C19 Machine Learning - Unsupervised

Lecture Slides

• Intro
• Graphical Models
• Monte Carlo Integration and Rejection Sampling
• Markov Chain Monte Carlo (MCMC)
• Example: GMM

Lecture Notes

• All

Lecture capture

• Lecture 1
• Lecture 2
• Lecture 3
• Lecture 4

Demonstration Code

• Gibbs Sampler for IGMM

Problems

• Sheet
• Data files for Problem f bagofwords_nips.mat titles_nips.mat words_nips.mat
• Support code for Problem f joint_log_lik.m main.m sample_topic_assignment.m

Book

• Recommended: “Pattern Recognition and Machine Learning” Christopher M. Bishop

Other Reading

• MCMC Tutorial by Radford Neal
• SMC Tutorial