Search result: Catalogue data in Spring Semester 2020
Cyber Security Master | ||||||
Minor | ||||||
Computational Science | ||||||
Core Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
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401-3632-00L | Computational Statistics | W | 8 credits | 3V + 1U | M. H. Maathuis | |
Abstract | We discuss modern statistical methods for data analysis, including methods for data exploration, prediction and inference. We pay attention to algorithmic aspects, theoretical properties and practical considerations. The class is hands-on and methods are applied using the statistical programming language R. | |||||
Learning objective | The student obtains an overview of modern statistical methods for data analysis, including their algorithmic aspects and theoretical properties. The methods are applied using the statistical programming language R. | |||||
Content | See the class website | |||||
Prerequisites / Notice | At least one semester of (basic) probability and statistics. Programming experience is helpful but not required. | |||||
Electives | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
252-0526-00L | Statistical Learning Theory | W | 7 credits | 3V + 2U + 1A | J. M. Buhmann, C. Cotrini Jimenez | |
Abstract | The course covers advanced methods of statistical learning: - Variational methods and optimization. - Deterministic annealing. - Clustering for diverse types of data. - Model validation by information theory. | |||||
Learning objective | The course surveys recent methods of statistical learning. The fundamentals of machine learning, as presented in the courses "Introduction to Machine Learning" and "Advanced Machine Learning", are expanded from the perspective of statistical learning. | |||||
Content | - Variational methods and optimization. We consider optimization approaches for problems where the optimizer is a probability distribution. We will discuss concepts like maximum entropy, information bottleneck, and deterministic annealing. - Clustering. This is the problem of sorting data into groups without using training samples. We discuss alternative notions of "similarity" between data points and adequate optimization procedures. - Model selection and validation. This refers to the question of how complex the chosen model should be. In particular, we present an information theoretic approach for model validation. - Statistical physics models. We discuss approaches for approximately optimizing large systems, which originate in statistical physics (free energy minimization applied to spin glasses and other models). We also study sampling methods based on these models. | |||||
Lecture notes | A draft of a script will be provided. Lecture slides will be made available. | |||||
Literature | Hastie, Tibshirani, Friedman: The Elements of Statistical Learning, Springer, 2001. L. Devroye, L. Gyorfi, and G. Lugosi: A probabilistic theory of pattern recognition. Springer, New York, 1996 | |||||
Prerequisites / Notice | Knowledge of machine learning (introduction to machine learning and/or advanced machine learning) Basic knowledge of statistics. | |||||
261-5120-00L | Machine Learning for Health Care Number of participants limited to 150. | W | 5 credits | 3P + 1A | G. Rätsch, J. Vogt, V. Boeva | |
Abstract | The course will review the most relevant methods and applications of Machine Learning in Biomedicine, discuss the main challenges they present and their current technical problems. | |||||
Learning objective | During the last years, we have observed a rapid growth in the field of Machine Learning (ML), mainly due to improvements in ML algorithms, the increase of data availability and a reduction in computing costs. This growth is having a profound impact in biomedical applications, where the great variety of tasks and data types enables us to get benefit of ML algorithms in many different ways. In this course we will review the most relevant methods and applications of ML in biomedicine, discuss the main challenges they present and their current technical solutions. | |||||
Content | The course will consist of four topic clusters that will cover the most relevant applications of ML in Biomedicine: 1) Structured time series: Temporal time series of structured data often appear in biomedical datasets, presenting challenges as containing variables with different periodicities, being conditioned by static data, etc. 2) Medical notes: Vast amount of medical observations are stored in the form of free text, we will analyze stategies for extracting knowledge from them. 3) Medical images: Images are a fundamental piece of information in many medical disciplines. We will study how to train ML algorithms with them. 4) Genomics data: ML in genomics is still an emerging subfield, but given that genomics data are arguably the most extensive and complex datasets that can be found in biomedicine, it is expected that many relevant ML applications will arise in the near future. We will review and discuss current applications and challenges. | |||||
