Suchergebnis: Katalogdaten im Herbstsemester 2018

Nummer	Titel	Typ	ECTS	Umfang	Dozierende
Data Science Master
Kernfächer
Wählbare Kernfächer
151-0563-01L	Dynamic Programming and Optimal Control	W	4 KP	2V + 1U	R. D'Andrea
Kurzbeschreibung	Introduction to Dynamic Programming and Optimal Control.
Lernziel	Covers the fundamental concepts of Dynamic Programming & Optimal Control.
Inhalt	Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control.
Literatur	Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover.
Voraussetzungen / Besonderes	Requirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra.
252-0417-00L	Randomized Algorithms and Probabilistic Methods	W	8 KP	3V + 2U + 2A	A. Steger
Kurzbeschreibung	Las Vegas & Monte Carlo algorithms; inequalities of Markov, Chebyshev, Chernoff; negative correlation; Markov chains: convergence, rapidly mixing; generating functions; Examples include: min cut, median, balls and bins, routing in hypercubes, 3SAT, card shuffling, random walks
Lernziel	After this course students will know fundamental techniques from probabilistic combinatorics for designing randomized algorithms and will be able to apply them to solve typical problems in these areas.
Inhalt	Randomized Algorithms are algorithms that "flip coins" to take certain decisions. This concept extends the classical model of deterministic algorithms and has become very popular and useful within the last twenty years. In many cases, randomized algorithms are faster, simpler or just more elegant than deterministic ones. In the course, we will discuss basic principles and techniques and derive from them a number of randomized methods for problems in different areas.
Skript	Yes.
Literatur	- Randomized Algorithms, Rajeev Motwani and Prabhakar Raghavan, Cambridge University Press (1995) - Probability and Computing, Michael Mitzenmacher and Eli Upfal, Cambridge University Press (2005)
252-1414-00L	System Security	W	5 KP	2V + 2U	S. Capkun, A. Perrig
Kurzbeschreibung	The first part of the lecture covers individual system aspects starting with tamperproof or tamper-resistant hardware in general over operating system related security mechanisms to application software systems, such as host based intrusion detection systems. In the second part, the focus is on system design and methodologies for building secure systems.
Lernziel	In this lecture, students learn about the security requirements and capabilities that are expected from modern hardware, operating systems, and other software environments. An overview of available technologies, algorithms and standards is given, with which these requirements can be met.
Inhalt	The first part of the lecture covers individual system's aspects starting with tamperproof or tamperresistant hardware in general over operating system related security mechanisms to application software systems such as host based intrusion detetction systems. The main topics covered are: tamper resistant hardware, CPU support for security, protection mechanisms in the kernel, file system security (permissions / ACLs / network filesystem issues), IPC Security, mechanisms in more modern OS, such as Capabilities and Zones, Libraries and Software tools for security assurance, etc. In the second part, the focus is on system design and methodologies for building secure systems. Topics include: patch management, common software faults (buffer overflows, etc.), writing secure software (design, architecture, QA, testing), compiler-supported security, language-supported security, logging and auditing (BSM audit, dtrace, ...), cryptographic support, and trustworthy computing (TCG, SGX). Along the lectures, model cases will be elaborated and evaluated in the exercises.
261-5130-00L	Research in Data Science	W	6 KP	13A	Professor/innen
Kurzbeschreibung	Independent work under the supervision of a core or adjunct faculty of data science.
Lernziel	Independent work under the supervision of a core or adjunct faculty of data science. An approval of the director of studies is required for a non DS professor.
Inhalt	Project done under supervision of an approved professor.
Voraussetzungen / Besonderes	Only students who have passed at least one core course in Data Management and Processing, and one core course in Data Analysis can start with a research project. A project description must be submitted at the start of the project to the studies administration.
263-0006-00L	Algorithms Lab Only for master students, otherwise a special permission by the student administration of D-INFK is required.	W	8 KP	4P + 3A	A. Steger, E. Welzl, P. Widmayer
Kurzbeschreibung	Students learn how to solve algorithmic problems given by a textual description (understanding problem setting, finding appropriate modeling, choosing suitable algorithms, and implementing them). Knowledge of basic algorithms and data structures is assumed; more advanced material and usage of standard libraries for combinatorial algorithms are introduced in tutorials.
