Schedule (subject to change)

Date Topic Read Assignment Due
Jan    
16 Course Overview    
18 Introduction: Basic goals Ch. 1  
23 Probability Review: Binary, Multinomial, and Guassian Distributions Ch. 2  
25 Probability Review: Exponential Family, Non-parametric    
30 Linear Models for Regression Ch. 3  
Feb    
1 Bayesian Linear Regression    
6 Linear Models for Classification: Discriminant Functions Ch. 4 Problem set 1
8 Linear Models for Classification: Generative vs. Discriminative    
13 Linear Models for Classification: Logistic Regression, Laplace Approx.    
15 Classification methods (cont.)   Program 1: Linear Classification
20 substitute Monday schedule    
22 Mid-term: in class    
27 Kernel Methods: Dual representations, radial basis functions Ch. 6  
Mar    
1 Kernel Methods: Gaussian Processes    
6 Sparse Kernel Machines: Support Vector Machines Ch. 7
8 Relevance Vector Machines   Problem set 2
  spring recess    
20 Graphical Models: Bayes Nets Ch. 8  
22 Markov Random Fields
   
27 Inference algorithms for graphical models

Program 2: Kernel Methds
29 K-means clustering, mixtures of Gaussians, EM  Ch. 9  
Apr    
3 Basic sampling algorithms
Ch. 11  
5 Markov Chain Monte Carlo, Gibbs sampling
  Problem set 3
10 Sequential data: hidden Markov models
Ch. 13
 
12 Sequential data: particle filtering
   
17 Combining methods: Boosting, tree-based methods
Ch. 14
 
19 Combining methods: conditional mixtures
  Program 3: Graphical models
24 Continouous latent variables: principal components
Ch. 12
 
26 Kernel PCA
   
May
1 TBA

 
3 TBA
  Program 4: Combining Methods
11 Final exam 9-11am, location TBA.