Prerequisites / Notice | Data Structures & Algorithms, Introduction to Machine Learning, Statistics/Probability, Programming in Python, Unix Command Line Relation to Course 261-5100-00 Computational Biomedicine: This course is a continuation of the previous course with new topics related to medical data and machine learning. The format of Computational Biomedicine II will also be different. It is helpful but not essential to attend Computational Biomedicine before attending Computational Biomedicine II. | |||||
263-5300-00L | Guarantees for Machine Learning | W | 5 credits | 2V + 2A | F. Yang | |
Abstract | This course teaches classical and recent methods in statistics and optimization commonly used to prove theoretical guarantees for machine learning algorithms. The knowledge is then applied in project work that focuses on understanding phenomena in modern machine learning. | |||||
Learning objective | This course is aimed at advanced master and doctorate students who want to understand and/or conduct independent research on theory for modern machine learning. For this purpose, students will learn common mathematical techniques from statistical learning theory. In independent project work, they then apply their knowledge and go through the process of critically questioning recently published work, finding relevant research questions and learning how to effectively present research ideas to a professional audience. | |||||
Content | This course teaches some classical and recent methods in statistical learning theory aimed at proving theoretical guarantees for machine learning algorithms, including topics in - concentration bounds, uniform convergence - high-dimensional statistics (e.g. Lasso) - prediction error bounds for non-parametric statistics (e.g. in kernel spaces) - minimax lower bounds - regularization via optimization The project work focuses on active theoretical ML research that aims to understand modern phenomena in machine learning, including but not limited to - how overparameterization could help generalization ( interpolating models, linearized NN ) - how overparameterization could help optimization ( non-convex optimization, loss landscape ) - complexity measures and approximation theoretic properties of randomly initialized and trained NN - generalization of robust learning ( adversarial robustness, standard and robust error tradeoff ) - prediction with calibrated confidence ( conformal prediction, calibration ) | |||||
Prerequisites / Notice | It’s absolutely necessary for students to have a strong mathematical background (basic real analysis, probability theory, linear algebra) and good knowledge of core concepts in machine learning taught in courses such as “Introduction to Machine Learning”, “Regression”/ “Statistical Modelling”. It's also helpful to have heard an optimization course or approximation theoretic course. In addition to these prerequisites, this class requires a certain degree of mathematical maturity—including abstract thinking and the ability to understand and write proofs. | |||||
Distributed Systems | ||||||
Core Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
227-0558-00L | Principles of Distributed Computing | W | 7 credits | 2V + 2U + 2A | R. Wattenhofer, M. Ghaffari | |
Abstract | We study the fundamental issues underlying the design of distributed systems: communication, coordination, fault-tolerance, locality, parallelism, self-organization, symmetry breaking, synchronization, uncertainty. We explore essential algorithmic ideas and lower bound techniques. | |||||
Learning objective | Distributed computing is essential in modern computing and communications systems. Examples are on the one hand large-scale networks such as the Internet, and on the other hand multiprocessors such as your new multi-core laptop. This course introduces the principles of distributed computing, emphasizing the fundamental issues underlying the design of distributed systems and networks: communication, coordination, fault-tolerance, locality, parallelism, self-organization, symmetry breaking, synchronization, uncertainty. We explore essential algorithmic ideas and lower bound techniques, basically the "pearls" of distributed computing. We will cover a fresh topic every week. | |||||
Content | Distributed computing models and paradigms, e.g. message passing, shared memory, synchronous vs. asynchronous systems, time and message complexity, peer-to-peer systems, small-world networks, social networks, sorting networks, wireless communication, and self-organizing systems. Distributed algorithms, e.g. leader election, coloring, covering, packing, decomposition, spanning trees, mutual exclusion, store and collect, arrow, ivy, synchronizers, diameter, all-pairs-shortest-path, wake-up, and lower bounds | |||||
Lecture notes | Available. Our course script is used at dozens of other universities around the world. | |||||
