Learning 2008.
Advanced treatment of graphical models and variational inference. Available free from here.
Please ask your questions through the Piazza Forum