Class: TTh 4-5:45, Porter 241
Office hours: Mo,We 10-11, 331 Baskin Engineering
Prerequisite: CMPS 242 - Machine Learning
or a graduate Bayesian Statistics class
Textbook by Michael I. Jordan:
Same as title of course.
Good tutorial material
Friedman-Goldszmidt
Summary of lectures
1: General introduction
Introductory article by Jordan
Introductory article by Friedman on CompBio Apps
2: Tutorial by Friedman on
I-maps, d-seperation, minimal I-maps
3: Sets of independences implied by digraphs
4: Sets of independences implied by undirected graphs
Elimination algorithm
Homework 1, Due Tu 4-20-04 in class
5: Sum product algorithm
Factor graphs
6: Computing max. a posteriori probabilities
Formulations for general semi-rings
Interpolating between maximum and sum
Free energy
Application to speech
Semi-ring version of all pairs shortest path algorithm
Bayesian versus Frequentists
7: Regression - mixtures - classification
Solutions, Homework 1
8: LMS, LLS, Steepest Descent,
QR decomposition, Pseudo-inverse, SVD
Ridge regression, shrinkage
Homework 2, Due Tu 5-4-04 in class
9: Linear classification, generative versus
discriminative, Logistic Regression
10: Newton's method, IRLS for Logistic Regression,
trigger variable, noisy or
Exponential families of distributions
11: GLIM, sufficient statistics, ML, KL to empirical distribution
Alternate to GLIM based on two Bregman divergences
PartII of on-line learning tutorial
One page project proposal, due Tu, May 11
Solutions homework 3
Homework 3, Due Th 5-27-04 in class
12: Summary of GLIM
Divergence based approach for deriving updates
Matching loss function
Completely observed graphical models
13: Mixtures, conditional mixtures
Various derivations of EM
Implicit versus explicit updates
14: HMMs as graphical model
Joint Entropy Updates for Gaussian Mixtures
Joint Entropy Updates HMMs
15: Multivariate Gaussians
Factor analysis
16: Kalman filtering
17: Morkov properties
18: Junction tree algorithm
Solutions, Homework 3
19: Junction tree algorithm (continued)
HMMs as special case
20: Building and exponential model starting with features
Maxent connection
Generalization to Bregman divergences
Learning a positive definite matrix/kernel
Extended abstract
Open problems