Literature | Lecture Notes By Roger Wattenhofer. These lecture notes are taught at about a dozen different universities through the world. Distributed Computing: Fundamentals, Simulations and Advanced Topics Hagit Attiya, Jennifer Welch. McGraw-Hill Publishing, 1998, ISBN 0-07-709352 6 Introduction to Algorithms Thomas Cormen, Charles Leiserson, Ronald Rivest. The MIT Press, 1998, ISBN 0-262-53091-0 oder 0-262-03141-8 Disseminatin of Information in Communication Networks Juraj Hromkovic, Ralf Klasing, Andrzej Pelc, Peter Ruzicka, Walter Unger. Springer-Verlag, Berlin Heidelberg, 2005, ISBN 3-540-00846-2 Introduction to Parallel Algorithms and Architectures: Arrays, Trees, Hypercubes Frank Thomson Leighton. Morgan Kaufmann Publishers Inc., San Francisco, CA, 1991, ISBN 1-55860-117-1 Distributed Computing: A Locality-Sensitive Approach David Peleg. Society for Industrial and Applied Mathematics (SIAM), 2000, ISBN 0-89871-464-8 | |||||
Prerequisites / Notice | Course pre-requisites: Interest in algorithmic problems. (No particular course needed.) | |||||
263-3800-00L | Advanced Operating Systems | W | 7 credits | 2V + 2U + 2A | D. Cock, T. Roscoe | |
Abstract | This course is intended to give students a thorough understanding of design and implementation issues for modern operating systems, with a particular emphasis on the challenges of modern hardware features. We will cover key design issues in implementing an operating system, such as memory management, scheduling, protection, inter-process communication, device drivers, and file systems. | |||||
Learning objective | The goals of the course are, firstly, to give students: 1. A broader perspective on OS design than that provided by knowledge of Unix or Windows, building on the material in a standard undergraduate operating systems class 2. Practical experience in dealing directly with the concurrency, resource management, and abstraction problems confronting OS designers and implementers 3. A glimpse into future directions for the evolution of OS and computer hardware design | |||||
Content | The course is based on practical implementation work, in C and assembly language, and requires solid knowledge of both. The work is mostly carried out in teams of 3-4, using real hardware, and is a mixture of team milestones and individual projects which fit together into a complete system at the end. Emphasis is also placed on a final report which details the complete finished artifact, evaluates its performance, and discusses the choices the team made while building it. | |||||
Prerequisites / Notice | The course is based around a milestone-oriented project, where students work in small groups to implement major components of a microkernel-based operating system. The final assessment will be a combination grades awarded for milestones during the course of the project, a final written report on the work, and a set of test cases run on the final code. | |||||
Elective Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
252-0312-00L | Ubiquitous Computing | W | 4 credits | 2V + 1A | C. Holz, F. Mattern, S. Mayer | |
Abstract | Unlike desktop computing, ubiquitous computing occurs anytime and everywhere, using any device, in any location, and in any format. Computers exist in different forms, from watches and phones to refrigerators or pairs of glasses. Main topics: Smart environments, IoT, mobiles & wearables, context & location, sensing & tracking, computer vision on embedded systems, health monitoring, fabrication. | |||||
Learning objective | Unlike desktop computing, ubiquitous computing occurs anytime and everywhere, using any device, in any location, and in any format. Computers exist in different forms, from watches and phones to refrigerators or pairs of glasses. Main topics: Smart environments, IoT, mobiles & wearables, context & location, sensing & tracking, computer vision on embedded systems, health monitoring, fabrication. | |||||
Lecture notes | Copies of slides will be made available | |||||
Literature | Will be provided in the lecture. To put you in the mood: Mark Weiser: The Computer for the 21st Century. Scientific American, September 1991, pp. 94-104 | |||||
252-0437-00L | Distributed Algorithms | W | 5 credits | 3V + 1A | F. Mattern | |
Abstract | Models of distributed computations, time space diagrams, virtual time, logical clocks and causality, wave algorithms, parallel and distributed graph traversal, consistent snapshots, mutual exclusion, election and symmetry breaking, distributed termination detection, garbage collection in distributed systems, monitoring distributed systems, global predicates. | |||||
Learning objective | Become acquainted with models and algorithms for distributed systems. | |||||
Content | Verteilte Algorithmen sind Verfahren, die dadurch charakterisiert sind, dass mehrere autonome Prozesse gleichzeitig Teile eines gemeinsamen Problems in kooperativer Weise bearbeiten und der dabei erforderliche Informationsaustausch ausschliesslich über Nachrichten erfolgt. Derartige Algorithmen kommen im Rahmen verteilter Systeme zum Einsatz, bei denen kein gemeinsamer Speicher existiert und die Übertragungszeit von Nachrichten i.a. nicht vernachlässigt werden kann. Da dabei kein Prozess eine aktuelle konsistente Sicht des globalen Zustands besitzt, führt dies zu interessanten Problemen. Im einzelnen werden u.a. folgende Themen behandelt: Modelle verteilter Berechnungen; Raum-Zeit Diagramme; Virtuelle Zeit; Logische Uhren und Kausalität; Wellenalgorithmen; Verteilte und parallele Graphtraversierung; Berechnung konsistenter Schnappschüsse; Wechselseitiger Ausschluss; Election und Symmetriebrechung; Verteilte Terminierung; Garbage-Collection in verteilten Systemen; Beobachten verteilter Systeme; Berechnung globaler Prädikate. | |||||
