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WS 2015/2016 (310003/310013)

Machine Learning: Unsupervised Methods

Lecture and Tutorial
Prof. Dr. Laurenz Wiskott
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Lecture (2 SWS, 2 credit points): Tuesdays 12:15-13:45 in IC 03/134. First time 20.10.2015. Until 2015-12-08 in IC 03/134. Starting 2015-12-15 in NB 3/57.
Tutorial (2 SWS, 4 credit points): Tuesdays 09:00-12:00. First time 27.10.2015. Until 2015-12-08 in IC 03/447. (If the seminar room is not open please go to the reception (level 02 south) and ask them to open the room.) Starting 2015-12-15 in NB 3/57.


Language: This course will be given in English.

Goals: (i) The students should get to know a number of unsupervised learning methods. (ii) They should be able to discuss which of the methods might be appropriate for a given data set. (iii) They should understand the mathematics of these methods.

Content: This course covers a variety of unsupervised methods from machine learning such as principal component analysis, independent component analysis, vector quantization, clustering, self-organizing maps, growing neural gas, Bayesian theory and graphical models. We will also briefly discuss reinforcement learning.

Format: There is a lecture, which provides the content, and a tutorial, where you solve exercises and can deepen your understanding of the content. The exercises are solved in the tutorial in a group effort, not at home, which is the reason why it takes 3 hours rather than the usual 1.5 hours.

Requirements: The mathematical level of the course is mixed but generally high. The tutorial is almost entirely mathematical. Mathematics required include calculus (functions, derivatives, integrals, differential equations, ...), linear algebra (vectors, matrices, inner product, orthogonal vectors, basis systems, ...), and a bit of probability theory (probabilities, probability densities, Bayes' theorem, ...).

Exam: The course will be concluded with an oral exam. The dates will be set in one of the last tutorials.


Schedule

# date topic
- UNSUPERVISED LEARNING
1 20.10.2015 Introductory remarks
Principal component analysis I
2 27.10.2015 Principal component analysis II
3 03.11.2015 Principal component analysis III
4 10.11.2015 Independent component analysis I
5 17.11.2015 Independent component analysis II
6 24.11.2015 Vector quantization
7 01.12.2015 Clustering
8 08.12.2015 Slow Feature Analysis
9 15.12.2015 Bayesian inference
10 22.12.2015 Inference in Bayesian networks
11 12.01.2016 Inference in Gibbsian networks
12 19.01.2016 Learning in Bayesian networks
13 26.01.2016 Restricted Boltzmann Machines
- REINFORCEMENT LEARNING
14 02.02.2016 Reinforcement Learning
15 09.02.2016 Summary and Review of the Lectures
Laurenz Wiskott, http://www.ini.rub.de/PEOPLE/wiskott/