CS 281A / Stat 241A, Fall 2009:

Statistical Learning Theory

Announcements:

Mon Nov 23: The poster sessions on Tue Dec 1 and Thu Dec 3 will be in the usual lecture time and place (Soda 306, 11-12:30). It will be just like a poster presentation at a conference: If you are presenting a poster, you will need to stick your poster up on a wall somewhere (we'll have materials to do that), stand beside it, and answer any questions that come up as others wander by and look at it. It's common to offer to give a brief overview of the material presented in your poster, so be prepared to do that. Remember it should be brief - each person will be spending only a small fraction (approx two minutes) of the poster session in front of your poster.
If you are enrolled in Stat 241A, you will present your poster in the session on Tuesday, December 1. If you are enrolled in CS 281A, you will present it in the session on Thursday, December 3. If you cannot present your poster on the assigned day, please arrange to swap with someone in the other session and send me an email describing the swap. For joint projects with both course codes represented, choose a day and email me letting me know.
The project report is due at 5pm on Friday December 4 (note the extension). Please submit the report (in hard copy) to the box outside 723 SD Hall. This deadline is firm; reports submitted after 5pm on December 4 will not be accepted.
Sun Oct 11: The project proposal is due on Friday, October 30. Information on projects is available: [Projects]
Tue Sep 22: Chapter 16 is available here. Username/password as given in class.
Fri Sep 11: If you need a computer account for this course, please follow the instructions here (if you're enrolled in CS 281A), or contact Joe Neeman by Sep 21 (if you're enrolled in Stat 241A).
Mon Aug 31: A Google discussion group has been set up. Feel free to use it for discussions of the text, lectures, homeworks, projects, requests for discussion session review topics - anything about the course. Office hours start on Tue Sep 1. The discussion section starts on Thu Sep 3.

People

			Office hours
Professor	Peter Bartlett	bartlett@cs	Tue 3-4, 723 Sutardja Dai. Wed 3-4, 399 Evans.
GSIs	Alekh Agarwal	alekh@cs	Tue, Thu 4-5, Soda 6th floor alcove.
	Joe Neeman	joeneeman@gmail	Mon, Tue 5-6, Evans 387.

Lectures: Soda 306. Tuesday/Thursday 11-12:30.

Discussion section: Wed 5-6, Evans 332.

Course description

This course will provide an introduction to probabilistic and computational methods for the statistical modeling of complex, multivariate data. It will concentrate on graphical models, a flexible and powerful approach to capturing statistical dependencies in complex, multivariate data. In particular, the course will focus on the key theoretical and methodological issues of representation, estimation, and inference. [More details]

Prerequisites:

Previous coursework in linear algebra, multivariate calculus, basic probability, statistics, and algorithms. Previous coursework in graph theory, information theory, and optimization theory would be helpful but is not required. Familiarity with a matrix-oriented programming language (such as numpy, R, Splus, or Matlab) will be necessary.

Text book:

An Introduction to Probabilistic Graphical Models, by Michael I. Jordan, which is available as a reader from Copy Central at 2483 Hearst Avenue. (Ask for the CS C281A reader).
For an introduction, see the review paper Michael I. Jordan, Graphical models. .

Google discussion group

Assignments:

There will be a substantial project (40% of the grade), plus regular homework assignments (60% of the grade; approximately one every two weeks).
It is appropriate to discuss homework assignments with other students, but homeworks must be written up individually. If you discuss the assignment with other students, please list their names on your homework. See the policy on academic dishonesty. A late homework will have its grade reduced by 33.3% for each late day.

Homework 1, due 5pm, Tuesday September 15: homework1.pdf solution1.pdf
Homework 2, due 5pm, Wednesday September 30: homework2.pdf hw2.data solution2.pdf
Homework 3, due 5pm, Friday October 16. homework3.pdf hw3-2.data hw3-3.data solution3.pdf
Homework 4, due 5pm, Friday October 30. homework4.pdf (typo corrected, 10/26) hw4-2.data hw4-2.test hw4-3.data (for question 3) solution4.pdf
Homework 5, due 5pm, Monday November 16. homework5.pdf hw5-1.data hw5-1.true solution5.pdf
Project proposal: 1 to 2 paragraphs, due midnight, Friday, October 30. (Email preferred.)
Project report due 5pm, Friday December 4.

Lectures:

The chapter numbers under 'Reading' refer to the text An Introduction to Probabilistic Graphical Models, Michael I. Jordan.

	Topic	Reading
Aug 27	Introduction; directed graphical models	1, 2.1
Sep 1	directed graphical models	2.1
Sep 3	undirected graphical models. Eliminate	2.2, 2.3, 3
Sep 8	Inference and chordal graphs	3, Notes on chordal graphs, 4.1
Sep 10	Factor graphs. Inference in factor trees.	4.2, 4.3
Sep 15	Parameter estimation	5, 6.3
Sep 17	Linear regression. Generative and discriminative classification.	6.4, 7.1, 7.2
Sep 22	Logistic regression. Exponential family.	7.3, 8.1
Sep 24	Exponential family. Generalized Linear Models	8.1, 8.2, 8.4
Sep 29	Estimation in Completely Observed Graphical Models	9, Notes on chordal graphs
Oct 1	IPF. Maximum likelihood. Maximum entropy	9, Variational Inference chapter
Oct 6	IPF as I-projection. Generalized iterative scaling.	9, Variational Inference chapter
Oct 8	EM - Alekh Agarwal	10, 11
Oct 13	EM - Joe Neeman	11
Oct 15	HMMs - Alekh Agarwal	12
Oct 22	Multivariate Gaussians. Factor Analysis.	13, 14. slides
Oct 27	Factor Analysis. State Space Models	14, 15. vec notes slides
Oct 29	State Space Models. Kalman Filter.	15. slides
Nov 3	Junction Tree Algorithm	17. slides
Nov 5	Junction Tree in Trees, HMMs, SSMs	18 slides
Nov 10	Monte Carlo Methods	slides
Nov 12	Monte Carlo Methods	slides
Nov 19	Variational Methods	Variational Inference chapter slides
Nov 24	Variational Methods	Variational Inference chapter
Nov 26	Thanksgiving
Dec 1	Project Poster Session: Stat 241A
Dec 3	Project Poster Session CS 281A

Last update: Mon Nov 23 13:02:45 PST 2009