Literature | - F. Mattern: Verteilte Basisalgorithmen, Springer-Verlag - G. Tel: Topics in Distributed Algorithms, Cambridge University Press - G. Tel: Introduction to Distributed Algorithms, Cambridge University Press, 2nd edition - A.D. Kshemkalyani, M. Singhal: Distributed Computing, Cambridge University Press - N. Lynch: Distributed Algorithms, Morgan Kaufmann Publ | |||||
252-0817-00L | Distributed Systems Laboratory In the Master Programme max. 10 credits can be accounted by Labs on top of the Interfocus Courses. Additional Labs will be listed on the Addendum. | W | 10 credits | 9P | G. Alonso, T. Hoefler, F. Mattern, A. Singla, R. Wattenhofer, C. Zhang | |
Abstract | This course involves the participation in a substantial development and/or evaluation project involving distributed systems technology. There are projects available in a wide range of areas: from web services to ubiquitous computing including as well wireless networks, ad-hoc networks, and distributed application on mobile phones. | |||||
Learning objective | Students acquire practical knowledge about technologies from the area of distributed systems. | |||||
Content | This course involves the participation in a substantial development and/or evaluation project involving distributed systems technology. There are projects available in a wide range of areas: from web services to ubiquitous computing including as well wireless networks, ad-hoc networks, and distributed application on mobile phones. The objecte of the project is for the students to gain hands-on-experience with real products and the latest technology in distributed systems. There is no lecture associated to the course. For information of the course or projects available, please contact Prof. Mattern, Prof. Wattenhofer, Prof. Roscoe or Prof. G. Alonso. | |||||
263-3710-00L | Machine Perception Number of participants limited to 200. | W | 5 credits | 2V + 1U + 1A | O. Hilliges | |
Abstract | Recent developments in neural networks (aka “deep learning”) have drastically advanced the performance of machine perception systems in a variety of areas including computer vision, robotics, and intelligent UIs. This course is a deep dive into deep learning algorithms and architectures with applications to a variety of perceptual tasks. | |||||
Learning objective | Students will learn about fundamental aspects of modern deep learning approaches for perception. Students will learn to implement, train and debug their own neural networks and gain a detailed understanding of cutting-edge research in learning-based computer vision, robotics and HCI. The final project assignment will involve training a complex neural network architecture and applying it on a real-world dataset of human activity. The core competency acquired through this course is a solid foundation in deep-learning algorithms to process and interpret human input into computing systems. In particular, students should be able to develop systems that deal with the problem of recognizing people in images, detecting and describing body parts, inferring their spatial configuration, performing action/gesture recognition from still images or image sequences, also considering multi-modal data, among others. | |||||
Content | We will focus on teaching: how to set up the problem of machine perception, the learning algorithms, network architectures and advanced deep learning concepts in particular probabilistic deep learning models The course covers the following main areas: I) Foundations of deep-learning. II) Probabilistic deep-learning for generative modelling of data (latent variable models, generative adversarial networks and auto-regressive models). III) Deep learning in computer vision, human-computer interaction and robotics. Specific topics include: I) Deep learning basics: a) Neural Networks and training (i.e., backpropagation) b) Feedforward Networks c) Timeseries modelling (RNN, GRU, LSTM) d) Convolutional Neural Networks for classification II) Probabilistic Deep Learning: a) Latent variable models (VAEs) b) Generative adversarial networks (GANs) c) Autoregressive models (PixelCNN, PixelRNN, TCNs) III) Deep Learning techniques for machine perception: a) Fully Convolutional architectures for dense per-pixel tasks (i.e., instance segmentation) b) Pose estimation and other tasks involving human activity c) Deep reinforcement learning IV) Case studies from research in computer vision, HCI, robotics and signal processing | |||||
Literature | Deep Learning Book by Ian Goodfellow and Yoshua Bengio | |||||
