

Department of Engineering  
Taught By: Carl Edward Rasmussen and Joaquin QuiñoneroCandela
Code and Term: 4F13 Lent term
Year: 4th year (part IIB) Engineering, also open to MPhil and PhD students in any Department.
Structure & Assessment:14 lectures, 2 coursework revisions, 3 pieces of course work. The evaluation is by coursework only, all three pieces of course work carry an equal weight. There is no final exam.
Time: 10:00  11:00 Mondays and 11:00  12:00 Thursdays.
Location: Lecture Room 5 (LR5), Baker Building, Trumpington Street, Cambridge
Prerequisites: A good background in statistics, calculus, linear algebra, and computer science. 3F3 Signal and Pattern Processing and 4F10 Statistical Pattern Processing would both be useful. You should thoroughly review the maths in the following cribsheet [pdf] [ps] before the start of the course. The following Matrix Cookbook is also a useful resource. If you want to do the optional coursework you need to know Matlab or Octave, or be willing to learn it on your own. Any student or researcher at Cambridge meeting these requirements is welcome to attend the lectures. Students wishing to take it for credit should consult with the course lecturers.
Textbook: There is no required textbook. However, the material covered is treated in:
Christopher M. Bishop (2006) Pattern Recognition and Machine Learning. Springerand we will provide references to sections in this book. Another excellent textbook is:
David J.C. MacKay (2003) Information Theory, Inference, and Learning Algorithms, Cambridge University Press, available freely on the web.NOTE: If you want to see lecture slides from a similar but not identical course taught last year click on the Lent 2011 course website, but be warned that the slides will change this year.
This year, the exposition of the material will be centered around three specific machine learning areas: 1) supervised nonparamtric probabilistic inference using Gaussian processes, 2) the latent Dirichlet Allocation model for unsupervised learning in text and 3) the TrueSkill ranking system.
Jan 19, 23  Introduction to Machine Learning(2L): probabilistic models, inference, Bayes rule  Lecture 1 and 2 slides 
Jan 26, 30 and Feb 2nd  Gaussian processes (3L): 
Lecture 3 and 4 slides Lecture 5 slides 
Feb 6, 9, 13, 16 and 20  LDA (5L): 
Lecture 6: Discrete distributions Lecture 7: Dirichelt distribtions and Text Lecture 8: Graphical models for Text Lecture 9: Latent Dirichlet Allocation for Topic Modelling Lecture 10: Latent Dirichlet Allocation for Topic Modelling 
Feb 23, 27, Mar 1, 5, 8, 12  TrueSkill (6L): 
Lecture 11 and 12: Introduction to Ranking Feedback on Assignment number 1 Lecture 13: Message passing on graphs 
COURSE WORK
Course work is to be handed in to Rachel Fogg in Baker BNO37 no later than 16:00 on the date due. Each of the three pieces of course work carry an equal weight in the evaluation.
Coursework #1