Section outline
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The module introduces probabilistic learning, causal models, generative modelling and Bayesian learning. We will discuss fundamental algoritms and concepts, including Expectation-Maximization, sampling and variational approximations, and we will study relevant models from the three fundamental paradigms of probabilistic learning, namely Bayesian networks, Markov networks and dynamic models. Models covered include: Bayesian Networks, Hidden Markov Models, Markov Random Fields, Boltzmann Machines, Latent topic models.
Date Topic References (OLD) References (NEW) Additional Material 5 05/03/2024
(11-13)Introduction to Generative Graphical Models.
Probability refresher; graphical model representation; directed and undirected models[BRML] Ch. 1 and 2 (Refresher)
[BRML] Sect. 3.1, 3.2 and 3.3.1
(conditional independence)[CHB] Sect. 2.1-2.4 (refresher)
[CHB] Sect. 2.5 (ML probabilities)
[CHB] Sect. 11.1 and Sect. 11.2.1 (graphical models + conditional independence)Software
- Pyro - Python library based on PyTorch
- PyMC3 - Python library based on Theano
- Edward - Python library based on TensorFlow
- TensorFlow Probability - Probabilistic models and deep learning in Tensorflow
06/03/2024
(16-18)LECTURE CANCELLED DUE TO STUDENT ASSEMBLY 6 07/06/2024
(14-16)Conditional independence and causality - Part I
Bayesian networks; Markov networks; conditional independence;[BRML] Sect. 3.3 (Directed Models)
[BRML] Sect. 4.1, 4.2.0-4.2.2 (Undirected Models)
[BRML] Sect. 4.5 (Expressiveness)[CHB] 11.1-11.3, 11.6 Graphical Models
[CHB] 11.2 Conditional Independence
Disclaimer: Coverage of the Bishop book on this lecture is partial. I suggest to use Barber's Book.7 08/03/2023
(14-16)
AULA L1
RECOVERY LECTUREConditional independence and causality - Part II
d-separation; structure learning in Bayesian Networks[BRML] Sect. 9.5.1 (PC algorithm)
[BRML] Sect. 9.5.2 (Independence testing)
[BRML] Sect. 9.5.3 (Structure scoring)Disclaimer: Coverage of the Bishop book on this lecture is inadequate. I suggest to use Barber's Book. Additional readings
[3] A short review of BN structure learning
[4] PC algorithm with consistent ordering for large scale data
[5] MMHC - Hybrid structure learning algorithm
If you are interested in deepening of your knowledge on causality this is an excellent book (also freely available online): Jonas Peters, Dominik Janzing, Bernhard Schölkopf, Elements of causal inference : foundations and learning algorithms, MIT Press.
Software
- A selection of BN structure learning libraries in Python: pgmpy, bnlearn, pomegranate.
- bnlearn: the most consolidated and efficient library for BN structure learning (in R)
- Causal learner: a mixed R-Matlab package integrating over 26 BN structure learning algorithms.8 12/03/2024
(11-13)Hidden Markov Models - Part I
learning in directed graphical models; forward-backward algorithm; generative models for sequential data[BRML] Sect. 23.1.0 (Markov Models)
[BRML] Sect. 23.2.0-23.2.4 (HMM and forward backward)[CHB] 11.3 Sequence models
Coverage of the Bishop book on this lecture is inadequate. I suggest to use Barber's Book.13/03/2024
(16-18)LECTURE CANCELLED (RECOVERY LECTURE ON FRIDAY) 9 14/03/2023
(14-16)Hidden Markov Models - Part II
EM algorithm, learning as inference, Viterbi Algorithm[BRML] Sect. 23.2.6 (Viterbi)
[BRML] Sect. 23.3.1-23.3.4 (EM and learning)Coverage of the Bishop book on this lecture is inadequate. I suggest to use Barber's Book. Additional Readings
[6] A classical tutorial introduction to HMMs10 15/03/2023
(14-16)
AULA L1
RECOVERY LECTUREMarkov Random Fields I
learning in undirected graphical models;[BRML] Sect. 4.2.2, 4.2.5 (MRF)
[BRML] Sect. 4.4 (Factor Graphs)Coverage of the Bishop book on this lecture is inadequate. I suggest to use Barber's Book. 11 19/03/2024
(11-13)Markov Random Fields II
conditional random fields; pattern recognition applications[BRML] Sect. 5.1.1 (Variable Elimination and Inference on Chain)
[BRML] Sect. 9.6.0, 9.6.1, 9.6.4, 9.6.5 (Learning in MRF/CRF)Coverage of the Bishop book on this lecture is inadequate. I suggest to use Barber's Book. Additional Readings
[7,8] Two comprehensive tutorials on CRF ([7] more introductory and [8] more focused on vision)
[9] A nice application of CRF to image segmentation
Sofware
- Check out pgmpy: it has Python notebooks to introduce to working with MRF/CRF
- An interesting tutorial on implementing linear CRFs
12 20/03/2024
(16-18)Bayesian Learning I
Principles of Bayesian learning; EM algorithm objective; principles of variational approximation; latent topic models; Latent Dirichlet Allocation (LDA).BRML] Sect. 11.2.1 (Variational EM) [CHB] 15.4 Evidence Lower Bound and the generalized EM 13 21/03/2024
(14-16)Bayesian Learning II
LDA learning; machine vision application of latent topic models;
Bayesian Learning III
sampling methods; ancestral sampling;[BRML] Sect. 20.4-20.6.1 (LDA)
[BRML] Sect. 27.1 (sampling), Sect. 27.2 (ancestral sampling)
Bishop's book does not cover LDA: I suggest to use Barber's Book for this.
[CHB] 14.1.1-2 (Sampling) 14.2.5 (ancestral)Additional Readings
[10] LDA foundation paper
[11] A gentle introduction to latent topic models
[12] Foundations of bag of words image representation
Sofware
- A didactic Matlab demo of bag-of-words for images
- A standalone Matlab toolbox for latent topic models (including LDA examples, but discontinued) and the official Matlab LDA implementation
- A chatty demo on BOW image representation in Python
- Yet another Python implementation of image BOW
14 26/04/2024
(11-13)Bayesian Learning III
Gibbs sampling
Boltzmann Machines
bridging neural networks and generative models; stochastic neuron; restricted Boltzmann machine; contrastive divergence and Gibbs sampling in use[BRML] Sect. 27.3 (Gibbs sampling)
[DL] Sections 20.1 and 20.2 (RBM)[CHB] 14.2.4 (Gibbs)
Bishop's book does not cover RBMs: the slides (possibly integrated by reference [14]) are enough for this part.Additional Readings
[13] A step-by-step derivation of collapsed Gibbs sampling for LDA
[14] A clean and clear introduction to RBM from its author
Sofware
Matlab code for Deep Belief Networks (i.e. stacked RBM) and Deep Boltzmann Machines.