Syllabus [pdf]

Grades

Final project, 50%: The final project should involve reading one or more research papers related to the course, identifying an open research problem, and making progress towards resolving the problem. Around the middle of the semester, a project proposal consisting of one page describing the problem and all references will be due.

Homework, 40%: There will be 3 homework sets throughout the semester. You are encouraged to work together with others on the problems, but you have to write down the solutions on your own.

Scribing, 5%: Part of the grade will consist of typing up the lecture notes of two or three lectures so that they can be posted on the course website. Here is the latex template for these.

Participation, 5%: Since student-teacher interaction is much harder in an online class, the participants are strongly encouraged to ask and answer questions and bring up ideas.

Tentative List of Topics

  1. Course Overview and Motivating Examples

  2. CP decomposition - definition and properties

  3. CP decomposition - properties continued

  4. CP decomposition - properties continued

  5. Examples of CP decomposition - latent variable models, parallel factors

  6. Examples of CP decomposition - blind source separation, ICA, the method of moments

  7. Examples of CP decomposition - Gaussian mixture models, neural networks

  8. Algorithms for CP decomposition - alternating least squares

  9. Algorithms for CP decomposition - Jennrich’s algorithm, tensor power method and eigenvectors of tensors

  10. Eigenvectors of tensors, the tensor power method, orthogonally decomposable tensors

  11. Overcomplete symmetric CP decompositions - the subspace power method

  12. Atomic norm minimization and the tensor nuclear norm

  13. Tensor network decompositions - motivation from quantum physics

  14. Tensor network decompositions - Tucker, MPS (aka Tensor Train), PEPS, MERA

  15. Graphical models - undirected, Markov properties

  16. Correspondence between tensor networks and graphical models

  17. Nonnegative matrix decompositions - nonnegative rank, properties, examples

  18. Nonnegative matrix decompositions - alternating least squares, EM, other algorithms

  19. Nonnegative matrix decompositions - geometric description

  20. Nonnegative tensor decompositions - properties, examples, algorithms

  21. Total positivity - properties and relationship to nonnegative tensor decomposition

  22. Graphical models - directed acyclic, Markov properties, equivalence classes

  23. Linear structural equation models - Gaussian vs. non-Gaussian; learning non-Gaussian LSEMs via ICA

  24. Presentations

  25. Presentations

  26. Presentations