Neurobayesian models 2019 — различия между версиями

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(Новая страница: «'''The page is not ready yet!''' '''Lector:''' [https://www.hse.ru/en/staff/dvetrov Dmitry Vetrov] '''Tutors:''' [https://www.hse.ru/en/org/persons/190884100 Al…»)
 
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===Assignments  ===
 
===Assignments  ===
''# В рамках курса предполагается выполнение трёх практических заданий. Задания сдаются в системе [https://anytask.org/course/444 anytask]. Для получения инвайта по курсу просьба писать на почту курса. Интерфейс этой системы, к сожалению, только на русском, поэтому все не русскоязычные студенты могут сдавать задание на почту курса. При этом нужно в теме письма указать ваше имя, фамилию и номер задания.''
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There are three practical assignments. Usually, they are submitted in  [https://anytask.org/course/444 anytask]. To get the invite please write to course mail. The site has only Russian interface so the foreign student can submit to course mail. In this case, the subject line should consist of your name, surname and assignment number.
''# Все задания сдаются на Python 3. ''
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All assignments should be coded in Python 3.
''# Задания выполняются самостоятельно. Если задание обсуждалось сообща, или использовались какие-либо сторонние коды и материалы, то об этом должно быть написано в отчете. В противном случае „похожие“ решения считаются плагиатом и все задействованные студенты (в том числе те, у кого списали) будут сурово наказаны.''
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Students have to complete all assignments by themselves. If the solution was discussed together, or any third-party codes and materials were used, then this should be written in the report. Otherwise, “similar” solution would be considered as plagiarism and all involved students (including those who share his solution) will be severely punished.
''# Задания оцениваются из 10 баллов. За сдачу заданий позже срока начисляется штраф в размере 0.3 балла за каждый день просрочки, но суммарно не более 6 баллов. ''
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Assignments are scored up to 10 points. Each practical assignment has a deadline, a penalty is charged in the amount of 0.3 points for each day of delay, but in total not more than 6 points. Some assignments may contain bonus part.
  
''Each practical assignment has a deadline, a penalty is charged in the amount of 0.3 points for each day of delay, but in total not more than 6 points. Students have to complete all assignments by themselves, plagiarism is strictly prohibited. Some assignments may contain bonus part.
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Approximate dates for homework assignments (they can change!): TBA
Примерные даты выдачи домашних заданий (они могут быть изменены!): TBA''
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At the end of the module before the exam there will be a hard deadline for all assignments! Exact date will be announced later.
 
At the end of the module before the exam there will be a hard deadline for all assignments! Exact date will be announced later.
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! '''Занятие''' !! '''Дата''' !! '''Название''' !! '''Материалы'''
 
! '''Занятие''' !! '''Дата''' !! '''Название''' !! '''Материалы'''
 
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| 1 || 6, 20 сентября || Лекция и семинар: Байесовский подход к теории вероятностей, примеры байесовских рассуждений. || [https://bayesgroup.github.io/bmml/2016/Lectures/lecture01_presentation.pdf лекция (презентация)], [https://drive.google.com/open?id=13Q58mRGh5uN8xyhMiTfoOXOYvxUKbvRY лекция(конспект)], [https://bayesgroup.github.io/bmml/2016/Lectures/lecture01_summary.pdf лекция (саммари)], [https://bayesgroup.github.io/bmml/2016/Seminars/BMML_sem1_2016.pdf семинар(задачи)], [https://drive.google.com/open?id=0B7TWwiIrcJstOWMzYUNPaEM3Wjg семинар(конспект)]
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| 1 || 24 September || Lecture: Stochastic Variational Inference || [http://jmlr.org/papers/volume14/hoffman13a/hoffman13a.pdf article]
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|-
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| rowspan="2" | 2 || rowspan="2" | 31 September || Seminar: Application of SVI to Latent Dirichlet Allocation model || [http://jmlr.org/papers/volume14/hoffman13a/hoffman13a.pdf article]
 