Prerequisites / Notice | This is an advanced grad-level course that requires a background in machine learning. Students are expected to have a solid mathematical foundation, in particular in linear algebra, multivariate calculus, and probability. The course will focus on state-of-the-art research in deep-learning and will not repeat basics of machine learning Please take note of the following conditions: 1) The number of participants is limited to 200 students (MSc and PhDs). 2) Students must have taken the exam in Machine Learning (252-0535-00) or have acquired equivalent knowledge 3) All practical exercises will require basic knowledge of Python and will use libraries such as TensorFlow, scikit-learn and scikit-image. We will provide introductions to TensorFlow and other libraries that are needed but will not provide introductions to basic programming or Python. The following courses are strongly recommended as prerequisite: * "Visual Computing" or "Computer Vision" The course will be assessed by a final written examination in English. No course materials or electronic devices can be used during the examination. Note that the examination will be based on the contents of the lectures, the associated reading materials and the exercises. | |||||
Information Systems | ||||||
Core Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
263-2925-00L | Program Analysis for System Security and Reliability | W | 6 credits | 2V + 1U + 2A | P. Tsankov | |
Abstract | Security issues in modern systems (blockchains, datacenters, AI) result in billions of losses due to hacks. This course introduces the security issues in modern systems and state-of-the-art automated techniques for building secure and reliable systems. The course has a practical focus and covers systems built by successful ETH spin-offs. | |||||
Learning objective | * Learn about security issues in modern systems -- blockchains, smart contracts, AI-based systems (e.g., autonomous cars), data centers -- and why they are challenging to address. * Understand how the latest automated analysis techniques work, both discrete and probabilistic. * Understand how these techniques combine with machine-learning methods, both supervised and unsupervised. * Understand how to use these methods to build reliable and secure modern systems. * Learn about new open problems that if solved can lead to research and commercial impact. | |||||
Content | Part I: Security of Blockchains - We will cover existing blockchains (e.g., Ethereum, Bitcoin), how they work, what the core security issues are, and how these have led to massive financial losses. - We will show how to extract useful information about smart contracts and transactions using interactive analysis frameworks for querying blockchains (e.g. Google's Ethereum BigQuery). - We will discuss the state-of-the-art security tools (e.g., https://securify.ch) for ensuring that smart contracts are free of security vulnerabilities. - We will study the latest automated reasoning systems (e.g., https://verx.ch) for checking custom (temporal) properties of smart contracts and illustrate their operation on real-world use cases. - We will study the underlying methods for automated reasoning and testing (e.g., abstract interpretation, symbolic execution, fuzzing) are used to build such tools. Part II: Security of Datacenters and Networks - We will show how to ensure that datacenters and ISPs are secured using declarative reasoning methods (e.g., Datalog). We will also see how to automatically synthesize secure configurations (e.g. using SyNET and NetComplete) which lead to desirable behaviors, thus automating the job of the network operator and avoiding critical errors. - We will discuss how to apply modern discrete probabilistic inference (e.g., PSI and Bayonet) so to reason about probabilistic network properties (e.g., the probability of a packet reaching a destination if links fail). Part III: Machine Learning for Security - We will discuss how machine learning models for structured prediction are used to address security tasks, including de-obfuscation of binaries (Debin: https://debin.ai), Android APKs (DeGuard: http://apk-deguard.com) and JavaScript (JSNice: http://jsnice.org). - We will study to leverage program abstractions in combination with clustering techniques to learn security rules for cryptography APIs from large codebases. - We will study how to automatically learn to identify security vulnerabilities related to the handling of untrusted inputs (cross-Site scripting, SQL injection, path traversal, remote code execution) from large codebases. To gain a deeper understanding, the course will involve a hands-on programming project where the methods studied in the class will be applied. | |||||
Elective Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
252-0312-00L | Ubiquitous Computing | W | 4 credits | 2V + 1A | C. Holz, F. Mattern, S. Mayer | |
Abstract | Unlike desktop computing, ubiquitous computing occurs anytime and everywhere, using any device, in any location, and in any format. Computers exist in different forms, from watches and phones to refrigerators or pairs of glasses. Main topics: Smart environments, IoT, mobiles & wearables, context & location, sensing & tracking, computer vision on embedded systems, health monitoring, fabrication. | |||||
