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Artificial Intelligence for Business Research (Spring 2024)

Teaching Team

  • Instructor: Renyu (Philip) Zhang, Associate Professor, Department of Decisions, Operations and Technology, CUHK Business School, [email protected], @911 Cheng Yu Tung Building.
  • Teaching Assistant: Leo Cao, Full-time TA, Department of Decisions, Operations and Technology, CUHK Business School, [email protected]. Please be noted that Leo will help with any issues related to the logistics, but not the content, of this course.
  • Tutorial Instructor: Qiansiqi Hu, MSBA Student, Department of Decisions, Operations and Technology, CUHK Business School, [email protected]. BS in ECE, Shanghai Jiaotong University Michigan Institute.

Basic Information

  • Website: https://github.com/rphilipzhang/AI-PhD-S24
  • Time: Tuesday, 12:30pm-3:15pm, from Jan 9, 2024 to Apr 16, 2024, except for Feb 13 (Chinese New Year) and Mar 5 (Final Project Discussion)
  • Location: Cheng Yu Tung Building (CYT) LT5

About

Welcome to the mono-repo of the PhD course AI for Business Research (DSME 6635) at CUHK Business School in Spring 2024. You may download the Syllabus of this course first. The purpose of this course is to learn the following:

  • Have a basic understanding of the fundamental concepts/methods in machine learning (ML) and artificial intelligence (AI) that are used (or potentially useful) in business research.
  • Understand how business researchers have utilized ML/AI and what managerial questions have been addressed by ML/AI in the recent decade.
  • Nurture a taste of what the state-of-the-art AI/ML technologies can do in the ML/AI community and, potentially, in your own research field.

We will meet each Tuesday at 12:30pm in Cheng Yu Tung Building (CYT) LT5 (please pay attention to this room change). Please ask for my approval if you need to join us via the following Zoom links:

  • Zoom link, Meeting ID 996 4239 3764, Passcode 386119.

Most of the code in this course will be distributed through the Google CoLab cloud computing environment to avoid the incompatibility and version control issues on your local individual computer. On the other hand, you can always download the Jupyter Notebook from CoLab and run it your own computer.

  • The CoLab files of this course can be found at this folder.
  • The Google Sheet to sign up for groups and group tasks can be found here.
  • The overleaf template for scribing the lecture notes of this course can be found here.

If you have any feedback on this course, please directly contact Philip at [email protected] and we will try our best to address it.

Brief Schedule

Subject to modifications. All classes start at 12:30pm and end at 3:15pm.

Session Date Topic Key Words
1 1.09 AI/ML in a Nutshell Course Intro, ML Models, Model Evaluations
2 1.16 Intro to DL DL Intro, Neural Nets, Computational Issues in DL
3 1.23 Prediction and Traditional NLP Prediction in Biz Research, Pre-processing
4 1.30 NLP (II): Traditional NLP $N$-gram, NLP Performance Evaluations, Naïve Bayes
5 2.06 NLP (III): Word2Vec CBOW, Skip Gram
6 2.20 NLP (IV): RNN Glove, Language Model Evaluation, RNN
7 2.27 NLP (V): Seq2Seq LSTM, Seq2Seq, Attention Mechanism
7.5 3.05 NLP (V.V): Transformer The Bitter Lesson, Attention is All You Need
8 3.12 NLP (VI): Pre-training Computational Tricks in DL, BERT, GPT
9 3.19 NLP (VII): LLM Emergent Abilities, Chain-of-Thought, In-context Learning, GenAI in Business Research
10 3.26 CV (I): Image Classification CNN, AlexNet, ResNet, ViT
11 4.02 CV (II): Image Segmentation and Video Analysis R-CNN, YOLO, 3D-CNN
12 4.09 Unsupervised Learning (I): Clustering & Topic Modeling GMM, EM Algorithm, LDA
13 4.16 Unsupervised Learning (II): Diffusion Models VAE, DDPM, LDM, DiT

Important Dates

All problem sets are due at 12:30pm right before class.

