CS 6347: Statistical Methods in AI and ML

Spring 2023

Where: ECSN 2.112
When: F, 10:00am-12:45pm

Instructor: Nicholas Ruozzi
Office Hours: W. 1pm-2pm, and by appointment in ECSS 3.409

TA: TBD
Office Hours: TBD

Grading: problem sets (70%), final project (25%), class participation & extra credit (5%)

Prerequisites: some familiarity with basic probability, linear algebra, and introductory machine learning (helpful, but not required).

Week	Dates	Topic	Readings
1	Jan. 20	Introduction & Basic Probability Bayesian Networks	K&F: Ch. 1 & 2 Basic Probability BN Notes
2	Jan. 27	More BNs: D-separation Markov Random Fields	K&F: Ch. 3, 4, and 9 Octave (free version of MATLAB) MRF Notes
3	Feb. 3	Variable Elimination & BP	K&F: 13.1-13.5, A.5.3 Boyd: Ch. 5.1-5.5
4	Feb. 10	Approx. MAP Estimation MAP LP	Approximate MAP Notes K&F 11.1-11.2, 11.5 Sections 1-3 of this paper
5	Feb. 17	Variational Methods
6	Feb. 24	Intro to Sampling	K&F 12.1-12.3
7	March 3	Markov Chain Monte Carlo Intro to Machine Learning	K&F: 17.1-17.4
8	Mar. 10	MLE for BNs and Log-Linear Models	K&F: 20.1-20.5
9	Mar. 24	MLE for CRFs
10	Mar. 31	Alternatives to MLE Expectation Maximization	K&F: 19.1-19.2 Box 17.E
11	April 7	Hidden Markov Models Structure Learning	K&F: 19.1-19.2, 20.6 Box 17.E

All problem sets will be available on the eLearning site and are to be turned in there. See the homework guidelines below for the homework policies.

This semster, online notes in book form will (hopefully) be available for each lecture. In addition, the following textbook is suggested:

• Probabilistic Graphical Models: Principles and Techniques, by Daphne Koller and Nir Friedman.

Other references that may be helpful:

• Modeling and Reasoning with Bayesian Networks, by Adnan Darwiche.
• Machine Learning: a Probabilistic Perspective, by Kevin Murphy.

We expect you to try solving each problem set on your own. However, when being stuck on a problem, I encourage you to collaborate with other students in the class, subject to the following rules:

1. You may discuss a problem with any student in this class, and work together on solving it. This can involve brainstorming and verbally discussing the problem, going together through possible solutions, but should not involve one student telling another a complete solution.
2. Once you solve the homework, you must write up your solutions on your own, without looking at other people's write-ups or giving your write-up to others.
3. In your solution for each problem, you must write down the names of any person with whom you discussed it. This will not affect your grade.
4. Do not consult solution manuals or other people's solutions from similar courses - ask the course staff, we are here to help!

Late homeworks will NOT be accepted except in extreme circumstances or those permitted by university policy (e.g., a religious holiday). All such extensions MUST be cleared in advance of the due date.