Probabilistic Graphical Models

10-708, Fall 2020
Zoom, Tue & Thurs 1:30PM - 2:50PM

Instructor Pradeep Ravikumar (pradeepr at cs dot cmu dot edu)
Teaching Assistants Chirag Nagpal (chiragn at cs dot cmu dot edu)
Chang Shi (changshi at andrew dot cmu dot edu)
Chih-Kuan Yeh (cjyeh at andrew dot cmu dot edu)
Office Hours
Pradeep Ravikumar: Tuesdays,4:30pm - 5:00pm,Zoom
Chirag Nagpal: Fridays,3.00pm - 4.00pm,Zoom
Chang Shi: Thursdays,10.00am - 11.00am,Zoom
Chih-Kuan Yeh: Thursdays,4.00pm - 5.00pm,Zoom
For Zoom links, please check Piazza.
Course details Syllabus. Piazza. Project.

Grading 75% Homeworks, 25% Project. For further details, please see the Syllabus.

Textbooks Lecture notes will be posted for each class, which will be largely self-contained. For further reference, we recommend the following textbooks:
  • KF: Probabilistic Graphical Models: Principles and Techniques, by Daphne Koller and Nir Friedman.
  • WJ: Graphical Models, Exponential Families, and Variational Inference, by Martin Wainwright, Michael Jordan


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    Tentative Schedule
    Date Topic Readings Notes
    Sep 01 Introduction, the what, the why Graphical Models: The Why -
    Sep 03 Undirected GMs, Markov Properties UGMs: Markov Properties -
    Sep 08 Directed GMs, Markov Properties DGMs: Markov Properties -
    Sep 10 Directed & Undirected GMs DGMs: Local Factors -
    Sep 15 UGMs to DGMs, and back. UGMs to DGMs and back HW1 out
    Sep 17 Chain Graphical Models Markov CGMs -
    Sep 22 Chain Graphical Models ... Markov CGMs -
    Sep 24 Representation: Recap, Examples Recap, Examples -
    Sep 29 Causality: Intro Causality HW1 due; HW2 out
    Oct 01 Causality: Intro ... Causality -
    Oct 06 Causality: SCMs Causality -
    Oct 08 Causality: Treatmentment Effects Causality -
    Oct 13 Exact Inference: Variable Elimination Variable Elimination -
    Oct 15 Exact Inference: Junction Trees Junction Trees -
    Oct 20 Exact Inference: Junction Trees, Message Passing Junction Trees
    Oct 22 MAP Estimation MAP Estimation
    Oct 27 MAP Estimation ... MAP Estimation
    Oct 29 Exponential Family view of PGMs Exponential Families
    Nov 03 No Lecture
    Nov 05 Exponential Family view of PGMs ... Exponential Families
    Nov 10 Inference VI: Sum Product HW4 due; HW5 out
    Nov 12 Variational Inference VI: Sum Product Project Milestone Report Due
    Nov 17 Variational Inference: Mean Field Approximation Mean Field Approximation
    Nov 19 Latent Variable Models LVs, EM, Variational EM
    Nov 24 Approximate Inference: Sampling HW5 due
    Dec 01 Approximate Inference: Sampling Sampling/Particle Based Inference
    Dec 03 Approximate Inference: Sampling ... Sampling/Particle Based Inference
    Dec 08 Sampling: MCMC, Metropolis Hastings Sampling/Particle Based Inference
    Dec 10 Project Spotlights Conference Project Spotlight Slides
    Dec 15 No Class Final Project Report Due