
מבוא
לעיבוד מידע
ולמידה
Fall Semester 2011/12
This course is a mandatory course for the multidisciplinary
Ph.D. program in computation and information processing in the brain (Neural Computation).
The course is also open for CS 3rd year and graduate students. It assumes
knowledge of probability theory (80420 or 52114/5), as well as basic
programming skills. This page contains material that will help you in the
course of the course and will be updated constantly. Lecture notes (in Hebrew)
are available on-line.
Course goals and
plan
Acquiring the basic concepts of computation, statistical
information processing, and computational learning, required for modeling
biological and cognitive systems and for designing machines that can learn.
- Statistical decision theory - Bayesian approaches and
Hypothesis testing
- Parameter Estimation - Bayesian and maximum
likelihood approaches. Bias variance tradeoffs. Minimum variance unbiased
estimators. Cramer Rao inequality. Conjugate priors. The Expectation
Maximization (EM) algorithm.
- Information theory - Source and channel coding
theorems. Mutual information and information processing principles.
- Theory of classification algorithms - The PAC
framework, VC dimension, generalization bounds, model selection.
- (time permitting) Graphical models - Directed
and undirected models. HMMs.
NOTES
- A zip file with some old tests is here. Be aware that subject matter may differ somewhat between years and so some questions may be less relevant than others.
- Exercise 9 is on the web. Submission deadline is Thursday, 02/02 at 12:00.
- Exercise 8 is on the web. Submission deadline is Thursday, 26/01 at 12:00.
A new set of Lecture notes was added.
- Exercise 7 is on the web. Submission deadline is Thursday, 12/01 at 12:00.
- Explanation of the K-means algorithm is here.
- Exercise 6 is on the web. Submission deadline is Thursday, 05/01 at 12:00.
- A new set of Lecture notes was added.
- Exercise 5 is on the web. Submission deadline is Thursday, 22/12 at 12:00.
- A short handbook for vector and matrix calculus is here.
- Exercise 4 is on the web. Submission deadline is Sunday, 18/12 at 12:00.
- Exercise 3 is on the web. Submission deadline is Thursday, 08/12 at 12:00.
- The first set of lecture notes as well as link to videos of the first two lectures are now posted on the web. Lecture notes and videos will be updated throughout the semester.
- Exercise 2 is on the web. Submission deadline is Thursday, 24/11 at 12:00.
- If you’re taking this course please
add yourself to the course mailing list by sending an email to ben.engelhard at mail.huji.ac.il
with the subject line: “MILA LIST: ADD”
. To remove yourself: : “MILA LIST: REMOVE” .
- Course announcements will be posted in this
section during the semester.
Teacher
Amir
Globerson gamir at
cs.huji.ac.il
Ross
210. Reception hours: by appointment.
Assistant
Ben
Engelhard
ben.engelhard at mail.huji.ac.il
Faculty
of Medicine, 5-41. Phone: 6757071
(87071).
Reception
hours: by appointment.
Exercise
Checker
Rea
Mitelman
ream at alice.nc.huji.ac.il
Formalities
Lecture: Monday
12:00-13:45 , ICNC
Exercise: Thursday 12:00-13:45 , ICNC
Requirements: Submit and pass all exercises (published
in a weekly or bi-weekly basis) + written exam. Exercises will be weighted as
25% of the grade.
Further guidelines regarding the exercises:
Exercises should be
submitted to the “ibud meida” drawer in the ICNC up to the date and
time due (usually Thursdays at 12:00
noon). The only
acceptable reasons for deadline deferral are miluim and trips abroad. All other
reasons will not be accepted. There will be a five point reduction for every
day of late submission. Those who submit late need inform the exercise checker
by email the date they are submitting; submissions on weekends will be counted
as submission on the following Sunday. Of the exercises, three or four will be
computational exercises which need to be programmed in Matlab. Students with
little familiarity with Matlab are encouraged to improve their skills in the beginning of
the semester; some links for help with Matlab are provided on this webpage in
the Bibliography section. Computational exercises may be submitted in hard copy
or by email to the exercise checker up to the due date and time. In any case, all
required answers and graphs must be in a single, orderly document.
Additionally, all code used must be submitted. All work must be done
individually. The 2 lowest non-computational exercises’ score will not be
considered for the grade.