Lernziel	The objective of this course is to learn how to solve algorithmic problems given by a textual description. This includes appropriate problem modeling, choice of suitable (combinatorial) algorithms, and implementing them (using C/C++, STL, CGAL, and BGL).
Literatur	T. Cormen, C. Leiserson, R. Rivest: Introduction to Algorithms, MIT Press, 1990. J. Hromkovic, Teubner: Theoretische Informatik, Springer, 2004 (English: Theoretical Computer Science, Springer 2003). J. Kleinberg, É. Tardos: Algorithm Design, Addison Wesley, 2006. H. R. Lewis, C. H. Papadimitriou: Elements of the Theory of Computation, Prentice Hall, 1998. T. Ottmann, P. Widmayer: Algorithmen und Datenstrukturen, Spektrum, 2012. R. Sedgewick: Algorithms in C++: Graph Algorithms, Addison-Wesley, 2001.
263-0007-00L	Advanced Systems Lab Only for master students, otherwise a special permission by the student administration of D-INFK is required.	W	8 KP	4P + 3A	G. Alonso
Kurzbeschreibung	The goal of this course is to teach students how to evaluate the performance of complex computer and software systems. Accordingly, the methodology to carry out experiments and measurements is studied. Furthermore, the modelling of systems with the help of queueing network systems is explained.
Lernziel	The goal of this course is to teach students how to evaluate the performance of complex computer and software systems.
263-2400-00L	Reliable and Interpretable Artificial Intelligence	W	4 KP	2V + 1U	M. Vechev
Kurzbeschreibung	Creating reliable and explainable probabilistic models is a fundamental challenge to solving the artificial intelligence problem. This course covers some of the latest and most exciting advances that bring us closer to constructing such models.
Lernziel	The main objective of this course is to expose students to the latest and most exciting research in the area of explainable and interpretable artificial intelligence, a topic of fundamental and increasing importance. Upon completion of the course, the students should have mastered the underlying methods and be able to apply them to a variety of problems. To facilitate deeper understanding, an important part of the course will be a group hands-on programming project where students will build a system based on the learned material.
Inhalt	The course covers the following inter-connected directions. Part I: Robust and Explainable Deep Learning ------------------------------------------------------------- Deep learning technology has made impressive advances in recent years. Despite this progress however, the fundamental challenge with deep learning remains that of understanding what a trained neural network has actually learned, and how stable that solution is. Forr example: is the network stable to slight perturbations of the input (e.g., an image)? How easy it is to fool the network into mis-classifying obvious inputs? Can we guide the network in a manner beyond simple labeled data? Topics: - Attacks: Finding adversarial examples via state-of-the-art attacks (e.g., FGSM, PGD attacks). - Defenses: Automated methods and tools which guarantee robustness of deep nets (e.g., using abstract domains, mixed-integer solvers) - Combing differentiable logic with gradient-based methods so to train networks to satisfy richer properties. - Frameworks: AI2, DiffAI, Reluplex, DQL, DeepPoly, etc. Part II: Program Synthesis/Induction ------------------------------------------------ Synthesis is a new frontier in AI where the computer programs itself via user provided examples. Synthesis has significant applications for non-programmers as well as for programmers where it can provide massive productivity increase (e.g., wrangling for data scientists). Modern synthesis techniques excel at learning functions over discrete spaces from (partial) intent. There have been a number of recent, exciting breakthroughs in techniques that discover complex, interpretable/explainable functions from few examples, partial sketches and other forms of supervision. Topics: - Theory of program synthesis: version spaces, counter-example guided inductive synthesis (CEGIS) with SAT/SMT, lower bounds on learning. - Applications of techniques: synthesis for end users (e.g., spreadsheets) and data analytics. - Combining synthesis with learning: application to learning from code. - Frameworks: PHOG, DeepCode. Part III: Probabilistic Programming ---------------------------------------------- Probabilistic programming is an emerging direction, recently also pushed by various companies (e.g., Facebook, Uber, Google) whose goal is democratize the construction of probabilistic models. In probabilistic programming, the user specifies a model while inference is left to the underlying solver. The idea is that the higher level of abstraction makes it easier to express, understand and reason about probabilistic models. Topics: - Probabilistic Inference: sampling based, exact symbolic inference, semantics - Applications of probabilistic programming: bias in deep learning, differential privacy (connects to Part I). - Frameworks: PSI, Edward2, Venture.
