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STA 4273H (Fall 2011): Statistical Machine Learning
Lectures: Tuesdays 9:10am to 12:00pm in UC 376
Instructor :
-
Ruslan (Russ) Salakhutdinov, Office: SS6002,
- Email:
rsalakhu [at] utstat [dot] toronto [dot] edu
- Lectures: Tuesdays 9:10am to 12:00pm in UC 376
- First Lecture: : Sep 13, 2011.
- Last Lecture: : Dec 06, 2011.
- Office hours: Fridays, 11-12.
Course Outline:
Statistical machine learning is a very dynamic field that lies at the
intersection of Statistics and computational sciences. The goal of
statistical machine learning is to develop algorithms that can "learn"
from data using statistical and computational methods. Over the last
decade, numerous research fields, such as computational biology,
neuroscience, artificial intelligence, data mining, signal processing,
finance have been strongly influenced by advances in machine learning.
This is an advanced graduate course, designed for Master's and Ph.D. level
students, and will assume a reasonable degree of mathematical maturity.
Specific topics to be covered include:
- Linear methods for
regression/classification
- Model assessment and selection
- Graphical
models, Bayesian networks, Markov random fields, conditional random
fields
- Learning and inference in graphical models
- Approximate
variational inference, mean-field inference, loopy belief propagation
- Basic
sampling algorithms, Markov chain Monte Carlo,
Gibbs sampling, and Metropolis-Hastings algorithm
- Mixture models and generalized mixture models
- Expectation-Maximization
(EM) algorithm and variational EM
- Unsupervised learning, probabilistic
PCA, factor analysis, independent component analysis, and nonlinear
dimensionality reduction.
We will also discuss recent advances in machine
learning including
- Deep learning
- Deep Belief Networks and
Deep Boltzmann
Machines
- Bayesian probabilistic matrix factorization and,
- Hierarchical
Bayesian models.
Prerequisite : Knowledge of statistical inference, probability theory, and
linear algebra at the advanced undergraduate level, and some basic
programming skills in R or Matlab. STA414/2104 is a plus, but is not
required.
Books :
Contact Information
Email: rsalakhu [at] utstat [dot] toronto [dot] edu
Office: Sidney Smith Hall, Room 6002
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STA 4273H (Fall 2011): Research Topics In Statistical Machine Learning
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