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| 2 || 20, 27 сентября || Лекция и семинар: Аналитический байесовский вывод, сопряжённые распределения, экспоненциальный класс распределений, примеры. || [https://drive.google.com/file/d/1g9cNLw85MchawKbSV7F0nUXyEi9m36sR/view?usp=sharing лекция(конспект)], [http://bayesgroup.github.io/bmml/2016/Seminars/BMML_sem2_2016.pdf семинар(задачи)] [https://drive.google.com/file/d/0B7TWwiIrcJstZHVSUzBBMHZBRlE/view?usp=sharing семинар(конспект)]
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| Lecture: Doubly Stochastic Variational Inference || TBA
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|-
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| rowspan="2" | 3 || rowspan="2" | 7 October || Seminar: Doubly Stochastic Variational Inference || TBA
 
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| 3 || 27 сентября, 4 октября || Лекция и семинар: Задача выбора модели по Байесу, принцип наибольшей обоснованности, примеры выбора вероятностной модели. || [http://www.machinelearning.ru/wiki/images/b/bd/BMMO11_5.pdf лекция(презентация)], [https://drive.google.com/file/d/1l8fhZQ5V60wZaL9n_YlKNESW1y01PtX2/view?usp=sharing лекция(конспект)], [https://drive.google.com/open?id=0B7TWwiIrcJstZExmM2ZtTFhPMFk семинар(задачи)], [https://drive.google.com/file/d/1zEz6wy3uF_8i27C-8jTpO7OGSrbwPT5B/view?usp=sharing семинар(конспект)]
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| Lecture: Variational autoencoders (VAE) and normalizing flows (NF) || [https://arxiv.org/abs/1312.6114  VAE article], [https://arxiv.org/abs/1505.05770  NF article]
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| rowspan="2" | 3 || rowspan="2" | 14 October || Seminar: Importance Weighted Autoencoders + more complex NF || TBA
 
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| 4 || 4, 11 октября|| Лекция и семинар: Метод релевантных векторов для задачи регрессии, автоматическое определение значимости. Матричные вычисления. ||  
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| Lecture: Density ratio estimation + alpha-GAN || [https://arxiv.org/abs/1701.04722 article]
[https://bayesgroup.github.io/bmml/2016/Lectures/lecture04_presentation.pdf лекция(презентация)], [https://drive.google.com/file/d/1wr6qJCZPZ5W2s4jdJRpoFO_E2J3oPPP1/view?usp=sharing лекция(конспект)], [http://www.machinelearning.ru/wiki/images/2/2a/Matrix-Gauss.pdf семинар(задачи 1 с разбором)], [http://www.machinelearning.ru/wiki/images/1/16/S04_matrix_calculations.pdf семинар(задачи 2 с разбором)]
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|-
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| rowspan="2" | 3 || rowspan="2" | 21 October || Seminar: f-GAN || [https://arxiv.org/abs/1606.00709 article]
 
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| 5 || 11, 18 октября || Лекция и семинар: Метод релевантных векторов для задачи классификации, приближение Лапласа. || [http://www.machinelearning.ru/wiki/images/6/6c/BMMO11_8.pdf лекция(саммари)], [https://drive.google.com/file/d/1cDEShfLPKXSc-OPUXm4nCYZLPvzaBVHg/view?usp=sharing лекция(конспект)], [https://github.com/bayesgroup/bayesgroup.github.io/blob/master/bmml/2016/Seminars/BMML_sem5_2016.pdf семинар(задачи)], [https://drive.google.com/file/d/0B7TWwiIrcJstcU1iRi1Ldy1zY0k/view?usp=sharing семинар(конспект)]
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| Lecture: Bayesian neural networks || [https://arxiv.org/abs/1505.05424 article], [http://proceedings.mlr.press/v28/wang13a.pdf article], [https://arxiv.org/abs/1703.01961 article ]
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| rowspan="2" | 3 || rowspan="2" | 28 October || Seminar: Local reparametrization trick || [https://arxiv.org/abs/1506.02557 article]
 