Voraussetzungen / Besonderes	The course material is self-contained: needed background is covered in the lectures and exercises, and additional pointers.
263-2800-00L	Design of Parallel and High-Performance Computing	W	7 KP	3V + 2U + 1A	T. Hoefler, M. Püschel
Kurzbeschreibung	Advanced topics in parallel / concurrent programming.
Lernziel	Understand concurrency paradigms and models from a higher perspective and acquire skills for designing, structuring and developing possibly large concurrent software systems. Become able to distinguish parallelism in problem space and in machine space. Become familiar with important technical concepts and with concurrency folklore.
263-3210-00L	Deep Learning Maximale Teilnehmerzahl: 300	W	4 KP	2V + 1U	F. Perez Cruz
Kurzbeschreibung	Deep learning is an area within machine learning that deals with algorithms and models that automatically induce multi-level data representations.
Lernziel	In recent years, deep learning and deep networks have significantly improved the state-of-the-art in many application domains such as computer vision, speech recognition, and natural language processing. This class will cover the mathematical foundations of deep learning and provide insights into model design, training, and validation. The main objective is a profound understanding of why these methods work and how. There will also be a rich set of hands-on tasks and practical projects to familiarize students with this emerging technology.
Voraussetzungen / Besonderes	This is an advanced level course that requires some basic background in machine learning. More importantly, students are expected to have a very solid mathematical foundation, including linear algebra, multivariate calculus, and probability. The course will make heavy use of mathematics and is not (!) meant to be an extended tutorial of how to train deep networks with tools like Torch or Tensorflow, although that may be a side benefit. The participation in the course is subject to the following conditions: 1) The number of participants is limited to 300 students (MSc and PhDs). 2) Students must have taken the exam in Machine Learning (252-0535-00) or have acquired equivalent knowledge, see exhaustive list below: Machine Learning https://ml2.inf.ethz.ch/courses/ml/ Computational Intelligence Lab http://da.inf.ethz.ch/teaching/2018/CIL/ Learning and Intelligent Systems/Introduction to Machine Learning https://las.inf.ethz.ch/teaching/introml-S18 Statistical Learning Theory http://ml2.inf.ethz.ch/courses/slt/ Computational Statistics https://stat.ethz.ch/lectures/ss18/comp-stats.php Probabilistic Artificial Intelligence https://las.inf.ethz.ch/teaching/pai-f17 Data Mining: Learning from Large Data Sets https://las.inf.ethz.ch/teaching/dm-f17
263-5210-00L	Probabilistic Artificial Intelligence	W	4 KP	2V + 1U	A. Krause
Kurzbeschreibung	This course introduces core modeling techniques and algorithms from statistics, optimization, planning, and control and study applications in areas such as sensor networks, robotics, and the Internet.
Lernziel	How can we build systems that perform well in uncertain environments and unforeseen situations? How can we develop systems that exhibit "intelligent" behavior, without prescribing explicit rules? How can we build systems that learn from experience in order to improve their performance? We will study core modeling techniques and algorithms from statistics, optimization, planning, and control and study applications in areas such as sensor networks, robotics, and the Internet. The course is designed for upper-level undergraduate and graduate students.
