Search result: Catalogue data in Autumn Semester 2019

Number	Title	Type	ECTS	Hours	Lecturers
Data Science Master
Core Courses
Core Electives
151-0563-01L	Dynamic Programming and Optimal Control	W	4 credits	2V + 1U	R. D'Andrea
Abstract	Introduction to Dynamic Programming and Optimal Control.
Learning objective	Covers the fundamental concepts of Dynamic Programming & Optimal Control.
Content	Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control.
Literature	Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover.
Prerequisites / Notice	Requirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra.
227-0101-00L	Discrete-Time and Statistical Signal Processing	W	6 credits	4G	H.‑A. Loeliger
Abstract	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.
Learning objective	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.
Content	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.
Lecture notes	Lecture Notes
227-0417-00L	Information Theory I	W	6 credits	4G	A. Lapidoth
Abstract	This course covers the basic concepts of information theory and of communication theory. Topics covered include the entropy rate of a source, mutual information, typical sequences, the asymptotic equi-partition property, Huffman coding, channel capacity, the channel coding theorem, the source-channel separation theorem, and feedback capacity.
Learning objective	The fundamentals of Information Theory including Shannon's source coding and channel coding theorems
Content	The entropy rate of a source, Typical sequences, the asymptotic equi-partition property, the source coding theorem, Huffman coding, Arithmetic coding, channel capacity, the channel coding theorem, the source-channel separation theorem, feedback capacity
Literature	T.M. Cover and J. Thomas, Elements of Information Theory (second edition)
227-0427-00L	Signal Analysis, Models, and Machine Learning	W	6 credits	4G	H.‑A. Loeliger
Abstract	Mathematical methods in signal processing and machine learning. I. Linear signal representation and approximation: Hilbert spaces, LMMSE estimation, regularization and sparsity. II. Learning linear and nonlinear functions and filters: neural networks, kernel methods. III. Structured statistical models: hidden Markov models, factor graphs, Kalman filter, Gaussian models with sparse events.
Learning objective	The course is an introduction to some basic topics in signal processing and machine learning.
Content	Part I - Linear Signal Representation and Approximation: Hilbert spaces, least squares and LMMSE estimation, projection and estimation by linear filtering, learning linear functions and filters, L2 regularization, L1 regularization and sparsity, singular-value decomposition and pseudo-inverse, principal-components analysis. Part II - Learning Nonlinear Functions: fundamentals of learning, neural networks, kernel methods. Part III - Structured Statistical Models and Message Passing Algorithms: hidden Markov models, factor graphs, Gaussian message passing, Kalman filter and recursive least squares, Monte Carlo methods, parameter estimation, expectation maximization, linear Gaussian models with sparse events.
Lecture notes	Lecture notes.
Prerequisites / Notice	Prerequisites: - local bachelors: course "Discrete-Time and Statistical Signal Processing" (5. Sem.) - others: solid basics in linear algebra and probability theory
227-0689-00L	System Identification	W	4 credits	2V + 1U	R. Smith
Abstract	Theory and techniques for the identification of dynamic models from experimentally obtained system input-output data.
Learning objective	To provide a series of practical techniques for the development of dynamical models from experimental data, with the emphasis being on the development of models suitable for feedback control design purposes. To provide sufficient theory to enable the practitioner to understand the trade-offs between model accuracy, data quality and data quantity.
Content	Introduction to modeling: Black-box and grey-box models; Parametric and non-parametric models; ARX, ARMAX (etc.) models. Predictive, open-loop, black-box identification methods. Time and frequency domain methods. Subspace identification methods. Optimal experimental design, Cramer-Rao bounds, input signal design. Parametric identification methods. On-line and batch approaches. Closed-loop identification strategies. Trade-off between controller performance and information available for identification.
Literature	"System Identification; Theory for the User" Lennart Ljung, Prentice Hall (2nd Ed), 1999. "Dynamic system identification: Experimental design and data analysis", GC Goodwin and RL Payne, Academic Press, 1977.
Prerequisites / Notice	Control systems (227-0216-00L) or equivalent.
252-0417-00L	Randomized Algorithms and Probabilistic Methods	W	8 credits	3V + 2U + 2A	A. Steger
Abstract	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
Learning objective	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.
Content	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.
Lecture notes	Yes.
Literature	- Randomized Algorithms, Rajeev Motwani and Prabhakar Raghavan, Cambridge University Press (1995) - Probability and Computing, Michael Mitzenmacher and Eli Upfal, Cambridge University Press (2005)
252-1407-00L	Algorithmic Game Theory	W	7 credits	3V + 2U + 1A	P. Penna
Abstract	Game theory provides a formal model to study the behavior and interaction of self-interested users and programs in large-scale distributed computer systems without central control. The course discusses algorithmic aspects of game theory.
Learning objective	Learning the basic concepts of game theory and mechanism design, acquiring the computational paradigm of self-interested agents, and using these concepts in the computational and algorithmic setting.
