ES 661 Probabilistic Machine Learning

Summary

  • Instructor: Nipun Batra (nipun.batra@iitgn.ac.in)
  • Teaching Assistants: Zeel B Patel, Sarth Dubey, Madhav Kanda, Haikoo Khandor
  • Course Timings: Monday 330-450 PM IST and Thursday 2-3:20 PM IST
  • Slack Invite corrected!

Main topics

  1. Bayesian Inference
  2. Estimation: Maximum Likelihood, Maximum a Posteriori, Full Bayesian
  3. Sampling: Rejection Sampling, Monte Carlo, Specific Sampling Techniques (like Box Muller)
  4. Approximate Inference: Variational Inference, Markov Chain Monte Carlo, Laplace Approximation
  5. Models: Bayesian Linear, Logistic regression; Bayesian Neural Networks; Gaussian Processes; Probabilistic PCA
  6. Applications: Bayesian Optimization, Active learning