Intelligent Systems I - Empirical Inference 1. I NTRODUCTION Michael Hirsch & Jonas Peters 16. April 2015 Intelligent Systems Lecture Series Inference & Intelligence Reasoning under uncertainty Intelligence [“Mainstream Science on Intelligence”, WSJ, 13 Dec. 1994] A very general mental capability that, among other things, involves the ability to reason, plan, solve problems, think abstractly, comprehend complex ideas, learn quickly and learn from experience Definition (Intelligence, for our purposes) An intelligent system is an artifact that I collects information about the world I discovers (infers) a structured model of the world I acts to influence the world Inference & Intelligence Reasoning under uncertainty Intelligence [“Mainstream Science on Intelligence”, WSJ, 13 Dec. 1994] A very general mental capability that, among other things, involves the ability to reason, plan, solve problems, think abstractly, comprehend complex ideas, learn quickly and learn from experience Definition (Intelligence, for our purposes) An intelligent system is an artifact that I collects information about the world I discovers (infers) a structured model of the world I acts to influence the world last semester this course next semester Outline 1 Logistics 2 Introduction and Motivation 3 Probability Theory Outline 1 Logistics 2 Introduction and Motivation 3 Probability Theory Logistics & Organisation Lecturers: Michael Hirsch | michael.hirsch@tuebingen.mpg.de Jonas Peters | jonas.peters@tuebingen.mpg.de Tutors: Behzad Tabibian | btabibian@tuebingen.mpg.de Carl Johann Simon-Gabriel | cjsimon@tuebingen.mpg.de Lecture: Thursdays, 8 am c.t. - 10 am in A104 Webpage: http://webdav.tuebingen.mpg.de/lectures/ei-SS2015/ contains slides and exercise sheets Mailing List: https://groups.google.com/d/forum/is-ei-2015 Exercises: Tuesdays, 8 am c.t. - 10 am, A302 need 30% correct to be admitted to exam 50% correct → 0.3 bonus for final grade 70% correct → 0.6 bonus for final grade 90% correct → 1.0 bonus for final grade Final grade: 100% exam Credit: If (and only if) you pass the exam, you will get the credits (4) for this course. Exercises • Tuesdays, 8 am c.t. - 10 am in A302. • First sesssion next Tuesday, 21. April. • Introduction to Python and IPython Notebooks • Bring your laptop along • First exercise: Follow these instructions http://btabibian.github.io/notebooks/learnpython/ to install Python environment incl. numpy, scipy, matplotlib. • Each week one sheet with homework assignment • Team up with a fellow student (teams fo 2) • No copying, otherwise 0 points on exercise sheet Related Courses • Andreas Schilling: Maschinelles Lernen Probability Theory, Bayes Theorem, Likelihood and MAP estimation, PCA, EM algorithm, Bayesian Networks, Hidden Markov Models, kNN, SVM, Structural Risk Minimization • Martin Giese: Machine Learning II Probability Theory, Bayesian networks, Hidden Markov Models, Variational Inference, Sampling methods, GPs, SVM • Alexandra Kirsch: Advanced Artificial Intelligence Search Methods, Probabilistic Reasoning, Bayesian Networks, AI Learning (case-based reasoning, explanation-based learning, decision trees, neural networks, naive bayes), Overview of Cognitive Systems, Action Selection (incl. AI planning, MDPs), Perception (incl. dynamic Bayesian networks), Agent Architectures • Martin Spüler: Neuronal Computing • Martin Butz: Advanced Neural Networks Backpropagation, Deep Learning, Reservoir Networks, Echo State Networks, Convolutional Networks, Entropy and Free Energy based Networks Overview of covered topics • Probability Theory • Unsupervised Learning • Density Estimation • Mixture Models • Dimensionality Reduction incl. PCA, ICA, NMF, LDA • Supervised Learning • Nearest Neighbor Search, Clustering • Classification • Linear and Kernel Regression • Gaussian Processes • Support Vector Machines and Kernels • Neural Networks • Statistical Learning Theory • Short introduction to Causality (core concepts) Some Literature but this course is not based explicitly on any of them Free online: • David J C MacKay Cambridge, 2003 Information Theory, Inference, and Learning Algorithms http://www.inference.phy.cam.ac.uk/itprnn/book.pdf • David Barber Cambridge, 2012 Bayesian Reasoning and Machine Learning http://web4.cs.ucl.ac.uk/staff/D.Barber/textbook/270212.pdf • Carl E Rasmussen & Christopher K I Williams MIT, 2006 Gaussian Processes for Machine Learning http://www.gaussianprocess.org/gpml/chapters/RW.pdf Non-free: • Judea Pearl Morgan Kaufmann, 1988 Probabilistic Reasoning in Intelligent Systems • Christopher Bishop Springer, 2007 Pattern Recognition and Machine Learning • Bernhard Schölkopf & Alexander J Smola MIT, 2001 Learning with Kernels • Edwin T Jaynes & G Larry Bretthorst Probability Theory – the Logic of Science Cambridge, 2003 Credit • Some slides are borrowed from the lecture of Prof. Stefan Harmeling and Dr. Philipp Hennig (WS 2013/2014) Outline 1 Logistics 2 Introduction and Motivation 3 Probability Theory Inference Reasoning under Uncertainty Definition (Inference) An inference problem requires statements about the value of an unobserved (latent) variable x based on observations y which are related to x, but not sufficient to fully determine x. This requires a notion of uncertainty. Inference in real life Inference in real life Inference in real life Johannes Kepler (1571 - 1630) T12 T22 = a31 a32 Stock market Spam classification Large Hadron Collider - Higgs Boson Object recognition Challenges - Semantics Challenges - Semantics Challenges - Causality Challenges - Causality Causal Inference interventional test data point (intervention on gene 5954) 1 interventional training data (interv. on genes other than 5954 and 4710) −5 −4 −1.0 ACTIVITY GENE 4710 −3 −2 −1 0 ACTIVITY GENE 4710 −0.5 0.0 0.5 observational training data −1.0 −0.5 0.0 0.5 ACTIVITY GENE 5954 −1.0 −0.5 0.0 0.5 ACTIVITY GENE 5954 −5 −4 −3 −2 −1 0 ACTIVITY GENE 5954 1 Outline 1 Logistics 2 Introduction and Motivation 3 Probability Theory