Content	The Internet is a typical example of a large-scale distributed computer system without central control, with users that are typically only interested in their own good. For instance, they are interested in getting high bandwidth for themselves, but don't care about others, and the same is true for computational load or download rates. Game theory provides a particularly well-suited model for the behavior and interaction of such selfish users and programs. Classic game theory dates back to the 1930s and typically does not consider algorithmic aspects at all. Only a few years back, algorithms and game theory have been considered together, in an attempt to reconcile selfish behavior of independent agents with the common good. This course discusses algorithmic aspects of game-theoretic models, with a focus on recent algorithmic and mathematical developments. Rather than giving an overview of such developments, the course aims to study selected important topics in depth. Outline: - Introduction to classic game-theoretic concepts. - Existence of stable solutions (equilibria), algorithms for computing equilibria, computational complexity. - Speed of convergence of natural game playing dynamics such as best-response dynamics or regret minimization. - Techniques for bounding the quality-loss due to selfish behavior versus optimal outcomes under central control (a.k.a. the 'Price of Anarchy'). - Design and analysis of mechanisms that induce truthful behavior or near-optimal outcomes at equilibrium. - Selected current research topics, such as Google's Sponsored Search Auction, the U.S. FCC Spectrum Auction, Kidney Exchange.
Lecture notes	Lecture notes will be usually posted on the website shortly after each lecture.
Literature	"Algorithmic Game Theory", edited by N. Nisan, T. Roughgarden, E. Tardos, and V. Vazirani, Cambridge University Press, 2008; "Game Theory and Strategy", Philip D. Straffin, The Mathematical Association of America, 5th printing, 2004 Several copies of both books are available in the Computer Science library.
Prerequisites / Notice	Audience: Although this is a Computer Science course, we encourage the participation from all students who are interested in this topic. Requirements: You should enjoy precise mathematical reasoning. You need to have passed a course on algorithms and complexity. No knowledge of game theory is required.
252-1414-00L	System Security	W	7 credits	2V + 2U + 2A	S. Capkun, A. Perrig
Abstract	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.
Learning objective	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.
Content	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 Only for Data Science MSc.	W	6 credits	13A	Professors
Abstract	Independent work under the supervision of a core or adjunct faculty of data science.
Learning objective	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.
Content	Project done under supervision of an approved professor.
Prerequisites / Notice	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 credits	4P + 3A	A. Steger
Abstract	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.
Learning objective	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).
Literature	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 Limited number of participants. Takes place the last time in this form. Students who repeat the lab have priority. All others have to take the course in the spring semester 20!	W	8 credits	4P + 3A	G. Alonso
Abstract	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.
Learning objective	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	5 credits	2V + 1U + 1A	M. Vechev
Abstract	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.
Learning objective	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.
Content	The course covers some of the latest research (over the last 2-3 years) underlying the creation of safe, trustworthy, and reliable AI (more information here: https://www.sri.inf.ethz.ch/teaching/riai2019): * Adversarial Attacks on Deep Learning (noise-based, geometry attacks, sound attacks, physical attacks, autonomous driving, out-of-distribution) * Defenses against attacks * Combining gradient-based optimization with logic for encoding background knowledge * Complete Certification of deep neural networks via automated reasoning (e.g., via numerical abstractions, mixed-integer solvers). * Probabilistic certification of deep neural networks * Training deep neural networks to be provably robust via automated reasoning * Understanding and Interpreting Deep Networks * Probabilistic Programming
Prerequisites / Notice	While not a formal requirement, the course assumes familiarity with basics of machine learning (especially probability theory, linear algebra, gradient descent, and neural networks). These topics are usually covered in “Intro to ML” classes at most institutions (e.g., “Introduction to Machine Learning” at ETH). For solving assignments, some programming experience in Python is excepted.
263-2800-00L	Design of Parallel and High-Performance Computing	W	8 credits	3V + 2U + 2A	M. Püschel, T. Ben Nun
Abstract	Advanced topics in parallel / concurrent programming.
Learning objective	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	W	5 credits	2V + 1U + 1A	T. Hofmann
Abstract	Deep learning is an area within machine learning that deals with algorithms and models that automatically induce multi-level data representations.
Learning objective	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.
Prerequisites / Notice	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 condition: - Students must have taken the exam in Advanced Machine Learning (252-0535-00) or have acquired equivalent knowledge, see exhaustive list below: Advanced Machine Learning https://ml2.inf.ethz.ch/courses/aml/ Computational Intelligence Lab http://da.inf.ethz.ch/teaching/2019/CIL/ Introduction to Machine Learning https://las.inf.ethz.ch/teaching/introml-S19 Statistical Learning Theory http://ml2.inf.ethz.ch/courses/slt/ Computational Statistics https://stat.ethz.ch/lectures/ss19/comp-stats.php Probabilistic Artificial Intelligence https://las.inf.ethz.ch/teaching/pai-f18
263-5210-00L	Probabilistic Artificial Intelligence	W	5 credits	2V + 1U + 1A	A. Krause
Abstract	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.