Lecture Notes
- Statistical Decision Theory. PDF
- Parameter Estimation. PDF
- Sufficient Statistics and Hypothesis Testing. PDF
- The EM Algorithm. PDF
- Computational Learning Theory. PDF
- VC Dimension and Generalization Bounds. PDF
- Model Selection. PDF
- Entropy, Mutual Information, Source Coding. PDF
- AEP, Data Processing Inequality, Channel Coding. PDF
Online version of the course book
The book will be handed to the course participants, so
there is no need to print it.
These notes were written by Gal
Chechik, Lidror Tryoanski and Naftali
Tishby.
The on-line lectures notes are available in Hebrew PDF formats, to view PDF
files, use Adobe acrobat reader.
- Chapter 1: Background in
Probability. PDF
- Chapter 2: Statistical
Inference. PDF
- Chapter 3: Parameter
Estimation. part A: PDF
- Chapter 3: Parameter Estimation.
part B: PDF
- Chapter 4: Non parametric
methods. PDF
- Chapter 5: Stochastic
processes. PDF
- Chapter 6: Information
Theory. PDF
- Chapter 7: Model complexity. PDF
Recommended Bibliography
- M.H.
Degroot, "Probability and Statistics", Addison-Wesley Pub Co.
Check
availability in JMC library
- A.V.
Duda and Hart, “Pattern Recognition and Scene Analysis:, (Wiley
1973), Ch. 2-6.
Check
availability in JMC library
- T.
Hastie, R. Tibshirani and J. H. Friedman, “The Elements of
Statistical Learning”. Available
Online.
- T.
Cover and J. Thomas, “Elements of Information Theory”, (Wiley
& Sons 1991), from Ch. 2-5,8,11,12.
Check
availability in JMC library
Shannon's 1948 paper
- Bishop,
Christopher M. “Pattern recognition and machine learning”,
(New York : Springer, 2006.)
Check
availability in JMC library
- M.J.
Kearns and U.V. Vazirani,
“Introduction to Computational Learning Theory”, (MIT
Press 1994)
Check
availability in JMC library
- V.
Vapnik, “Estimation of Dependences Based on Empirical Data”,
(Springer Verlag 1982), from Ch. 1,2,6,7.
- Kay
S.M. “Fundamentals of Statistical Signal Processing”, Prentice
Hall Signal Processing Series. 1993
- E. Samuel,
"TEORYA STATISTIT". (in Hebrew) Part A. Ch. IV. Part B. Ch. II,
III.
- L.R.
Rabiner, “Fundamentals of Speech Recognition”, Ch. 6.
A Tutorial on Hidden Markov Models
- J.
Pearl, “Probabilistic Reasoning in Intelligent Systems”,
(Morgan Kaufmann, 1988)
- M.
Anthony and N. Biggs, “Computational Learning Theory, An
Introduction”, (Cambridge U. Press 1992)
- J. O.
Berger, “Statistical Decision Theory and Bayesian Analysis”,
(Springer Verlag 1985), from Ch. 1-4.
Check
availability in JMC library
- D.J.C.
MacKay, A
short course in Information theory
- Matlab
tutorials and FAQ's: MatLab help, MatLab
FAQ, MatLab
Primer,
Exercises
- Exercise
9 is here. Submission deadline is
Thursday, 02/02 at 12:00.
- Exercise
8 is here. Aditional File here. Submission deadline is
Thursday, 26/01 at 12:00.
- Exercise
7 is here. Submission deadline is
Thursday, 12/01 at 12:00.
- Exercise
6 is here. Aditional Files here. Submission deadline is
Thursday, 05/01 at 12:00.
- Exercise
5 is here. Submission deadline is
Thursday, 22/12 at 12:00.
- Exercise
4 is here. Submission deadline is
Sunsday, 18/12 at 12:00.
- Exercise
3 is here. Aditional Files here. Submission deadline is
Thursday, 08/12 at 12:00.
- Exercise
2 is here. Aditional Files here. Submission deadline is
Thursday, 24/11 at 12:00.
- Exercise
1 is here. Submission deadline is
Thursday, 10/11 at 12:00.
Videos
Lectures Video Playlist (youtube)