Department of Information Technology

Probabilistic Machine Learning (PML) PhD course (5+3hp)

Spring 2018

Description

Data is becoming more and more widely available and the world is now in a situation where there is more data than we can handle. This clearly calls for new technology and this challenge has resulted in the rapid growth of the machine learning area over the past decade. This course provides an introduction into the area of machine learning, focusing on dynamical systems. To a large extent this involves probabilistic modelling in order to be able to solve a wide range of problems.

Contents

  • Linear regression
  • Linear classification
  • Support vector machines
  • Gaussian processes
  • Expectation Maximization (EM)
  • Neural networks
  • Clustering
  • Variational inference
  • Graphical models and probabilistic programming
  • Message passing algorithms

Course Structure

The course gives 5 hp (you can receive an additional 3 hp by carrying out a project).

Examination

The examination consists in a standard written 2 day (48 h) exam. The exam period is June 5, 2018 until July 6, 2018. See slides 4-5 of Lecture 7 for more information about the exam.

Course literature

The main book used during the course is,
[B] Christopher M. Bishop. Pattern Recognition and Machine Learning, Springer, 2006.
We will also make use of,
[HTF] Trevor Hastie, Robert Tibshirani and Jerome Friedman. The Elements of Statistical Learning: Data Mining, Inference and Prediction, Second edition, Springer, 2009.

Recommended supplementary reading

There are by now many books written on the machine learning subject and new books keeps appearing all the time. Here are links to a few additional resources.

Periodicity

Every 2 years. Next edition starts in March 2018. Previous editions have been given at Uppsala University (2016, 2014), Linköping University (2013, 2011) and at Lund University (2011).

Schedule

The course schedule is available via TimeEdit by clicking here.

Course level

This is a PhD level course.

Prerequisites

Basic undergraduate courses in linear algebra, statistics and optimization.

Related Courses

Statistical estimation theory and its applications.

Contact Persons

Thomas Schön, email: thomas.schon_at_it.uu.se.
Lawrence Murray, email: lawrence.murray_at_it.uu.se.
Jalil Taghia, email: jalil.taghia@it.uu.se.

Updated  2018-05-08 07:30:04 by Thomas Schön.