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Software
See our Python environment setup page
High Performance Computing
See our HPC page
Prereq Catchup Resources
Here are some useful resources to help you catch up if you are missing some of the pre-requisite knowledge. Please contribute new resources by starting a topic on the class discussion forum.
To achieve this objective, we expect students to be familiar with:
Probability
- Key concepts:
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- Gaussian pdf (univariate and multivariate)
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- Bayes theorem and associated algebra
- Litmus test:
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- Do you follow the derivation in R&W Ch. 2 in computing the analytic form of the posterior given a Gaussian likelihood and a Gaussian prior?
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Possible resources:
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- David Mackay's "The Humble Gaussian Distribution" tutorial: http://www.inference.org.uk/mackay/humble.pdf
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- Stanford CS229 notes on Gaussian distributions: http://cs229.stanford.edu/section/gaussians.pdf
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- Stanford CS229 notes on Gaussian processes: http://cs229.stanford.edu/section/cs229-gaussian_processes.pdf
First-order gradient-based optimization
- Key concepts:
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- Gradient descent
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- Learning rates
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- Difference between convex and non-convex functions for minimization
- Litmus test:
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- Could you fit a linear regression model via gradient descent? (see notebook below).
- Possible resources:
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- Convex Optimization overview for Stanford CS229: http://cs229.stanford.edu/section/cs229-cvxopt.pdf
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- Jupyter notebook on 'Linear Regression with NumPy' (fits linear model with gradient descent): https://www.cs.toronto.edu/~frossard/post/linear_regression/
Linear algebra
- Key concepts:
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- matrix multiplication
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- matrix inversion
- Litmus test:
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- Could you turn the pseudocode from R&W Chapter 2 on GPs for Regression into Python code (as in HW1)? If so, you probably have all the necessary background
- Possible resources:
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- Goodfellow et al's chapter on Linear Algebra: http://www.deeplearningbook.org/contents/linear_algebra.html
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- Immersive Linear Algebra: http://immersivemath.com/ila/
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- Essence of Linear Algebra videos: https://www.youtube.com/playlist?list=PLZHQObOWTQDPD3MizzM2xVFitgF8hE_ab
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- 'Computational Linear Algebra for Coders' course by fast.ai: https://github.com/fastai/numerical-linear-algebra/blob/master/README.md
Basic supervised machine learning methods
- Key concepts:
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- Linear regression
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- Logistic regression
Deep Learning Self-study Resources
Here are some related free online courses which would be good introductions to standard deep learning methods:
- FastAI's 'Deep Learning for Coders': http://course.fast.ai/
- Coursera/Andrew Ng's 'Neural Networks and Deep Learning': https://www.coursera.org/learn/neural-networks-deep-learning/home/welcome
- Stanford's CS231n "Convolutional Neural Networks for Visual Recognition": http://cs231n.stanford.edu/syllabus.html