Date Time Event Note
1.10 11:59pm Group Sign-Ups Each group has at most two students.
1.12 7:00pm-9:00pm Python Tutorial Given by Qiansiqi Hu, Python Tutorial CoLab
1.19 7:00pm-9:00pm PyTorch Tutorial Given by Qiansiqi Hu, PyTorch Tutorial CoLab
3.05 9:00am-6:00pm Final Project Discussion Please schedule a meeting with Philip.
3.12 12:30pm Final Project Proposal 1-page maximum
4.30 11:59pm Scribed Lecture Notes Overleaf link
5.12 11:59pm Project Paper, Slides, and Code Paper page limit: 10

Useful Resources

Find more on the Syllabus.

Detailed Schedule

The following schedule is tentative and subject to changes.

Session 1. Artificial Intelligence and Machine Learning in a Nutshell (Jan/09/2024)

  • Keywords: Course Introduction, Machine Learning Basics, Bias-Variance Trade-off, Cross Validation, $k$-Nearest Neighbors, Decision Tree, Ensemble Methods
  • Slides: Course Introduction, Machine Learning Basics
  • CoLab Notebook Demos: k-Nearest Neighbors, Decision Tree
  • Homework: Problem Set 1: Bias-Variance Trade-Off
  • Online Python Tutorial: Python Tutorial CoLab, 7:00pm-9:00pm, Jan/12/2024 (Friday), given by Qiansiqi Hu, [email protected]. Zoom Link, Meeting ID: 923 4642 4433, Pass code: 178146
  • References:
    • The Elements of Statistical Learning (2nd Edition), 2009, by Trevor Hastie, Robert Tibshirani, Jerome Friedman, https://hastie.su.domains/ElemStatLearn/.
    • Probabilistic Machine Learning: An Introduction, 2022, by Kevin Murphy, https://probml.github.io/pml-book/book1.html.
    • Mullainathan, Sendhil, and Jann Spiess. 2017. Machine learning: an applied econometric approach. Journal of Economic Perspectives 31(2): 87-106.
    • Athey, Susan, and Guido W. Imbens. 2019. Machine learning methods that economists should know about. Annual Review of Economics 11: 685-725.
    • Hofman, Jake M., et al. 2021. Integrating explanation and prediction in computational social science. Nature 595.7866: 181-188.
    • Bastani, Hamsa, Dennis Zhang, and Heng Zhang. 2022. Applied machine learning in operations management. Innovative Technology at the Interface of Finance and Operations. Springer: 189-222.
    • Kelly, Brian, and Dacheng Xiu. 2023. Financial machine learning, SSRN, https://ssrn.com/abstract=4501707.
    • The Bitter Lesson, by Rich Sutton, which develops so far the most critical insight of AI: "The biggest lesson that can be read from 70 years of AI research is that general methods that leverage computation are ultimately the most effective, and by a large margin."

Session 2. Introduction to Deep Learning (Jan/16/2024)

Session 3. DL Basics, Predictions in Business Research, and Traditonal NLP (Jan/23/2024)