Inhalt	Topics covered: - Search (BFS, DFS, A*), constraint satisfaction and optimization - Tutorial in logic (propositional, first-order) - Probability - Bayesian Networks (models, exact and approximative inference, learning) - Temporal models (Hidden Markov Models, Dynamic Bayesian Networks) - Probabilistic palnning (MDPs, POMPDPs) - Reinforcement learning - Combining logic and probability
Voraussetzungen / Besonderes	Solid basic knowledge in statistics, algorithms and programming
263-5902-00L	Computer Vision	W	6 KP	3V + 1U + 1A	M. Pollefeys, V. Ferrari, L. Van Gool
Kurzbeschreibung	The goal of this course is to provide students with a good understanding of computer vision and image analysis techniques. The main concepts and techniques will be studied in depth and practical algorithms and approaches will be discussed and explored through the exercises.
Lernziel	The objectives of this course are: 1. To introduce the fundamental problems of computer vision. 2. To introduce the main concepts and techniques used to solve those. 3. To enable participants to implement solutions for reasonably complex problems. 4. To enable participants to make sense of the computer vision literature.
Inhalt	Camera models and calibration, invariant features, Multiple-view geometry, Model fitting, Stereo Matching, Segmentation, 2D Shape matching, Shape from Silhouettes, Optical flow, Structure from motion, Tracking, Object recognition, Object category recognition
Voraussetzungen / Besonderes	It is recommended that students have taken the Visual Computing lecture or a similar course introducing basic image processing concepts before taking this course.
401-0625-01L	Applied Analysis of Variance and Experimental Design	W	5 KP	2V + 1U	L. Meier
Kurzbeschreibung	Principles of experimental design, one-way analysis of variance, contrasts and multiple comparisons, multi-factor designs and analysis of variance, complete block designs, Latin square designs, random effects and mixed effects models, split-plot designs, incomplete block designs, two-series factorials and fractional designs, power.
Lernziel	Participants will be able to plan and analyze efficient experiments in the fields of natural sciences. They will gain practical experience by using the software R.
Inhalt	Principles of experimental design, one-way analysis of variance, contrasts and multiple comparisons, multi-factor designs and analysis of variance, complete block designs, Latin square designs, random effects and mixed effects models, split-plot designs, incomplete block designs, two-series factorials and fractional designs, power.
Literatur	G. Oehlert: A First Course in Design and Analysis of Experiments, W.H. Freeman and Company, New York, 2000.
Voraussetzungen / Besonderes	The exercises, but also the classes will be based on procedures from the freely available, open-source statistical software R, for which an introduction will be held.
401-3054-14L	Probabilistic Methods in Combinatorics	W	6 KP	2V + 1U	B. Sudakov
Kurzbeschreibung	This course provides a gentle introduction to the Probabilistic Method, with an emphasis on methodology. We will try to illustrate the main ideas by showing the application of probabilistic reasoning to various combinatorial problems.
Lernziel
Inhalt	The topics covered in the class will include (but are not limited to): linearity of expectation, the second moment method, the local lemma, correlation inequalities, martingales, large deviation inequalities, Janson and Talagrand inequalities and pseudo-randomness.
Literatur	- The Probabilistic Method, by N. Alon and J. H. Spencer, 3rd Edition, Wiley, 2008. - Random Graphs, by B. Bollobás, 2nd Edition, Cambridge University Press, 2001. - Random Graphs, by S. Janson, T. Luczak and A. Rucinski, Wiley, 2000. - Graph Coloring and the Probabilistic Method, by M. Molloy and B. Reed, Springer, 2002.
401-3601-00L	Probability Theory Höchstens eines der drei Bachelor-Kernfächer 401-3461-00L Funktionalanalysis I / Functional Analysis I 401-3531-00L Differentialgeometrie I / Differential Geometry I 401-3601-00L Wahrscheinlichkeitstheorie / Probability Theory ist im Master-Studiengang Mathematik anrechenbar.	W	10 KP	4V + 1U	A.‑S. Sznitman
Kurzbeschreibung	Basics of probability theory and the theory of stochastic processes in discrete time
Lernziel	This course presents the basics of probability theory and the theory of stochastic processes in discrete time. The following topics are planned: Basics in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectation, martingales, convergence theorems for martingales, Galton Watson chain, transition probability, Theorem of Ionescu Tulcea, Markov chains.
