Module 2 - Schedule

The course module will be given in hybrid mode, both at Campus Valla, Linköping University, and remotely over Zoom.

The lectures will be in room C3, and the practical sessions in room S26, both in the C building Links to an external site., Campus Valla. Lunch is served at Universitetsklubben in house Vallfarten Links to an external site..

The Zoom link for remote attendance is: https://liu-se.zoom.us/j/65518187138?pwd=ckFmeHdaMGUvY2RFUzkrVXN3WFRDUT09 Links to an external site.

Meeting ID: 655 1818 7138
Passcode: 703244

Google sheet for getting help during practicals (remotely): https://docs.google.com/spreadsheets/d/1J8hlvObIKAIr0mYTFoqW5LRkidSepUaGcA4BZOCxHtU/edit?usp=sharing Links to an external site.

Day 1 (28/10)

11:30-13:00 Lunch at Universitetsklubben
13:00-15:00 Lecture (C3)

• Introduction, message passing, expectation propagation [slides] Ladda ner [slides] [whiteboard] Ladda ner [whiteboard]
• Suggested reading: PRML Chapter 8, Chapter 10.7
• We will work with (a simplified version of the) the TrueSkill model Links to an external site., so having a look at that paper can be good for putting the lecture in a context.
• Jordan and Wainwright's FnTML paper Links to an external site. is good if you want to dive into the theory of message passing and variational algorithms, but you don't need this for the scope of this course.

15:00-15:30 Coffee break
15:30-16:30 Lecture (C3)

• Gibbs sampling, Markov chain Monte Carlo gibbs.pdf Ladda ner gibbs.pdf
• Suggested reading: PRML Chapter 11.1-11.4

16:30-17:30 Lecture (C3)

• Probabilistic programming

19:00                Dinner at Strandgatan 2 Links to an external site.

Day 2 (29/10)

8:30-10:00 Lecture (C3)

• Latent Dirichlet Allocation, collapsed Gibbs sampling lda.pdf Ladda ner lda.pdf
• Suggested reading: Blei's paper Links to an external site. in Communications of the ACM gives a brief but nice introduction to LDA. The original JMLR paper Links to an external site. is recommended for a more in-depth treatment.

10:00-10:30 Coffee break
10:30-11:45 Practical session (S26)
11:45-12:30 Lecture (C3)

• Variational inference, stochastic variational inference [slides] Ladda ner [slides]
• Suggested reading: the Blei et al. JASA review paper Links to an external site. gives a good introduction to VI. The Hoffman et al. JMLR paper Links to an external site. on stochastic variational inference is also very nice. Both contain the LDA model as a concrete example.

12:30-13:30 Lunch at Universitetsklubben
13:30-14:15 Lecture (C3)

• Variational inference, stochastic variational inference, cont'd

14:15-15:30 Practical session (S26)