Learning objective | Unlike desktop computing, ubiquitous computing occurs anytime and everywhere, using any device, in any location, and in any format. Computers exist in different forms, from watches and phones to refrigerators or pairs of glasses. Main topics: Smart environments, IoT, mobiles & wearables, context & location, sensing & tracking, computer vision on embedded systems, health monitoring, fabrication. | |||||
Lecture notes | Copies of slides will be made available | |||||
Literature | Will be provided in the lecture. To put you in the mood: Mark Weiser: The Computer for the 21st Century. Scientific American, September 1991, pp. 94-104 | |||||
Software Engineering | ||||||
Core Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
263-2925-00L | Program Analysis for System Security and Reliability | W | 6 credits | 2V + 1U + 2A | P. Tsankov | |
Abstract | Security issues in modern systems (blockchains, datacenters, AI) result in billions of losses due to hacks. This course introduces the security issues in modern systems and state-of-the-art automated techniques for building secure and reliable systems. The course has a practical focus and covers systems built by successful ETH spin-offs. | |||||
Learning objective | * Learn about security issues in modern systems -- blockchains, smart contracts, AI-based systems (e.g., autonomous cars), data centers -- and why they are challenging to address. * Understand how the latest automated analysis techniques work, both discrete and probabilistic. * Understand how these techniques combine with machine-learning methods, both supervised and unsupervised. * Understand how to use these methods to build reliable and secure modern systems. * Learn about new open problems that if solved can lead to research and commercial impact. | |||||
Content | Part I: Security of Blockchains - We will cover existing blockchains (e.g., Ethereum, Bitcoin), how they work, what the core security issues are, and how these have led to massive financial losses. - We will show how to extract useful information about smart contracts and transactions using interactive analysis frameworks for querying blockchains (e.g. Google's Ethereum BigQuery). - We will discuss the state-of-the-art security tools (e.g., https://securify.ch) for ensuring that smart contracts are free of security vulnerabilities. - We will study the latest automated reasoning systems (e.g., https://verx.ch) for checking custom (temporal) properties of smart contracts and illustrate their operation on real-world use cases. - We will study the underlying methods for automated reasoning and testing (e.g., abstract interpretation, symbolic execution, fuzzing) are used to build such tools. Part II: Security of Datacenters and Networks - We will show how to ensure that datacenters and ISPs are secured using declarative reasoning methods (e.g., Datalog). We will also see how to automatically synthesize secure configurations (e.g. using SyNET and NetComplete) which lead to desirable behaviors, thus automating the job of the network operator and avoiding critical errors. - We will discuss how to apply modern discrete probabilistic inference (e.g., PSI and Bayonet) so to reason about probabilistic network properties (e.g., the probability of a packet reaching a destination if links fail). Part III: Machine Learning for Security - We will discuss how machine learning models for structured prediction are used to address security tasks, including de-obfuscation of binaries (Debin: https://debin.ai), Android APKs (DeGuard: http://apk-deguard.com) and JavaScript (JSNice: http://jsnice.org). - We will study to leverage program abstractions in combination with clustering techniques to learn security rules for cryptography APIs from large codebases. - We will study how to automatically learn to identify security vulnerabilities related to the handling of untrusted inputs (cross-Site scripting, SQL injection, path traversal, remote code execution) from large codebases. To gain a deeper understanding, the course will involve a hands-on programming project where the methods studied in the class will be applied. | |||||
Elective Courses In spring 2020 there will be no course offered in this category. | ||||||
Theoretical Computer Science | ||||||
Core Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
261-5110-00L | Optimization for Data Science | W | 8 credits | 3V + 2U + 2A | B. Gärtner, D. Steurer | |
Abstract | This course provides an in-depth theoretical treatment of optimization methods that are particularly relevant in data science. | |||||
Learning objective | Understanding the theoretical guarantees (and their limits) of relevant optimization methods used in data science. Learning general paradigms to deal with optimization problems arising in data science. | |||||