Inhalt	This course presents the basics of probability theory and the theory of stochastic processes in discrete time. The following topics are planned: Basics in measure theory, random series, law of large numbers, weak convergence, characteristic functions, central limit theorem, conditional expectation, martingales, convergence theorems for martingales, Galton Watson chain, transition probability, Theorem of Ionescu Tulcea, Markov chains.
Skript	available, will be sold in the course
Literatur	R. Durrett, Probability: Theory and examples, Duxbury Press 1996 H. Bauer, Probability Theory, de Gruyter 1996 J. Jacod and P. Protter, Probability essentials, Springer 2004 A. Klenke, Wahrscheinlichkeitstheorie, Springer 2006 D. Williams, Probability with martingales, Cambridge University Press 1991
401-3612-00L	Stochastic Simulation	W	5 KP	3G	F. Sigrist
Kurzbeschreibung	This course provides an introduction to statistical Monte Carlo methods. This includes applications of simulations in various fields (Bayesian statistics, statistical mechanics, operations research, financial mathematics), algorithms for the generation of random variables (accept-reject, importance sampling), estimating the precision, variance reduction, introduction to Markov chain Monte Carlo.
Lernziel	Stochastic simulation (also called Monte Carlo method) is the experimental analysis of a stochastic model by implementing it on a computer. Probabilities and expected values can be approximated by averaging simulated values, and the central limit theorem gives an estimate of the error of this approximation. The course shows examples of the many applications of stochastic simulation and explains different algorithms used for simulation. These algorithms are illustrated with the statistical software R.
Inhalt	Examples of simulations in different fields (computer science, statistics, statistical mechanics, operations research, financial mathematics). Generation of uniform random variables. Generation of random variables with arbitrary distributions (quantile transform, accept-reject, importance sampling), simulation of Gaussian processes and diffusions. The precision of simulations, methods for variance reduction. Introduction to Markov chains and Markov chain Monte Carlo (Metropolis-Hastings, Gibbs sampler, Hamiltonian Monte Carlo, reversible jump MCMC).
Skript	A script will be available in English.
Literatur	P. Glasserman, Monte Carlo Methods in Financial Engineering. Springer 2004. B. D. Ripley. Stochastic Simulation. Wiley, 1987. Ch. Robert, G. Casella. Monte Carlo Statistical Methods. Springer 2004 (2nd edition).
Voraussetzungen / Besonderes	Familiarity with basic concepts of probability theory (random variables, joint and conditional distributions, laws of large numbers and central limit theorem) will be assumed.
401-3627-00L	High-Dimensional Statistics Findet dieses Semester nicht statt.	W	4 KP	2V	P. L. Bühlmann
Kurzbeschreibung	"High-Dimensional Statistics" deals with modern methods and theory for statistical inference when the number of unknown parameters is of much larger order than sample size. Statistical estimation and algorithms for complex models and aspects of multiple testing will be discussed.
Lernziel	Knowledge of methods and basic theory for high-dimensional statistical inference
Inhalt	Lasso and Group Lasso for high-dimensional linear and generalized linear models; Additive models and many smooth univariate functions; Non-convex loss functions and l1-regularization; Stability selection, multiple testing and construction of p-values; Undirected graphical modeling
Literatur	Peter Bühlmann and Sara van de Geer (2011). Statistics for High-Dimensional Data: Methods, Theory and Applications. Springer Verlag. ISBN 978-3-642-20191-2.
Voraussetzungen / Besonderes	Knowledge of basic concepts in probability theory, and intermediate knowledge of statistics (e.g. a course in linear models or computational statistics).
401-3901-00L	Mathematical Optimization	W	11 KP	4V + 2U	R. Weismantel
Kurzbeschreibung	Mathematical treatment of diverse optimization techniques.
Lernziel	Advanced optimization theory and algorithms.
Inhalt	1) Linear optimization: The geometry of linear programming, the simplex method for solving linear programming problems, Farkas' Lemma and infeasibility certificates, duality theory of linear programming. 2) Nonlinear optimization: Lagrange relaxation techniques, Newton method and gradient schemes for convex optimization. 3) Integer optimization: Ties between linear and integer optimization, total unimodularity, complexity theory, cutting plane theory. 4) Combinatorial optimization: Network flow problems, structural results and algorithms for matroids, matchings, and, more generally, independence systems.