  • Keywords: Optimization and Computational Issues of Deep Learning, Prediction Problems in Business Research, Pre-processing and Word Representations in Traditional Natural Language Processing
  • Slides: Deep Learning Basics, Prediction Problems in Business Research, NLP(I): Pre-processing and Word Representations
  • CoLab Notebook Demos: He Initialization, Dropout, Micrograd, NLP Pre-processing
  • Presentation: By Letian Kong and Liheng Tan.
    • Mullainathan, Sendhil, and Jann Spiess. 2017. Machine learning: an applied econometric approach. Journal of Economic Perspectives 31(2): 87-106. Link to the paper.
  • Homework: Problem Set 2: Implementing Neural Nets, due at 12:30pm, Jan/30/2024 (Tuesday).
  • References:
    • Kleinberg, Jon, Jens Ludwig, Sendhil Mullainathan, and Ziad Obermeyer. 2015. Prediction policy problems. American Economic Review 105(5): 491-495.
    • Mullainathan, Sendhil, and Jann Spiess. 2017. Machine learning: an applied econometric approach. Journal of Economic Perspectives 31(2): 87-106.
    • Kleinberg, Jon, Himabindu Lakkaraju, Jure Leskovec, Jens Ludwig, and Sendhil Mullainathan. 2018. Human decisions and machine predictions. Quarterly Journal of Economics 133(1): 237-293.
    • Bajari, Patrick, Denis Nekipelov, Stephen P. Ryan, and Miaoyu Yang. 2015. Machine learning methods for demand estimation. American Economic Review, 105(5): 481-485.
    • Farias, Vivek F., and Andrew A. Li. 2019. Learning preferences with side information. Management Science 65(7): 3131-3149.
    • Cui, Ruomeng, Santiago Gallino, Antonio Moreno, and Dennis J. Zhang. 2018. The operational value of social media information. Production and Operations Management, 27(10): 1749-1769.
    • Gentzkow, Matthew, Bryan Kelly, and Matt Taddy. 2019. Text as data. Journal of Economic Literature, 57(3): 535-574.
    • Chapter 2, Introduction to Information Retrieval, 2008, Cambridge University Press, by Christopher D. Manning, Prabhakar Raghavan and Hinrich Schutze, https://nlp.stanford.edu/IR-book/information-retrieval-book.html.
    • Chapter 2, Speech and Language Processing (3rd ed. draft), 2023, by Dan Jurafsky and James H. Martin, https://web.stanford.edu/~jurafsky/slp3/.
    • Parameter Initialization and Batch Normalization (in Chinese)
    • GPU Comparisons
    • GitHub Repo for Micrograd, by Andrej Karpathy.
    • Hand Written Notes

Session 4. Traditonal NLP (Jan/30/2024)

Session 5. Deep-Learning-Based NLP: Word2Vec (Feb/06/2024)

  • Keywords: Traditional NLP Applied to Business/Econ Research, Word2Vec: Continuous Bag of Words and Skip-Gram
  • Slides: NLP(II): N-Gram, Naïve Bayes, and Language Model Evaluation, NLP(III): Word2Vec
  • CoLab Notebook Demos: Word2Vec: CBOW, Word2Vec: Skip-Gram
  • Presentation: By Xinyu Xu and Shu Zhang.
    • Timoshenko, Artem, and John R. Hauser. 2019. Identifying customer needs from user-generated content. Marketing Science, 38(1): 1-20. Link to the paper.
  • Homework: No homework this week. Probably you should think about your final project when enjoying your Lunar New Year Holiday.
  • References:
    • Gentzkow, Matthew, Bryan Kelly, and Matt Taddy. 2019. Text as data. Journal of Economic Literature, 57(3): 535-574.
    • Tetlock, Paul. 2007. Giving content to investor sentiment: The role of media in the stock market. Journal of Finance, 62(3): 1139-1168.
    • Baker, Scott, Nicholas Bloom, and Steven Davis, 2016. Measuring economic policy uncertainty. Quarterly Journal of Economics, 131(4): 1593-1636.
    • Gentzkow, Matthew, and Jesse Shapiro. 2010. What drives media slant? Evidence from US daily newspapers. Econometrica, 78(1): 35-71.
    • Timoshenko, Artem, and John R. Hauser. 2019. Identifying customer needs from user-generated content. Marketing Science, 38(1): 1-20.
    • Mikolov, Tomas, Kai Chen, Greg Corrado, and Jeff Dean. 2013. Efficient estimation of word representations in vector space. ArXiv Preprint, arXiv:1301.3781.
    • Mikolov, Tomas, Ilya Sutskever, Kai Chen, Greg Corrado, and Jeff Dean. 2013. Distributed representations of words and phrases and their compositionality. Advances in Neural Information Processing Systems (NeurIPS) 26.
    • Parts I - II, Lecture Notes and Slides for CS224n: Natural Language Processing with Deep Learning, by Christopher D. Manning, Diyi Yang, and Tatsunori Hashimoto, https://web.stanford.edu/class/cs224n/.
    • Word Embeddings Trained on Google News Corpus
    • Hand Written Notes

