Presenters:

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Yu-Lin Wei (UIUC)

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Romit Roy Choudhury (UIUC)

This was a 7 hour tutorial on Nov 18, 2024 at Washington D.C. The slides and videos from the tutorial are made available below.


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probability_cheat_sheet.pdf

See more prerequisite material below

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Slides from the tutorial here:

0_Overview_of_all_topics.pptx

1_Probability_warmup_Bayes_MLE_EM.pptx

2_Latent_models_AE_VAE.pptx

3_Diffusion1_VDM_DDPM.pptx

4_Diffusion2_score_langevin.pptx

5_GAN.pptx

6_Flow.pptx

All slides in a single deck:

2024_genModel_tutorial_nov10.pptx

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Videos from the tutorial here:

Module 0/6: Few words before we start

Module 1/6: Whole tutorial in a nutshell

Module 2/6: Math foundations (Bayes, MLE, EM)

Module 3/6: Autoencoders (AE) and Variational AE

Module 4/6: Diffusion Models

Module 5/6: Diffusion Models (Langevin and Score)

Module 6/6: GANs and Normalizing Flows

Full playlist link: here


FAQ

What will the tutorial cover?

Who is the right audience for this tutorial?

Will there be coding in the tutorial?

How can the tutorial cover so much ground in one day?

What is the success metric of the tutorial?

Tutorial Flowchart (tentative)

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Tutorial Prerequisites

Prerequisites for the tutorial Sub-topics Compact material
Probability Conditional probability, Bayes’ rule, conditional independence. 🟢 Pishro-Nik’s notes
Chapter 1.4
Random variables (discrete and continuous), distributions, independence, functions of RVs. 🟢 Pishro-Nik’s notes
Chapters 3 and 4
Distributions (especially exp. and Gaussian), joint distributions, covariance, bivariate Normal. 🟢 Pishro-Nik’s notes
Chapters 4.2, 5.1, 5.3
Random vectors, bounds and inequalities. 🟢 Pishro-Nik’s notes
Chapters 6.1.5, 6.2.4, 6.2.5,
Statistical inference I: random sampling, point estimation, Max Likelihood (MLE). 🟢 Pishro-Nik’s notes
Chapters 8.1.1, 8.2
Statistical inference II: Bayesian inference, MAP, comparison to MLE, estimation of random vectors. 🟢 Pishro-Nik’s notes
Chapters 9.1.0 — 9.1.3, 9.1.7
Sampling from distributions. 🟢 Just first 10 pages: MCMC sampling PDF
Linear algebra Vector space, null space, linear independence, rank, basis, norms, least square. 🟢 Roy Choudhury’s course
Video lectures 2, 3, 4, 5
Singular value decomposition (SVD). 🟢 Roy Choudhury’s SVD lecture
Optimization Hessian, saddle points, gradient descent. 🟢 Roy Choudhury’s lecture part (a) and part (b)

Tutorial Content

Main tutorial (Nov 18) Topics Links (intuitive) Links (mathematical)
8:45 - 9:45am Whole Tutorial in a Nutshell and some Recap
Overview of the 4 Pillars of Generative Models
Probability Foundations Recap
Expectation Maximization (EM) algorithm 🟢 Roy Choudhury EM lecture and notes 🔴 Tutorial PDF
Singular Value Decomposition (SVD) recap
10:00 - 11:30am AutoEncoder, Variational Inference, and VAE
AutoEncoder (AE) to Variational Inference to VAE 🟢 Abbeel variational inference lecture 🔴 Google book
Visualization of ELBO (Evidence Lower Bound)
Posterior collapse, Vector Quantized (VQ-VAE) 🟢 Discrete representation learning paper 🔴 NeurIPS paper
Applications and Limitations 🟢 Google empirical paper
🟢 AlterNet paper 🔴 Prior matching paper
11:45 - 12:45pm From Hierarchical VAE to Diffusion
Hierarchical VAE and Markov Process 🟢 Luo’s tutorial 🔴 Google tutorial PDF
Variational Diffusion Models (VDM) #1 🔴 Stanley Chan tutorial
12:50 - 2:00pm Lunch
2:00 - 2:45pm From Hierarchical VAE to Diffusion (contd.)
Variational Diffusion Models (VDM) #2 🟢 Latent Diffusion
Analogy and Visualization
DDPM (and why Gaussians make it elegant) 🟢 DDPM paper
Applications
3:00 - 3:30pm Another Way to Understand Diffusion --> Score-based Sampling
Score function and Denoising
🟢 Yang Song’s blog
Basic idea of Langevin and Annealing 🟢 Michael Elad’s lecture 🔴 Score matching proof PDF
DDPM and More Intuition
3:45 - 4:45pm GANs and flows
Implicit Density Models
Adversarial Training and GAN 🟢 Adversarial autoencoder paper 🔴 NeurIPS tutorial
Problems - Data, Mode Collapse, Stability
Invertible Transformations and Change of Variables
Normalizing Flows 🟢 Lilian’s blog 🔴 RealNVP paper
Estimating Probability
5:00 - 5:30pm Wrapping Up
Connecting all the Dots for the Bigger Picture
Questions, Applications, and Discussion