Midterm
- Due Oct 24, 2022 by 6:30pm
- Points 60
- Submitting a file upload
- Available Oct 24, 2022 at 3:30pm - Oct 24, 2022 at 6:30pm 3 hours
Midterm questions are out in [midterm Download midterm], with [latex template Download latex template].
Rubric
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Keep in mind that 29 students have already been assessed using this rubric. Changing it will affect their evaluations.
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Problem 1, question 1
Step 1: Derive the log-likelihood formula exactly.
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Problem 1, question 1
Step 2: Take the derivative of log-likelihood and set it to 0.
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Problem 1, question 2
Step 1: Using Box-Muller, sample 2 standard normal distributed X_1, X_2.
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Problem 1, question 2
Step 2: Set Y = exp(\Theta + X_1)
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Problem 1, question 2
Step 3: Prove Y has pdf f(y), and show complexity is O(N).
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Problem 2
Step 1: Compute E[Z_i]
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Problem 2
Step2: Set X_i = aZ_i + b, where a = 2, b = -1/2.
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Problem 2
Step3: Using Hoeffding inequality to get c.
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Problem 3, question 1
Step 1: Show log(p(y, f, f_S)/(p(f|f_S)q(f_S))) = logp(y|f) + log p(f_S)/q(f_S)
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Problem 3, question 1
Step 2: Show final ELBO
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Problem 3, question 2
Step 1: Show E_{p(f|f_S)}[log p(y|f)] = const + E_{p(f|f_S)}[-1/(2\sigma^2)||y-f||^2]
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Problem 3, question 2
Step 2: Show the final closed form.
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