This course focuses on probabilistic models and their central role within modern machine learning and generative modeling. With probabilistic methods increasingly driving advancements in AI, this course will explore its applications across a range of topics, including , approximate inference algorithms (MCMC, variational inference), deep generative models (autoregressive, score-matching, diffusion, and flow-based models), and model-based sequential decision making.

Course Staff

Willie Neiswanger
Willie Neiswanger
Instructor
Office hours: Friday 5:30-6:30pm
Location: KAP 144

Oliver Liu
Oliver Liu
Teaching Assistant
Office hours: Wednesday 3:30-4:30pm
Location: GCS 4th Floor

Logistics

Prerequisites

This course is designed for students currently pursuing research, or who wish to pursue research, in probabilistic machine learning or deep generative models. It will be beneficial to have familiarity with machine learning (at the level of CSCI 567), algorithms (at the level of CSCI 570), and probability (at the level of MATH 505a). Students are expected to be comfortable with reading and presenting modern machine learning conference papers.

Schedule

Date Topic Notes Due in Class
Fri Jan 17 Class Overview Overview on probabilistic and generative models, class outline, probability review.
Fri Jan 24 PGM 1 Intro to probabilistic graphical models (PGMs). Student introductions
Fri Jan 31 PGM 2 Classic algorithms in PGMs for exact and approximate inference.
Fri Feb 7 Approximate Bayes 1 Markov chain Monte Carlo (MCMC), Metropolis-Hastings, Gibbs sampling. Project Pitches 1
Fri Feb 14 Approximate Bayes 2 Variational inference (VI) and gradient-based MCMC (LMC, HMC). Project Pitches 2
Fri Feb 21 VAE & GAN Variational autoencoders (VAEs) and generative adversarial networks (GANs).
Fri Feb 28 Autoregressive Models Autoregressive models, transformer architecture, LLMs. Paper presentations.
Fri Mar 7 Diffusion Models Score-based generative models and diffusion models. Paper presentations.
Fri Mar 14 Flow-based Models Normalizing flows, continuous normalizing flows,
flow matching.
Paper presentations.
Fri Mar 21 Spring Break!
Fri Mar 28 Predictive UQ Predictive uncertainty quantification (UQ), classic/neural models. Midway report (all).
Paper presentations.
Fri Apr 4 Active Learning Active Learning, Bayesian optimization, sequential decision making. Paper presentations.
Fri Apr 11 Generative Decisions Using generative models within decision making procedures. Paper presentations.
Fri Apr 18 TBA TBA Paper presentations.
Fri Apr 25 Final Presentations 1. Final presentations.
May 2 Final Presentations 2 Final presentations.