CPSC 440 and 540 - Advanced Machine Learning (January-April, 2021)

Lectures: Mondays, Wednesdays, and Fridays (3-4, beginning January 11).
Lectures will be held on Zoom. The link is available on Canvas (for registered students), and has been e-mailed to students on the wait list.

Instructor: Mark Schmidt.

Teaching Assistants: Setareh Cohan, Peyman Gholami, Nam Hee Gordon Kim, Frederik Kunstner, Shahriar Shayesteh, Betty Shea.

Tutorials and office hours calendar: Coming soon.

Synopsis: This course is intended as a second or third university-level course on machine learning, a field that focuses on using automated data analysis for tasks like pattern recognition and prediction. The class is intended as a continuation of CPSC 340 (or 532M), and will assume a strong background in math and computer science. Topics will (roughly) include deep learning, generative models, latent-variable models, Markov models, probabilistic graphical models, and Bayesian methods.

Registration: Graduate and undergraduate students from any department are welcome to take the class. Undergraduate students should enroll in CPSC 440 while graduate students should enroll in CPSC 540. Below are more details on registration for each course:

Note that in previous courses I have taught that all students on the wait list were ultimately accepted into the course (but we do not always have room for auditors). You will need to be on the waiting list by January 18th to register.

Starting in the second week of classes, we'll have weekly tutorials run by the TAs. These will do things like go through provided assignment code, review background material, review big concepts, and/or do exercises. You can register for particular tutorial sections if you want to save a seat at a particular time, but note that you do not need to register in a tutorial section.

CPSC 340/532M vs. CPSC 440/540: CPSC 340 and CPSC 440 are roughly structured as one full-year course. CPSC 340 (which is also listed as CPSC 532M for graduate students) covers more data mining methods and the methods that are most widely-used in applications of machine learning while CPSC 440 (listed as CPSC 540 for graduate students) focuses on structured prediction and probabilistic methods which appear in more niche applications. It is strongly recommended that you take CPSC 340 first, as it covers the most fundamental ideas as well as the most common and practically-useful techniques. In 440 it will be assumed that you are familiar with all the material in the current offering of CPSC 340, and note that online machine learning courses (and courses from many other universities) are not an adequate replacement for CPSC 340 (they typically have more overlap with our applied machine learning course, CPSC 330).

Prerequisites:

Undergraduate students will not be able to take the class without these prerequisites. Graduate students may be asked to show how they satisfy prerequisites.

Textbook: There is no textbook for the course, but the textbook with the most extensive coverage of many of the course's topics is Kevin Murphy's Machine Learning: A Probabilistic Perspective (MLAPP). This book can be purchased from Amazon, is on reserve in the CS Reading Room (ICCS 262), and can be accessed through the library here. Optional readings will be given out of this textbook, in addition to other free online resources.

Grading: Assignments 40%, Final Exam 30%, Project 30%

Timetable

Date Lecture Slides Related Readings and Links Homework
Mon Jan 11 Syllabus MLAPP 1.1-1.2, 1.4, 6.5, 7.1-3, 7.5, 8.1-3
ML vs. Stats (2001, 2015) 3 Cultures of ML
Essence of Linear Algebra Mathematics for Machine Learning
Assignment 1 (a1.zip, a1.tex)
Wed Jan 13 340 Overview
Fundamentals of Learning
MLAPP 1.4, 6.5, Probability Primer
Fri Jan 15 More Fundamentals of Learning
Convexity
Mon Jan 18 More Convexity BV 2.1-2.3, 3.1-3.2
Wed Jan 20 How Much Data?
Structured Prediction Motivation
The Tradeoffs of Large Scale Learning
Fri Jan 22 Density Estimation MLAPP 2.3, Covariance Matrix Assignment 1 due
Mon Jan 25 Multivariate Gaussians MLAPP 2.4-5 and 4.1-3, Properties of Gaussians Assignment 2 (a2.zip, a2.tex)
Mon Jan 25 More Gaussians
Fri Jan 29 Mixture Models MLAPP 11.1-2
Mon Feb 1 Generative Classifers MLAPP 3.5, 4.2, 8.6
Wed Feb 3 Expectation Maximization MLAPP 11.3-4, 11.6
Fri Feb 5 Kernel Density Estimation MLAPP 12.1-2, 14.7
Mon Feb 8 Markov Chains MLAPP 17.1-2
Wed Feb 10 Monte Carlo Methods MLAPP 23.1-2

Notes: These are additional notes mentioned in the lectures and homeworks:

Related Courses: Besides CPSC 340, other closely-related courses available at UBC include 500-level classes taught by Frank Wood, Leonid Sigal, and Helge Rhodin. Related courses from other departments include EECE 360/592, EOSC 510/550, STAT 305/306/406/460/461, and most 500-level STAT courses. There is some discussion of how 340/440 relate to some of the undergraduate STAT classes written by a former student (Geoff Roeder) here.

Some related courses that have online notes are:

A YouTube playlist covering in detail many of the core topics in the course:

Mark Schmidt > Courses > CPSC 440