190.012 Machine Learning (2SH L, SS 2021/22)

This course is based on the Probabilistic Machine Learning book by Univ.-Prof. Dr. Elmar Rueckert. 

This book presents fundamental theories, algorithms and concepts of probabilistic
machine learning techniques. It is written for experienced undergraduate or first
semester graduate students.

Links and Resources

Location & Time

 

Course Topics

  1. Introduction to Probability Theory (Statistics refresher, Bayes Theorem, Common Probability distributions, Gaussian Calculus).
  2. Linear Probabilistic Regression (Linear models, Maximum Likelihood, Bayes & Logistic Regression).
  3. Nonlinear Probabilistic Regression (Radial basis function networks, Gaussian Processes, Recent research results in Robotic Movement Primitives, Hierarchical Bayesian & Mixture Models).
  4. Probabilistic Inference for Filtering, Smoothing and Planning (Classic, Extended & Unscented Kalman Filters, Particle Filters, Gibbs Sampling, Recent research results in Neural Planning).
  5. Probabilistic Optimization (Stochastic black-box Optimizer Covariance Matrix Analysis Evolutionary Strategies & Natural Evolutionary Strategies, Bayesian Optimization).

Learning objectives / qualifications

  • Students get a comprehensive understanding of basic probability theory concepts and methods.
  • Students learn to analyze the challenges in a task and to identify promising machine learning approaches.
  • Students will understand the difference between deterministic and probabilistic algorithms and can define underlying assumptions and requirements.
  • Students understand and can apply advanced regression, inference and optimization techniques to real world problems.
  • Students know how to analyze the models’ results, improve the model parameters and can interpret the model predictions and their relevance.
  • Students understand how the basic concepts are used in current state-of-the-art research in robot movement primitive learning and in neural planning.

Literature

  • The Probabilistic Machine Learning book by Univ.-Prof. Dr. Elmar Rueckert. 
  • Daphne Koller, Nir Friedman. Probabilistic Graphical Models: Principles and Techniques. ISBN 978-0-262-01319-2
  • Christopher M. Bishop. Pattern Recognition and Machine Learning. Springer (2006). ISBN 978-0-387-31073-2.
  • David Barber. Bayesian Reasoning and Machine Learning, Cambridge University Press (2012). ISBN 978-0-521-51814-7.
  • Kevin P. Murphy. Machine Learning: A Probabilistic Perspective. ISBN 978-0-262-01802-9