Content | This course provides an in-depth theoretical treatment of optimization methods that are particularly relevant in machine learning and data science. In the first part of the course, we will first give a brief introduction to convex optimization, with some basic motivating examples from machine learning. Then we will analyse classical and more recent first and second order methods for convex optimization: gradient descent, projected gradient descent, subgradient descent, stochastic gradient descent, Nesterov's accelerated method, Newton's method, and Quasi-Newton methods. The emphasis will be on analysis techniques that occur repeatedly in convergence analyses for various classes of convex functions. We will also discuss some classical and recent theoretical results for nonconvex optimization. In the second part, we discuss convex programming relaxations as a powerful and versatile paradigm for designing efficient algorithms to solve computational problems arising in data science. We will learn about this paradigm and develop a unified perspective on it through the lens of the sum-of-squares semidefinite programming hierarchy. As applications, we are discussing non-negative matrix factorization, compressed sensing and sparse linear regression, matrix completion and phase retrieval, as well as robust estimation. | |||||
Prerequisites / Notice | As background, we require material taught in the course "252-0209-00L Algorithms, Probability, and Computing". It is not necessary that participants have actually taken the course, but they should be prepared to catch up if necessary. | |||||
Elective Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
252-1424-00L | Models of Computation | W | 6 credits | 2V + 2U + 1A | M. Cook | |
Abstract | This course surveys many different models of computation: Turing Machines, Cellular Automata, Finite State Machines, Graph Automata, Circuits, Tilings, Lambda Calculus, Fractran, Chemical Reaction Networks, Hopfield Networks, String Rewriting Systems, Tag Systems, Diophantine Equations, Register Machines, Primitive Recursive Functions, and more. | |||||
Learning objective | The goal of this course is to become acquainted with a wide variety of models of computation, to understand how models help us to understand the modeled systems, and to be able to develop and analyze models appropriate for new systems. | |||||
Content | This course surveys many different models of computation: Turing Machines, Cellular Automata, Finite State Machines, Graph Automata, Circuits, Tilings, Lambda Calculus, Fractran, Chemical Reaction Networks, Hopfield Networks, String Rewriting Systems, Tag Systems, Diophantine Equations, Register Machines, Primitive Recursive Functions, and more. | |||||
272-0302-00L | Approximation and Online Algorithms | W | 5 credits | 2V + 1U + 1A | H.‑J. Böckenhauer, D. Komm | |
Abstract | This lecture deals with approximative algorithms for hard optimization problems and algorithmic approaches for solving online problems as well as the limits of these approaches. | |||||
Learning objective | Get a systematic overview of different methods for designing approximative algorithms for hard optimization problems and online problems. Get to know methods for showing the limitations of these approaches. | |||||
Content | Approximation algorithms are one of the most succesful techniques to attack hard optimization problems. Here, we study the so-called approximation ratio, i.e., the ratio of the cost of the computed approximating solution and an optimal one (which is not computable efficiently). For an online problem, the whole instance is not known in advance, but it arrives pieceweise and for every such piece a corresponding part of the definite output must be given. The quality of an algorithm for such an online problem is measured by the competitive ratio, i.e., the ratio of the cost of the computed solution and the cost of an optimal solution that could be given if the whole input was known in advance. The contents of this lecture are - the classification of optimization problems by the reachable approximation ratio, - systematic methods to design approximation algorithms (e.g., greedy strategies, dynamic programming, linear programming relaxation), - methods to show non-approximability, - classic online problem like paging or scheduling problems and corresponding algorithms, - randomized online algorithms, - the design and analysis principles for online algorithms, and - limits of the competitive ratio and the advice complexity as a way to do a deeper analysis of the complexity of online problems. | |||||
Literature | The lecture is based on the following books: J. Hromkovic: Algorithmics for Hard Problems, Springer, 2004 D. Komm: An Introduction to Online Computation: Determinism, Randomization, Advice, Springer, 2016 Additional literature: A. Borodin, R. El-Yaniv: Online Computation and Competitive Analysis, Cambridge University Press, 1998 | |||||
263-4400-00L | Advanced Graph Algorithms and Optimization Number of participants limited to 30. | W | 5 credits | 3G + 1A | R. Kyng | |
Abstract | This course will cover a number of advanced topics in optimization and graph algorithms. | |||||
Learning objective | The course will take students on a deep dive into modern approaches to graph algorithms using convex optimization techniques. By studying convex optimization through the lens of graph algorithms, students should develop a deeper understanding of fundamental phenomena in optimization. The course will cover some traditional discrete approaches to various graph problems, especially flow problems, and then contrast these approaches with modern, asymptotically faster methods based on combining convex optimization with spectral and combinatorial graph theory. | |||||
