Schedule (subject to change)

Date Topic Read Assignment Due
Jan  
15 Course Overview    
20 no class    
22 Introduction: Key Concepts and Problems Ch. 1  
27 Probability Review: Probability Theory    
29 Probability Review: Probability Distributions Ch. 2  
Feb    
3 Linear Models for Regression Ch. 3 Problem set 1
5 Bayesian Linear Regression    
10 Linear Models for Classification: Discriminant Functions Ch. 4  
12 Linear Models (cont): Logistic Regression, Laplace Approx.    
17 substitute Monday schedule    
19 Classification methods (cont.)   Program 1: Linear methods
24 Mid-term: in class    
26 Kernel Methods: Dual representations, radial basis functions Ch. 6  
Mar    
3 Kernel Methods: Gaussian Processes    
5 Sparse Kernel Machines: SVM, RVM Ch. 7
7-15 spring recess    
17 Graphical Models: Bayes Nets Ch. 8 Problem set 2
19 Markov Random Fields
   
24 Inference algorithms for graphical models

 
26 K-means clustering, mixtures of Gaussians, EM  Ch. 9  
31 Basic sampling algorithms
Ch. 11 Program 2: Kernel Methds
Apr    
2 Markov Chain Monte Carlo, Gibbs sampling
   
7 Sequential data: hidden Markov models
Ch. 13
 
9 Sequential data: particle filtering
   
14 Combining methods: Boosting, tree-based methods
Ch. 14
Program 3: Graphical models
16 Combining methods: conditional mixtures
   
21 Continouous latent variables: principal components
Ch. 12  
23 substitute Monday schedule

 
28 ICA, Kernel PCA
  Program 4: Combining Methods
30 Take home exam due