Professor Josef Teichmann (Department of Mathematics ETH Zürich) will deliver a course of 5 lectures dedicated to Generative learning and Langevin dynamics (for masters and PhD students).
- Lecture 1: Basics of machine Learning (UAT, Back propagation, Training, SGD, Regularization, Bayesian Optimization, some showcases from Finance
- Lecture 2: Langevin dynamics from a stochastic and PDE perspective
- Lecture 3: Langevin dynamics and Optimization Algorithms.
- Lecture 4: Diffusion models and Flow matching from a theoretical perspective.
- Lecture 5: Diffusion models, Flow matching and generative AI — algorithms and implementations. Some examples from Finance.
Each lecture is in Zoom format with 2.5 hours (and one break of 30 minutes) on October 7, 13-16, October 21, 13-16, October 23, 13-16, November 5, 13-16 and November 6, 13-16 (in Zurich time).
Or
Each lecture is in Zoom format with 2.5 hours (and one break of 30 minutes) on October 7, 14-17, October 21, 14-17, October 23, 14-17, November 5, 14-17 and November 6, 14-17 (in Kyiv time).
