ORIE 4742 - [Info Theory, Probabilistic Modeling, and Deep Learning with Scientific and Financial Apps]

Spring. Not offered: 2021-2022. Next offered: 2022-2023. 3 credits. Letter grades only.

Prerequisite: ORIE 3500, MATH 2940 or equivalent, CS 2110 or equivalent, exposure to statistical machine learning at the level of ORIE 4740, ORIE 4741 or equivalent or permission of the instructor. Co-meets with ORIE 5742.

Staff.

This course is about building and understanding machine learning models for scientific and financial applications. It will cover foundational aspects of information theory and probabilistic inference as they relate to model construction and deep learning. Topics include hamming codes, repetition codes, entropy, mutual information, Shannon information, channel capacity, likelihood functions, Bayesian inference, graphical models, and deep neural networks. The section on deep neural networks will consider fully connected, convolutional, recurrent, and LSTM networks, generative adversarial training, and variational autoencoders.