Nihar B. Shah

10-715 Fall 2021: Advanced Introduction to Machine Learning

This course is designed for Ph.D. students whose primary field of study is machine learning, or who intend to make machine learning methodological research a main focus of their thesis. It will give students a thorough grounding in the algorithms, mathematics, theories, and insights needed to do in-depth research and applications in machine learning. The topics of this course will in part parallel those covered in the general graduate machine learning course (10-701), but with a greater emphasis on depth in theory and algorithms. The course will also include additional recent topics such as fairness in machine learning.

IMPORTANT NOTE: Students entering the class are expected to have a pre-existing strong working knowledge of linear algebra (e.g., mathematical representation of subspaces, singular value decomposition), probability (e.g., multivariate Gaussians, Bayes' rule, conditional expectation), and calculus (e.g., derivative of a vector with respect to another vector), and programming (we'll mostly be supporting Python). This class is best for you if you have machine learning at the CORE of your studies/research, and want to understand the fundamentals. This class will be HEAVY and will move FAST. If machine learning is an auxiliary component of your studies/research or if you do not have the required background, you may consider the general graduate Machine Learning course (10-701) or the Masters-level Machine Learning course (10-601). Click here for an ML course comparison. Note that machine learning itself is NOT a prerequisite for this course. Also note that by departmental policy, this course is open only to graduate students (5th year masters are allowed).

Waitlist: If you are in the waitlist, meet the aforementioned requisites, please send an email to the instructor and cc Diane Stidle (stidle@andrew.cmu.edu) outlining how you meet them (e.g., some courses you took on these topics etc.) if you haven't already done so. We will keep clearing the waitlist if some students drop the course (which often happens in the first two weeks of classes when students are still shopping around and deciding the classes that best fit their needs).

Time and location: The class is scheduled for Monday and Wednesday 10.10am to 11.30am in the Singleton room in the Roberts Engineering Hall. We will reserve Fridays for recitations, which will be held 10.10am to 11.30am in the same location. Note that the recitation will not take place every Friday: please see the schedule below.

Units: 12

Instructor: Nihar B. Shah

Textbook: [SB] Understanding Machine Learning: From Theory to Algorithms by Shai Shalev-Shwartz and Shai Ben-David (available online)

Last year's videos: The course content is similar to the offering last year. You can find last year's videos here.

Course staff and contact details:
Nihar Shah: nihars at cs.cmu.edu      Office hours by appointment. To set up a meeting, please send Nihar an email with your availability, as well as the topics you would like to discuss (e.g., specific lectures or paper dissection choice).

Filipe de Avila Belbute Peres : filiped at andrew.cmu.edu      Office hours details to be posted on Diderot
Qiqi Xu : qiqixu at andrew.cmu.edu      Office hours details to be posted on Diderot
Saurabh Garg : sgarg2 at andrew.cmu.edu      Office hours details to be posted on Diderot
Senyu Tong : senyut at andrew.cmu.edu      Office hours details to be posted on Diderot

Syllabus and tentative schedule (subject to change): Note that most lectures will be taught on the "board'', and hence there are no "slides''.

Date	Topic	References/Remarks
PART I: DEPTH
Aug 30	Logistics and introduction to introduction to ML	SB chapter 2
Sep 1	Perceptrons: Hope, hopelessness, and hope again	SB chapter 9
Sep 6	No class (labor day)
Sep 8	Optimization for ML	Notes
Sep 10	Recitation: Optimization
Sep 13	Support vector machines	SB chapter 15
Sep 15	Kernel methods 1	SB chapter 16
Sep 17	Recitation: Tail bounds
Sep 20	Kernel methods 2	SB chapter 16
Sep 22	Learning theory 1	SB Chapters 2 - 5
Sep 24	Recitation: Linear regression, Logistic regression
Sept 27	Recitation: MLE and MAP [Note: This is a recitation on a Monday since Nihar is giving a tutorial at the same time]
Sep 29	Learning theory 3	SB Chapters 2 - 6
Oct 1	Learning theory 2 [Note: This is a regular lecture on Friday to make up for Monday]	SB Chapters 2 - 6
Oct 4	Learning theory 4	SB Chapters 6 - 7
Oct 6	Midterm	All material in previous lectures
Oct 8	Recitation: Rademacher Complexity
PART II: BREADTH
Oct 11	Neural networks 1: Introduction. Also, midterm discussion.	SB Chapter 20
Oct 13	Neural networks 2: Representation power
Oct 18	Neural networks 3: Training, automatic differentiation, CNNs, ResNet etc.
Oct 20	Theory paper dissection
Oct 25	Model complexity, cross-validation bias-variance tradeoff, interpolation regime, and Neural networks 4 (neural architecture search)
Oct 27	Decision trees, random forests, bagging, bootstrapping	SB Chapter 18
Nov 1	Unsupervised learning: Clustering	SB Chapter 22
Nov 3	Dimensionality reduction	SB Chapter 23
Nov 8	Boosting	SB Chapter 10
Nov 10	Online learning	SB Chapter 21
Nov 15	Semi-supervised learning, Active learning, Multi-armed bandits	Transductive SVM, Active learning, Multi-armed bandits, Ranking via MABs
Nov 17	Reinforcement learning	Survey
Nov 22	Graphical models, Causality	Graphical models
Nov 24	No class (Thanksgiving break)
Nov 29	Fairness, interpretability, explanability	Hiring example, Paper 1, Paper 2
Dec 1	Applied paper dissection

Accommodations for Students with Disabilities: If you have a disability and have an accommodations letter from the Disability Resources office, I encourage you to discuss your accommodations and needs with me as early in the semester as possible. I will work with you to ensure that accommodations are provided as appropriate. If you suspect that you may have a disability and would benefit from accommodations but are not yet registered with the Office of Disability Resources, I encourage you to contact them at access@andrew.cmu.edu.

Finally, to all students: Please take care! The COVID pandemic can lead to stress and uncertainty and can take its toll on our mental health. Make sure to move regularly, eat well, and reach out to your support system or me if you need to. We can all benefit from support in times of stress, and this semester is no exception.