Instructor: Mark Schmidt.
Teaching Assistants: Jasmine (Xiaomeng) Ju, Frederik Kunstner, Cathy (Si Yi) Meng
Tutorials and office hours calendar:
Synopsis: This is an graduate (or senior undergraduate) course on machine learning, a field that focuses on using automated data analysis for tasks like pattern recognition and prediction. The course will move quickly and assumes a strong background in math and computer science as well as previous experience with statistics and/or machine learning. The class is intended as a continuation of CPSC 340/532M and it is strongly recommended that you take CPSC 340/532M first before enrolling in CPSC 540. Topics will (roughly) include deep learning, Markov models, latentvariable models, probabilistic graphical models, and Bayesian methods.
Registration and Prerequisites: Graduate and undergraduate students from any department are welcome to take the class, provided that they satisfy the prerequisites. However, you can only register automatically if you are enrolled as a graduate student in CPSC, EECE, or STAT. If you are a graduate student from a different department (or are an undergraduate student satisfying these requirements), you can register by following the instructions here and submitting the prerequisites form here. Graduate students in CPSC/EECE/STAT also need to submit the prerequisites form before the add/drop deadline to stay enrolled. We have been told by the Faculty of Science that they are going to be more strict this year about undergraduates enrolling in graduate courses, and I'm not sure what this means.
CPSC 340/532M vs. CPSC 540: CPSC 340 and CPSC 540 are roughly structured as one fullyear course. CPSC 340 (which is also listed as CPSC 532M for graduate students) covers more data mining methods and the methods that are most widelyused in applications of machine learning while CPSC 540 covers more researchlevel machine learning methods and theory. It is strongly recommended that you take CPSC 340 first, as it covers the most common and practicallyuseful techniques. If CPSC 340 is full, you should still sign up for the CPSC 340 waiting list (not CPSC 540) as we may expand the class size: taking CPSC 540 because CPSC 340 is full is a terrible idea. In 540 it will be assumed that you are familiar with the material in the current offering of CPSC 340, and note that the Coursera machine learning course is not an adequate replacement for CPSC 340.
CPSC 540 requires a stronger computer science and math background and will require more work than CPSC 340. If you want an introduction to machine learning, do not have a strong computer science and math background, or are mainly interested in applying machine learning in your research, then CPSC 340 is the right course to take. You can always decide to take (or audit) CPSC 540 later.
Auditting: Rather than registering as a student, an alternate option is to register as an auditor. This is a good option for students that may be missing some of the prerequisites or that don't have enough time to do all course requirements, but that still want exposure to the material. For graduate students, the form for auditing the course is available here. For undergraduates, you need to fill out the form here and indicate on the course information section that you wish to "audit". I will describe the auditting requirements and sign these forms on the first day of class.
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 30%, Project 30%.
Date  Lecture Slides  Related Readings and Links  Homework 

Mon Jan 6  Syllabus 340 Overview 
MLAPP 1.11.2, 1.4, 6.5, 7.13, 7.5, 8.13 ML vs. Stats (2001, 2015) 3 Cultures of ML Essence of Linear Algebra Mathematics for Machine Learning 

Wed Jan 8  Fundamentals of Learning  MLAPP 1.4, 6.5, Probability Primer  Assignment 1 a1.zip a1.tex 
Fri Jan 10  Convexity  BV 2.12.3, 3.13.2  
Mon Jan 13  How Much Data? Structured Prediction Motivation 
The Tradeoffs of Large Scale Learning  
Wed Jan 15  Class Cancelled (Snow Day)  
Fri Jan 17  Density Estimation  MLAPP 2.3, Covariance Matrix  Assignment 1 Prereq Form due 
Mon Jan 20  Multivariate Gaussians  MLAPP 2.45 and 4.13, Properties of Gaussians  Assignment 2 a2.zip a2.tex 
Wed Jan 22  Mixture Models  MLAPP 11.12  
Fri Jan 24  Generative Classifers  MLAPP 3.5, 4.2, 8.6  
Mon Jan 27  Expectation Maximization  MLAPP 11.34, 11.6  
Wed Jan 29  Kernel Density Estimation  MLAPP 12.12, 14.7  
Fri Jan 31  Markov Chains  MLAPP 17.12  
Mon Feb 3  Monte Carlo Methods  MLAPP 23.12  
Wed Feb 5  Message Passing  MLAPP 17.4  
Fri Feb 7  Hidden Markov Models  MLAPP 17.35, 18.14  Assignment 2 due 
Mon Feb 10  DAG Models  MLAPP 10.12, 10.5  Assignment 3 a3.zip a3.tex 
Wed Feb 12  More DAGs  MLAPP 10.34, 26.14  
Fri Feb 14  Undirected Graphical Models  MLAPP 19.14, 20.14  
Mon Feb 24  Approximate Inference  MLAPP 24.12  
Wed Feb 26  Guest Lecture: Frank Wood Probabilistic Programming 

Fri Feb 28  LogLinear Models  MLAPP 19.5  
Mon Mar 2  Boltzmann Machines  MLAPP 27.7, 28.12  
Wed Mar 4  Conditional Random Fields  MLAPP 19.6  
Fri Mar 6  Neural Networks Double Descent Curves 
Assignment 3 due  
Mon Mar 9  Deep Structured Models  Assignment 4 a4.zip a4.tex  
Wed Mar 11  FullyConvolutional Networks Recurrent Neural Networks 

Fri Mar 13  CANCELLED  
Mon Mar 16  Bayesian Statistics  MLAPP 3.14, 4.46, 5.14, 7.6  
Tue Mar 17  Empirical Bayes Conjugate Priors 
MLAPP 5.67  
Wed Mar 18  Hierarchical Bayes Topic Models 
MLAPP 5.5 MLAPP 27.1, 27.3  
Thu Mar 19  Rejection/Importance Sampling MetropolisHastings Long Short Term Memory 
MLAPP 23.34 MLAPP 24.34  
Tue Mar 24  Faster Algorithms for Deep Learning?  
Wed Mar 25  Variational Inference NonParametric Bayes 
MLAPP 21.15, 22.12 MLAPP 15.13, 25.2  
Mon Mar 30  VAEs and GANs  
Cancelled  Attention 
Notes: These are additional notes mentioned in the lectures and homeworks:
Some related courses that have online notes are: