Bayesian Machine Learning and Information Processing (5SSD0)

academic year 2024/25

Note: This site is currently under construction.

The course “Bayesian Machine Learning and Information Processing” starts in November 2024 (Q2).

Course goals

This course provides an introduction to Bayesian machine learning and information processing systems. The Bayesian approach affords a unified and consistent treatment of many useful information processing systems.

Course summary

This course covers the fundamentals of a Bayesian (i.e., probabilistic) approach to machine learning and information processing systems. The Bayesian approach allows for a unified and consistent treatment of many model-based machine learning techniques. Initially, we focus on Linear Gaussian systems and will discuss many useful models and applications, including common regression and classification methods, Gaussian mixture models, hidden Markov models and Kalman filters. We will discuss important algorithms for parameter estimation in these models including the Variational Bayes method. The Bayesian method also provides tools for comparing the performance of different information processing systems by means of estimating the Bayesian evidence for each model. We will discuss several methods for approximating Bayesian evidence. Next, we will discuss intelligent agents that learn purposeful behavior from interactions with their environment. These agents are used for applications such as self-driving cars or interactive design of virtual and augmented realities. Indeed, in this course we relate synthetic Bayesian intelligent agents to natural intelligent agents such as the brain. You will be challenged to code Bayesian machine learning algorithms yourself and apply them to practical information processing problems.

News and Announcements

  • (13-Nov-2024) Please sign up for Piazza (Q&A platform) at signup link. As much as possible we will use the Piazza site for new announcements as well.

Instructors

Materials

In principle, you can download all needed materials from the links below.

Lecture Notes

The lecture notes are mandatory material for the exam:

Books

The following book is optional but very useful for additional reading:

Software

  • Please install Microsoft’s VS Code editor (download) and add the Jupyter notebook extension (tutorial).
  • Please install Julia version 1.9 (download) on your machine and then add the Julia extension in VS Code (tutorial).

Lecture notes, exercises, assignment and video recordings

You can access all lecture notes, videos and exercises online through the links below:

Date lesson materials
lecture notes exercises assignments video recordings
13-Nov-2024 (Wednesday) B0: Course Syllabus
B1: Machine Learning Overview
B0, B1 B0, B1
15-Nov-2024 B2: Probability Theory Review B2 B2-ex
B2-sol
B2.1, B2.2
20-Nov-2024 B3: Bayesian Machine Learning B3 B3-ex
B3-sol
B3.1, B3.2
22-Nov-2024 B4: Factor Graphs and the Sum-Product Algorithm B4 B4-ex
B4-sol
B4.1, B4.2
27-Nov-2024 Introduction to Julia W0
27-Nov-2024 Pick-up Julia programming assignment A0 A0
29-Nov-2024 B5: Continuous Data and the Gaussian Distribution B5 B5-ex
B5-sol
B5.1, B5.2
04-Dec-2024 B6: Discrete Data and the Multinomial Distribution B6 B6-ex
B6-sol
B6
06-Dec-2024 Probabilistic Programming 1 - Bayesian inference with conjugate models W1 W1.1, W1.2
06-Dec-2024 Submission deadline assignment A0 link
06-Dec-2024 Pick-up probabilistic programming assignment A1 A1
11-Dec-2024 B7: Regression B7 B7-ex
B7-sol
B7.1, B7.2
13-Dec-2024 B8: Generative Classification
B9: Discriminative Classification
B8, B9 B8-9-ex
B8-9-sol
B8, B9
18-Dec-2024 Probabilistic Programming 2 - Bayesian regression & classification W2 W2.1, W2.2
20-Dec-2024 B10: Latent Variable Models and Variational Bayes B10 B10-ex
B10-sol
B10.1, B10.2
20-Dec-2024 Submission deadline assignment A1 link
break
08-Jan-2025 Probabilistic Programming 3 - Variational Bayesian inference W3 W3.1, W3.2
10-Jan-2025 B11: Dynamic Models B11 B11-ex
B11-sol
B11
10-Jan-2025 Pick-up probabilistic programming assignment A2 A2
15-Jan-2025 Probabilistic Programming 4 - Bayesian filters & smoothers W4 W4.1, W4.2
17-Jan-2025 B12: Intelligent Agents and Active Inference B12,
slides
B12-ex
B12-sol
B12.1, B12.2
24-Jan-2025 Submission deadline assignment A2 link
30-Jan-2025 written examination (13:30-16:30)
17-Apr-2025 resit written examination (18:00-21:00)

Exams & Assignments

Preparation

  • Consult the Course Syllabus (lecture notes for 1st class) for advice on how to study the materials.

Programming Assignments

  • Programming assignments can be downloaded and submitted through the links in the above table.

Grading

  • The final grade is composed of the results of assignments A1 (10%), A2 (10%), and a final written exam (80%). The grade will be rounded to the nearest integer.

Instructors