Literatur	1) D. Bertsimas & R. Weismantel, "Optimization over Integers". Dynamic Ideas, 2005. 2) A. Schrijver, "Theory of Linear and Integer Programming". John Wiley, 1986. 3) D. Bertsimas & J.N. Tsitsiklis, "Introduction to Linear Optimization". Athena Scientific, 1997. 4) Y. Nesterov, "Introductory Lectures on Convex Optimization: a Basic Course". Kluwer Academic Publishers, 2003. 5) C.H. Papadimitriou, "Combinatorial Optimization". Prentice-Hall Inc., 1982.
Voraussetzungen / Besonderes	Linear algebra.
401-4619-67L	Advanced Topics in Computational Statistics Findet dieses Semester nicht statt.	W	4 KP	2V	N. Meinshausen
Kurzbeschreibung	This lecture covers selected advanced topics in computational statistics. This year the focus will be on graphical modelling.
Lernziel	Students learn the theoretical foundations of the selected methods, as well as practical skills to apply these methods and to interpret their outcomes.
Inhalt	The main focus will be on graphical models in various forms: Markov properties of undirected graphs; Belief propagation; Hidden Markov Models; Structure estimation and parameter estimation; inference for high-dimensional data; causal graphical models
Voraussetzungen / Besonderes	We assume a solid background in mathematics, an introductory lecture in probability and statistics, and at least one more advanced course in statistics.
401-4623-00L	Time Series Analysis	W	6 KP	3G	N. Meinshausen
Kurzbeschreibung	Statistical analysis and modeling of observations in temporal order, which exhibit dependence. Stationarity, trend estimation, seasonal decomposition, autocorrelations, spectral and wavelet analysis, ARIMA-, GARCH- and state space models. Implementations in the software R.
Lernziel	Understanding of the basic models and techniques used in time series analysis and their implementation in the statistical software R.
Inhalt	This course deals with modeling and analysis of variables which change randomly in time. Their essential feature is the dependence between successive observations. Applications occur in geophysics, engineering, economics and finance. Topics covered: Stationarity, trend estimation, seasonal decomposition, autocorrelations, spectral and wavelet analysis, ARIMA-, GARCH- and state space models. The models and techniques are illustrated using the statistical software R.
Skript	Not available
Literatur	A list of references will be distributed during the course.
Voraussetzungen / Besonderes	Basic knowledge in probability and statistics
227-0101-00L	Discrete-Time and Statistical Signal Processing	W	6 KP	4G	H.‑A. Loeliger
Kurzbeschreibung	The course introduces some fundamental topics of digital signal processing with a bias towards applications in communications: discrete-time linear filters, inverse filters and equalization, DFT, discrete-time stochastic processes, elements of detection theory and estimation theory, LMMSE estimation and LMMSE filtering, LMS algorithm, Viterbi algorithm.
Lernziel	The course introduces some fundamental topics of digital signal processing with a bias towards applications in communications. The two main themes are linearity and probability. In the first part of the course, we deepen our understanding of discrete-time linear filters. In the second part of the course, we review the basics of probability theory and discrete-time stochastic processes. We then discuss some basic concepts of detection theory and estimation theory, as well as some practical methods including LMMSE estimation and LMMSE filtering, the LMS algorithm, and the Viterbi algorithm. A recurrent theme throughout the course is the stable and robust "inversion" of a linear filter.
Inhalt	1. Discrete-time linear systems and filters: state-space realizations, z-transform and spectrum, decimation and interpolation, digital filter design, stable realizations and robust inversion. 2. The discrete Fourier transform and its use for digital filtering. 3. The statistical perspective: probability, random variables, discrete-time stochastic processes; detection and estimation: MAP, ML, Bayesian MMSE, LMMSE; Wiener filter, LMS adaptive filter, Viterbi algorithm.
Skript	Lecture Notes

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