Week 5, 19–23 October
Welcome to week 5! This week we discuss Bayesian model choice and introduce Gaussian processes.
We define the marginal likelihood which lets us choose between models in a principled way. We will then use Gaussian processes to express beliefs about complicated functions. This approach is useful for solving various optimization problems.
This is the third week to be assessed. Like before, your mark for this week depends on completing the discussion task (10%), attempting the in-note questions (20%), and this week’s assessed questions (70%). Full details on the assessments page including rules you must know.
Office hours:
You can meet us on MS Teams in the Meet-up channel of the MLPR 2020/21 Chat team on Friday at 9:30 AM and 4:30 PM UK time (BST, UTC+1). One of Arno or Iain will be there. If you want to discuss something individually, please contact us by email: Arno aonken@inf.ed.ac.uk or Iain i.murray@ed.ac.uk.
Here is what you need to do in Week 5:
- Any catch-up: Make sure you have done last week’s activities. Don’t get stuck on any “further reading” or optional parts, because you need to get on with this week. If there are any threads on hypothesis that didn’t get resolved (allow 48 hrs), email Arno and Iain.
- Lecture notes: Work through the Week 5 notes, answering all the questions. You should answer these as you go, to get the instant feedback and discussion of the answer. It’s fine to make mistakes here, but an honest attempt at these by Friday at 4pm (UK time) is required.
- Question sheet: Do the week 5 question sheet. This question sheet is assessed and forms the bulk of this week’s marks.
- Tutorial group discussions: This week’s group discussion is about Bayesian optimization, which uses uncertainty in a probabilistic model to guide search (see the Week 5 notes). Can you think of real-life examples where Bayesian optimization might be useful? You could start with the examples from the lecture notes: Section 1, ‘expensive functions’ examples. Discuss where the uncertainty in your examples comes from. Create a short summary of your conclusions about your examples for your tutor. This summary is (lightly) assessed! See the group instructions for details on how to submit the group discussion report.
We recommend that you aim to finish the questions (in the notes and question sheet) and submit your discussion report by the end of Thursday. We will assess only what you have submitted by 4pm UK time on Friday.
As in the Informatics late policy, extensions are not available for weekly hand-ins. We expect many students to miss or under-perform on one hand-in, and will discount the one with the lowest mark. If you experience more significant disruption to your studies, you may need to file special circumstances. Consult your Personal Tutor or Student Support team. Lecturers on a course cannot make allowances outside these procedures.