The course introduces some probabilistic models and machine learning methods. The covered topics may include:
Bayesian Decision theory, Generative vs Discriminative modelling
Generative Models (1) - multivariate Gaussian, Gaussian mixture model (GMM), Multinomial, Markov chain model, n-gram
Generative Models (2) - graphical models, directed vs. indirected graphical models, exact inference, approximate inference (loopy belief propagation, variational inference, Monte Carlo methods)
Discriminative Models (1) - linear discriminant, linear regression, lasso, logistic regression, support vector machines (SVM), sparse kernel machines
Discriminative Models (2) - neural networks (NN), back-propagation, deep learning, auto-encoder; recurrent neural networks, convolutional neural networks
Advanced models: hidden Markov model (HMM), Latent Dirichlet Allocation (LDA), Conditional Random Fields (CRF), Convolutional Neural Nets, Recurrent Neural Nets and LSTMs
Advanced topics: Learnability, Gaussian Processes, Ensemble Methods, Reinforcement Learning, etc.