Advanced probabilistic machine learning
Course content
This is an advanced course in machine learning, focusing on modern probabilistic/Bayesian methods: Bayesian linear regression, Bayesian networks, latent variable models and Gaussian processes, as well as methods for exact and approximative inference in such models. The course also contains necessary probability theory and methods for data dimensionality reduction.
The course includes theory (e.g., derivations and proofs) as well as practice. The practical part will be implemented using Python.
Two versions
The course exists in two versions - 1RT705 (5 course credits) and 1RT003 (7.5 course credits).
If you are registered as a PhD student, the course codes are FTN0092 (5 course credits) and FTN0204 (7.5 course credits).
Course Structure
- Lectures: 14 (1RT003), 10 (1RT705)
- Exercise sessions: 11 (1RT003), 8 (1RT705)
- Mini project: 1 (mandatory for all)
- Peer-review: 1 (mandatory for all)
- Computer lab: 1 (mandatory only for 1RT003)
- Exam: 1 (mandatory for all, shorter exam for 1RT705)
- Literature: A few different sources, all available online
- Helpdesk: with focus on the miniproject
- Language of instruction: English
Click on the link above to get further info about each course element.
Schedule
Campus teaching
The course will be taught on campus. Recorded lectures from previous years are available, but be aware that the course structure has gone through some changes. Also the order of the lectures is slightly different in each year. The exercise sessions will be given on campus.
Covid-plan
In case the covid-situation gets worse, all teaching will be given via zoom at the same time points as they should have been given on campus. If this happens, this decision will be announcement via an Announcement.
Exercise sessions
During the exercise sessions, the teaching assistant will give a short introduction of the material related to that session and during the session provide insight and comments on the solutions. Except for this, you are supposed to be active and work with the suggested exercises and the teaching assistants will be available for questions and discussion. Take this opportunity to interact! The exercises will be available ahead of time before the session. There are two time slots for each exercise session in the schedule. Choose the one that fits best with your schedule.
Helpdesk
A helpdesk on Zoom will start from week 36 on. You are welcome to come with questions related to the course. The focus and the priority of these office hours will be the mini-project.
Formalities
The course is 5 credits for 1RT705 and 7.5 credits for 1RT003. Entry requirements are: 120 credits, including Statistical Machine Learning, Probability and Statistics, Linear Algebra II, Single Variable Calculus, a course in multivariable calculus and one basic programming course.
Course evaluation and course report
Course evaluation and course report for the 2021 course version can be found here (login required).
Teachers
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Antônio H. Ribeiro
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Jens Sjölund
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Zheng Zhao Links to an external site. (lecturer) |
Thomas Schön
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David Widmann
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Daniel Gedon
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Mohammed Al-Jaff Links to an external site. (teaching assistant) |