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| 6 || 18 октября, 1 ноября || Лекция и семинар: Обучение при скрытых переменных, ЕМ-алгоритм в общем виде, байесовская модель метода главных компонент. || [http://www.machinelearning.ru/wiki/images/7/73/BMMO11_11.pdf лекция], [https://drive.google.com/file/d/13bmPc3sJJLgN45j75DqlcBgEzqL2u4Rv/view?usp=sharing лекция(конспект)], [https://github.com/bayesgroup/bayesgroup.github.io/blob/master/bmml/2016/Seminars/BMML_sem6_2016.pdf семинар(задачи)], [https://drive.google.com/file/d/1vHt8Zul2igQ-rS2lpWjTq43TeYj15dKC/view?usp=sharing семинар(конспект)]
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| Lecture: Bayesian compression of neural networks || [https://arxiv.org/abs/1701.05369 article], [https://arxiv.org/abs/1702.04008 article]
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| rowspan="2" | 3 || rowspan="2" | 7 November || Seminar: Deep Marcov chain Monte Carlo (MCMC)|| [https://arxiv.org/abs/1706.07561  article] [https://arxiv.org/abs/1711.09268 article]
 
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| 7 || 1, 8 ноября || Лекция и семинар: Вариационный подход для приближённого байесовского вывода. || [http://www.machinelearning.ru/wiki/images/5/57/BMMO11_9.pdf лекция], [http://www.machinelearning.ru/wiki/images/6/60/BMMO14_variational_lecture.pdf лекция (саммари)], [https://drive.google.com/file/d/18UP8ic6lq1DOOJZlKfGhHr46PJAb6oMY/view?usp=sharing лекция(конспект)],[http://www.machinelearning.ru/wiki/images/8/80/BMML15_S08_variational_inference.pdf (задачи)], [https://drive.google.com/file/d/0B7TWwiIrcJstTEpMUkRSTEk0VDA/view?usp=sharing семинар(конспект)]
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| Lecture: Variance Reduction  || [https://arxiv.org/abs/1711.00123 article]
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|-
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| rowspan="2" | 3 || rowspan="2" | 14 November || Seminar: Discrete latent variables || [https://arxiv.org/abs/1611.01144 article] [https://arxiv.org/abs/1611.00712  article] [https://arxiv.org/abs/1711.00123 article]
 
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| 8 || 8, 15 ноября || Лекция и семинар: Методы Монте-Карло с марковскими цепями (MCMC). || [http://www.machinelearning.ru/wiki/images/6/6b/BMMO11_10.pdf лекция], [http://www.machinelearning.ru/wiki/images/b/b9/BMMO8_2.pdf семинар(задачи)]
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| Lecture: Semi-implicit variational inference || [https://arxiv.org/abs/1805.11183 article], [https://arxiv.org/abs/1810.02789 article]
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|-  
| 9 || 15, 22 ноября || Лекция и семинар: Гибридный метод Монте-Карло с марковскими цепями и его масштабируемые обобщения. || [https://arxiv.org/abs/1206.1901 Hamiltonian dynamics], [https://www.ics.uci.edu/~welling/publications/papers/stoclangevin_v6.pdf Langevin Dynamics], [http://www.machinelearning.ru/wiki/images/c/c3/S09_HMC.pdf семинар(задачи)]
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| 3 || 21 November || Seminar: VampPrior || [https://arxiv.org/abs/1705.07120 article], [https://arxiv.org/abs/1809.05284 article]
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| 10 || 22, 29 ноября || Лекция и семинар: Гауссовские процессы для регрессии и классификации. || материалы лекции изложены в разделе 6.4 Бишопа, [http://www.machinelearning.ru/wiki/images/8/81/S11_GP_BMML16.pdf семинар(задачи)], [https://drive.google.com/file/d/1piwFueUpkLkMY2Vi1XWZK4L2-WSnVpEQ/view?usp=sharing семинар(конспект)]
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|-
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| 11 || 29 ноября, 6 декабря || Лекция и семинар: Модель LDA для тематического моделирования. || [http://www.machinelearning.ru/wiki/images/8/82/BMMO11_14.pdf лекция], [https://drive.google.com/file/d/1SZlHTCrPW0x4xSfeSd3EIG-JserQ_VrU/view?usp=sharing семинар(конспект)], [http://www.cs.berkeley.edu/~jordan/papers/hierarchical-dp.pdf Статья по HDP]
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|-
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| 12 || 13 декабря || Лекция: Стохастический вариационный вывод. Вариационный автокодировщик. || [http://jmlr.org/papers/v14/hoffman13a.html статья 1], [https://arxiv.org/abs/1312.6114 статья 2]
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Версия 22:19, 6 февраля 2019

The page is not ready yet!

