Lectures

Every class of the August–November 2022 offering, numbered in order, with its slides, notes and notebooks. Labs were hands-on sessions; their notebooks open in Colab.

NotesSlidesFull recordingNotebookInteractive labReading

Introduction to probabilistic ML

Lectures 1–6
Lecture 01

Bayes rule and course logistics

Lecture 02

Lab: distributions in TFP and coin-toss MLE

Lecture 03

Linear regression: maximum likelihood

Lecture 04

Logistic regression MLE; coin toss and linear regression MAP

Lecture 05

Maximum a posteriori estimation

Lecture 06

Lab: Bayesian linear regression in closed form

Approximate inference

Lectures 7–12
Lecture 07

Laplace approximation

Lecture 08

Monte Carlo sampling

Lecture 09

Monte Carlo sampling, continued

Quiz 1 was held in this class.

Lecture 10

Rejection sampling

Lecture 11

MCMC I: Metropolis–Hastings

Lecture 12

Variational inference

Bayesian neural networks

Lectures 13–14
Lecture 13

MC dropout and deep ensembles

Lecture 14

Variational inference and MCMC for neural networks

Gaussian processes

Lectures 15–16
Lecture 15

Gaussian processes

Lecture 16

Gaussian processes in code

Unsupervised learning

Lectures 17–18
Lecture 17

Gaussian mixture models

Lecture 18

Probabilistic PCA

Active learning and Bayesian optimisation

Lectures 19–20
Lecture 19

Active learning

Lecture 20

Bayesian optimisation

Autoencoders, hierarchical and generative models

Lectures 21–23
Lecture 21

Autoencoders

Lecture 22

Hierarchical modelling

Lecture 23

Diffusion models

Additional material

1 topic

Further slides and notebooks

Course files not tied to a single class.

Classes without links had no material posted on the course site.