Content | Students should leave the course understanding key concepts in optimization such as first and second-order optimization, convex duality, multiplicative weights and dual-based methods, acceleration, preconditioning, and non-Euclidean optimization. Students will also be familiarized with central techniques in the development of graph algorithms in the past 15 years, including graph decomposition techniques, sparsification, oblivious routing, and spectral and combinatorial preconditioning. | |||||
Prerequisites / Notice | This course is targeted toward masters and doctoral students with an interest in theoretical computer science. Students should be comfortable with design and analysis of algorithms, probability, and linear algebra. Having passed the course Algorithms, Probability, and Computing (APC) is highly recommended, but not formally required. If you are not sure whether you're ready for this class or not, please consult the instructor. | |||||
401-3052-05L | Graph Theory | W | 5 credits | 2V + 1U | B. Sudakov | |
Abstract | Basic notions, trees, spanning trees, Caley's formula, vertex and edge connectivity, 2-connectivity, Mader's theorem, Menger's theorem, Eulerian graphs, Hamilton cycles, Dirac's theorem, matchings, theorems of Hall, König and Tutte, planar graphs, Euler's formula, basic non-planar graphs, graph colorings, greedy colorings, Brooks' theorem, 5-colorings of planar graphs | |||||
Learning objective | The students will get an overview over the most fundamental questions concerning graph theory. We expect them to understand the proof techniques and to use them autonomously on related problems. | |||||
Lecture notes | Lecture will be only at the blackboard. | |||||
Literature | West, D.: "Introduction to Graph Theory" Diestel, R.: "Graph Theory" Further literature links will be provided in the lecture. | |||||
Prerequisites / Notice | Students are expected to have a mathematical background and should be able to write rigorous proofs. NOTICE: This course unit was previously offered as 252-1408-00L Graphs and Algorithms. | |||||
401-3903-11L | Geometric Integer Programming | W | 6 credits | 2V + 1U | J. Paat | |
Abstract | Integer programming is the task of minimizing a linear function over all the integer points in a polyhedron. This lecture introduces the key concepts of an algorithmic theory for solving such problems. | |||||
Learning objective | The purpose of the lecture is to provide a geometric treatment of the theory of integer optimization. | |||||
Content | Key topics are: - Lattice theory and the polynomial time solvability of integer optimization problems in fixed dimension. - Structural properties of integer sets that reveal other parameters affecting the complexity of integer problems - Duality theory for integer optimization problems from the vantage point of lattice free sets. | |||||
Lecture notes | not available, blackboard presentation | |||||
Literature | Lecture notes will be provided. Other helpful materials include Bertsimas, Weismantel: Optimization over Integers, 2005 and Schrijver: Theory of linear and integer programming, 1986. | |||||
Prerequisites / Notice | "Mathematical Optimization" (401-3901-00L) | |||||
Visual Computing | ||||||
Core Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
252-0538-00L | Shape Modeling and Geometry Processing | W | 6 credits | 2V + 1U + 2A | O. Sorkine Hornung | |
Abstract | This course covers the fundamentals and some of the latest developments in geometric modeling and geometry processing. Topics include surface modeling based on point clouds and polygonal meshes, mesh generation, surface reconstruction, mesh fairing and parameterization, discrete differential geometry, interactive shape editing, topics in digital shape fabrication. | |||||
Learning objective | The students will learn how to design, program and analyze algorithms and systems for interactive 3D shape modeling and geometry processing. | |||||
Content | Recent advances in 3D geometry processing have created a plenitude of novel concepts for the mathematical representation and interactive manipulation of geometric models. This course covers the fundamentals and some of the latest developments in geometric modeling and geometry processing. Topics include surface modeling based on point clouds and triangle meshes, mesh generation, surface reconstruction, mesh fairing and parameterization, discrete differential geometry, interactive shape editing and digital shape fabrication. | |||||
Lecture notes | Slides and course notes | |||||
Prerequisites / Notice | Prerequisites: Visual Computing, Computer Graphics or an equivalent class. Experience with C++ programming. Solid background in linear algebra and analysis. Some knowledge of differential geometry, computational geometry and numerical methods is helpful but not a strict requirement. |
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