Learning objective	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.
Content	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
Prerequisites / Notice	Solid basic knowledge in statistics, algorithms and programming
263-5902-00L	Computer Vision	W	7 credits	3V + 1U + 2A	M. Pollefeys, V. Ferrari, L. Van Gool
Abstract	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.
Learning objective	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.
Content	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
Prerequisites / Notice	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 credits	2V + 1U	L. Meier
Abstract	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.
Learning objective	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.
Content	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.
Literature	G. Oehlert: A First Course in Design and Analysis of Experiments, W.H. Freeman and Company, New York, 2000.
Prerequisites / Notice	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.
401-3055-64L	Algebraic Methods in Combinatorics	W	6 credits	2V + 1U	B. Sudakov
Abstract	Combinatorics is a fundamental mathematical discipline as well as an essential component of many mathematical areas, and its study has experienced an impressive growth in recent years. This course provides a gentle introduction to Algebraic methods, illustrated by examples and focusing on basic ideas and connections to other areas.
Learning objective	The students will get an overview of various algebraic methods for solving combinatorial problems. We expect them to understand the proof techniques and to use them autonomously on related problems.
Content	Combinatorics is a fundamental mathematical discipline as well as an essential component of many mathematical areas, and its study has experienced an impressive growth in recent years. While in the past many of the basic combinatorial results were obtained mainly by ingenuity and detailed reasoning, the modern theory has grown out of this early stage and often relies on deep, well-developed tools. One of the main general techniques that played a crucial role in the development of Combinatorics was the application of algebraic methods. The most fruitful such tool is the dimension argument. Roughly speaking, the method can be described as follows. In order to bound the cardinality of of a discrete structure A one maps its elements to vectors in a linear space, and shows that the set A is mapped to linearly independent vectors. It then follows that the cardinality of A is bounded by the dimension of the corresponding linear space. This simple idea is surprisingly powerful and has many famous applications. This course provides a gentle introduction to Algebraic methods, illustrated by examples and focusing on basic ideas and connections to other areas. The topics covered in the class will include (but are not limited to): Basic dimension arguments, Spaces of polynomials and tensor product methods, Eigenvalues of graphs and their application, the Combinatorial Nullstellensatz and the Chevalley-Warning theorem. Applications such as: Solution of Kakeya problem in finite fields, counterexample to Borsuk's conjecture, chromatic number of the unit distance graph of Euclidean space, explicit constructions of Ramsey graphs and many others. The course website can be found at https://moodle-app2.let.ethz.ch/course/view.php?id=11617
Lecture notes	Lectures will be on the blackboard only, but there will be a set of typeset lecture notes which follow the class closely.
Prerequisites / Notice	Students are expected to have a mathematical background and should be able to write rigorous proofs.
401-3601-00L	Probability Theory At most one of the three course units (Bachelor Core Courses) 401-3461-00L Functional Analysis I 401-3531-00L Differential Geometry I 401-3601-00L Probability Theory can be recognised for the Master's degree in Mathematics or Applied Mathematics.	W	10 credits	4V + 1U	A.‑S. Sznitman
Abstract	Basics of probability theory and the theory of stochastic processes in discrete time
Learning objective	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.
Content	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.
Lecture notes	available, will be sold in the course
Literature	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
401-3622-00L	Statistical Modelling	W	8 credits	4G	C. Heinze-Deml
Abstract	In regression, the dependency of a random response variable on other variables is examined. We consider the theory of linear regression with one or more covariates, high-dimensional linear models, nonlinear models and generalized linear models, robust methods, model choice and nonparametric models. Several numerical examples will illustrate the theory.
Learning objective	Introduction into theory and practice of a broad and popular area of statistics, from a modern viewpoint.
Content	In der Regression wird die Abhängigkeit einer beobachteten quantitativen Grösse von einer oder mehreren anderen (unter Berücksichtigung zufälliger Fehler) untersucht. Themen der Vorlesung sind: Einfache und multiple Regression, Theorie allgemeiner linearer Modelle, Hoch-dimensionale Modelle, Ausblick auf nichtlineare Modelle. Querverbindungen zur Varianzanalyse, Modellsuche, Residuenanalyse; Einblicke in Robuste Regression. Durchrechnung und Diskussion von Anwendungsbeispielen.
Lecture notes	Lecture notes
Prerequisites / Notice	This is the course unit with former course title "Regression". Credits cannot be recognised for both courses 401-3622-00L Statistical Modelling and 401-0649-00L Applied Statistical Regression in the Mathematics Bachelor and Master programmes (to be precise: one course in the Bachelor and the other course in the Master is also forbidden).

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