COMPGI16 - Approximate Inference and Learning in Probabilistic Models

This database contains the 2017-18 versions of syllabuses. Syllabuses from the 2016-17 session are available here.

Note: Whilst every effort is made to keep the syllabus and assessment records correct, the precise details must be checked with the lecturer(s).

Code COMPGI16
Year MSc
Prerequisites COMPGI18 Probabilstic and Unsupervised Learning
Term 1
Taught By Maneesh Sahani (Gatsby Computational Neuroscience Unit) (100%)
Aims The module will present the foundations of approximate inference and learning in probabilistic graphical models (e.g. Bayesian networks and Markov networks), with particular focus on models composed from conditional exponential family distributions. Both stochastic (Monte Carlo) methods and deterministic approximations will be covered. The methods will be discussed in relation to practical problems in real-world inference in Machine Learning, including problems in tracking and learning.
Learning Outcomes Students will be able to understand how to derive and implement state-of-the-art approximate inference techniques and be able to make contributions to research in this area.

Content

Nonlinear, hierarchical (deep), and distributed models.

Independent component analysis, Boltzmann machines, Dirichlet topic models, manifold discovery.

Mean-field methods, variational approximations and variational Bayes.

Expectation propagation

Loopy belief propagation, the Bethe free energy and extensions.

Convex methods and convexified bounds.

Monte-Carlo methods: including rejection and importance sampling, Gibbs, Metropolis-Hastings, anealed importance sampling, Hamiltonian Monte-Carlo, slice sampling, sequential Monte-Carlo (particle filtering)

Other topics as time permits.

Method of Instruction

Lecture presentations with associated class problems.

Assessment

The course has the following assessment components:

  • Written Examination (2.5 hours, 50%)
    • Examination rubric: Answer all questions
  • Coursework Section (3 pieces, 50%)

To pass this course, students must:

  • Obtain an overall pass mark of 50% for all sections combined.

Resources

Reading list available via the UCL Library catalogue.