Stochastic methods for Statistical Learning
Statistical learning is the core application of statistics in the fields of artificial intelligence, machine learning, and data analysis. This course will focus on the stochastic methods of statistical learning, taking Markov chains and stochastic differential equations as the theoretical foundation to delve into important contents such as contrastive divergence algorithm, score matching algorithm, noise contrastive estimation, and diffusion models. The course will be supported by algorithm implementation practice, work exhibition and exchange, and interpretation of cutting-edge papers, aiming to help students fully grasp relevant knowledge and skills. Additionally, the course will also briefly introduce the use of relevant computer languages and software packages.
讲师
日期
2024年04月08日 至 07月08日
位置
| Weekday | Time | Venue | Online | ID | Password |
|---|---|---|---|---|---|
| 周一,周三 | 15:35 - 17:10 | A3-1-301 | ZOOM 04 | 482 240 1589 | BIMSA |
修课要求
Real analysis, probability theory, statistics, stochastic processes, and stochastic differential equations
课程大纲
**I. Nature and Objectives of the Course**
Course Nature:
"Statistical Learning Random Methods" is a general machine learning course that focuses on summarizing and introducing random methods in statistical learning. It primarily covers contrastive divergence, score matching, noise-contrastive estimation, diffusion models, generative adversarial networks, and more.
Objectives:
Through this course, students will acquire a fundamental understanding of the ideas and methods centered on random simulations in statistical learning and their applications across various fields. They will learn to implement algorithms in statistical learning using familiar computer languages or apply statistical learning theories to areas of interest. It is hoped that students will be inspired to design better algorithms and models.
- Reviewing basic statistical learning foundations
- Primarily discussing statistical learning methods based on random simulations; introducing advanced statistical learning models; delving into principles and related papers
- Algorithm design. Most computer languages provide libraries for statistical learning. Probabilistic programming is also popular. Particularly recommended Python third-party libraries include scikit-learn, pymc3, statsmodels; rpy2 implements an R interface. Other programming languages such as Matlab, Julia, Go, Nim will also be introduced.
**II. Design of Course Teaching Methods**
The course will primarily adopt online teaching, combined with classroom discussions, literature explanations, and algorithm exercises.
Online teaching will mainly focus on explaining newer random simulation methods in statistical learning. Through analyzing classic papers, students will understand experts' research approaches and be able to design their own models/algorithms.
Classroom discussions will facilitate interaction between teachers and students, improve teaching efficiency, promptly address students' doubts, and broaden their perspectives.
Course Nature:
"Statistical Learning Random Methods" is a general machine learning course that focuses on summarizing and introducing random methods in statistical learning. It primarily covers contrastive divergence, score matching, noise-contrastive estimation, diffusion models, generative adversarial networks, and more.
Objectives:
Through this course, students will acquire a fundamental understanding of the ideas and methods centered on random simulations in statistical learning and their applications across various fields. They will learn to implement algorithms in statistical learning using familiar computer languages or apply statistical learning theories to areas of interest. It is hoped that students will be inspired to design better algorithms and models.
- Reviewing basic statistical learning foundations
- Primarily discussing statistical learning methods based on random simulations; introducing advanced statistical learning models; delving into principles and related papers
- Algorithm design. Most computer languages provide libraries for statistical learning. Probabilistic programming is also popular. Particularly recommended Python third-party libraries include scikit-learn, pymc3, statsmodels; rpy2 implements an R interface. Other programming languages such as Matlab, Julia, Go, Nim will also be introduced.
**II. Design of Course Teaching Methods**
The course will primarily adopt online teaching, combined with classroom discussions, literature explanations, and algorithm exercises.
Online teaching will mainly focus on explaining newer random simulation methods in statistical learning. Through analyzing classic papers, students will understand experts' research approaches and be able to design their own models/algorithms.
Classroom discussions will facilitate interaction between teachers and students, improve teaching efficiency, promptly address students' doubts, and broaden their perspectives.
参考资料
Christian P. Robert, George Casella. Monte Carlo Statistical Methods, New York: Springer-Verlag, 1999.
听众
Undergraduate
, Advanced Undergraduate
, Graduate
, 博士后
, Researcher
视频公开
公开
笔记公开
公开
语言
中文
, 英文
讲师介绍
宋丛威于2011年在浙江大学理学院取得应用数学硕士学位，于2014年在浙江大学数学系取得基础数学博士学位，2014-2021年在浙江工业大学之江学院任讲师，2021至今任BIMSA助理研究员。主要研究方向：小波分析，调和分析，机器学习。