Lector: Dmitry Vetrov

Tutors: Alexander Grishin, Kirill Struminsky, Dmitry Molchanov, Kirill Neklyudov, Artem Sobolev, Arsenii Ashukha, Oleg Ivanov, Ekaterina Lobacheva.

Contacts: All the questions should be addressed to bayesml@gmail.com. Theme of any letter must contain the following tag: [HSE NBM19]. Letters without the tag will be most probably lost in the inbox.

We also have a chat in Telegram (link to it was sent to the group email). It's main language is Russian, but all the questions in English will be answered in English. All important news will be announced in English in the chat and also sent to the group e-mail.

Course description

This course is devoted to Bayesian reasoning in application to deep learning models. Attendees would learn how to use probabilistic modeling to construct neural generative and discriminative models, how to use the paradigm of generative adversarial networks to perform approximate Bayesian inference and how to model the uncertainty about the weights of neural networks. Selected open problems in the field of deep learning would also be discussed. The practical assignments will cover implementation of several modern Bayesian deep learning models.

Course syllabus

News

Grading System

The assessment consist of 3 practical assignments and a final oral exam. Practical assignments consist in programming some models/methods from the course in Python and analysing their behavior: VAE, Normalizing flows, Sparse Variational Dropout. At the final exam students have to demonstrate knowledge of the material covered during the entire course.

Final course grade is obtained from the following formula:

О_final = 0,7 * О_cumulative + 0,3 * О_exam,

where О_cumulative is an average grade for the practical assignments.

All grades are in ten-point grading scale. If О_cumulative or О_final has a fractional part greater or equal than 0.5 then it is rounded up.

Assignments

There are three practical assignments. Usually, they are submitted in anytask. To get the invite please write to course mail. The site has only Russian interface so the foreign student can submit to course mail. In this case, the subject line should consist of your name, surname and assignment number. All assignments should be coded in Python 3. Students have to complete all assignments by themselves. If the solution was discussed together, or any third-party codes and materials were used, then this should be written in the report. Otherwise, “similar” solution would be considered as plagiarism and all involved students (including those who share his solution) will be severely punished. Assignments are scored up to 10 points. Each practical assignment has a deadline, a penalty is charged in the amount of 0.3 points for each day of delay, but in total not more than 6 points. Some assignments may contain bonus part.

Approximate dates for homework assignments (they can change!): TBA

At the end of the module before the exam there will be a hard deadline for all assignments! Exact date will be announced later.

Exam

TBA

Course Plan

Занятие Дата Название Материалы
1 24 September Lecture: Stochastic Variational Inference article
2 31 September Seminar: Application of SVI to Latent Dirichlet Allocation model article
Lecture: Doubly Stochastic Variational Inference TBA
3 7 October Seminar: Doubly Stochastic Variational Inference TBA
Lecture: Variational autoencoders (VAE) and normalizing flows (NF) VAE article, NF article
3 14 October Seminar: Importance Weighted Autoencoders + more complex NF TBA
Lecture: Density ratio estimation + alpha-GAN article
3 21 October Seminar: f-GAN article
Lecture: Bayesian neural networks article, article, article
3 28 October Seminar: Local reparametrization trick article
Lecture: Bayesian compression of neural networks article, article
3 7 November Seminar: Deep Marcov chain Monte Carlo (MCMC) article article
Lecture: Variance Reduction article
3 14 November Seminar: Discrete latent variables article article article
Lecture: Semi-implicit variational inference article, article
3 21 November Seminar: VampPrior article, article

Reading List

  • Murphy K.P. Machine Learning: A Probabilistic Perspective. The MIT Press, 2012.
  • Bishop C.M. Pattern Recognition and Machine Learning. Springer, 2006.
  • Mackay D.J.C. Information Theory, Inference, and Learning Algorithms. Cambridge University Press, 2003.
  • Ian Goodfellow, Yoshua Bengio & Aaron Courville. Deep Learning. MIT Press, 2016.

Useful links

[The same course in Russian at MSU] (contains more materials in Russian).
BayesGroup page.