Session 6. Deep-Learning-Based NLP: RNN and Seq2Seq (Feb/20/2024)

  • Keywords: Word2Vec: GloVe, Word Embedding and Language Model Evaluations, Word2Vec and RNN Applied to Business/Econ Research, RNN
  • Slides: Guest Lecture Announcement, NLP(III): Word2Vec, NLP(IV): RNN & Seq2Seq
  • CoLab Notebook Demos: Word2Vec: CBOW, Word2Vec: Skip-Gram
  • Presentation: By Qiyu Dai and Yifan Ren.
    • Huang, Allen H., Hui Wang, and Yi Yang. 2023. FinBERT: A large language model for extracting information from financial text. Contemporary Accounting Research, 40(2): 806-841. Link to the paper. Link to GitHub Repo.
  • Homework: Problem Set 4 - Word2Vec & LSTM for Sentiment Analysis
  • References:
    • Ash, Elliot, and Stephen Hansen. 2023. Text algorithms in economics. Annual Review of Economics, 15: 659-688. Associated GitHub with Code Demonstrations.
    • Li, Kai, Feng Mai, Rui Shen, and Xinyan Yan. 2021. Measuring corporate culture using machine learning. Review of Financial Studies, 34(7): 3265-3315.
    • Chen, Fanglin, Xiao Liu, Davide Proserpio, and Isamar Troncoso. 2022. Product2Vec: Leveraging representation learning to model consumer product choice in large assortments. Available at SSRN 3519358.
    • Pennington, Jeffrey, Richard Socher, and Christopher Manning. 2014. Glove: Global vectors for word representation. Proceedings of the 2014 conference on empirical methods in natural language processing (EMNLP) (pp. 1532-1543).
    • Parts 2 and 5, Lecture Notes and Slides for CS224n: Natural Language Processing with Deep Learning, by Christopher D. Manning, Diyi Yang, and Tatsunori Hashimoto, https://web.stanford.edu/class/cs224n/.
    • Chapters 9 and 10, Dive into Deep Learning (2nd Edition), 2023, by Aston Zhang, Zack Lipton, Mu Li, and Alex J. Smola, https://d2l.ai/.
    • RNN and LSTM Visualizations
    • Hand Written Notes

Session 7. Deep-Learning-Based NLP: Attention and Transformer (Feb/27/2024)

  • Keywords: RNN and its Applications to Business/Econ Research, LSTM, Seq2Seq, Attention Mechanism

  • Slides: Final Project, NLP(IV): RNN & Seq2Seq, NLP(V): Attention & Transformer

  • CoLab Notebook Demos: RNN & LSTM, Attention Mechanism

  • Presentation: By Qinghe Gui and Chaoyuan Jiang.

    • Zhang, Mengxia and Lan Luo. 2023. Can consumer-posted photos serve as a leading indicator of restaurant survival? Evidence from Yelp. Management Science 69(1): 25-50. Link to the paper.

  • Homework: Problem Set 4 - Word2Vec & LSTM for Sentiment Analysis

  • References:

    • Qi, Meng, Yuanyuan Shi, Yongzhi Qi, Chenxin Ma, Rong Yuan, Di Wu, Zuo-Jun (Max) Shen. 2023. A Practical End-to-End Inventory Management Model with Deep Learning. Management Science, 69(2): 759-773.
    • Sarzynska-Wawer, Justyna, Aleksander Wawer, Aleksandra Pawlak, Julia Szymanowska, Izabela Stefaniak, Michal Jarkiewicz, and Lukasz Okruszek. 2021. Detecting formal thought disorder by deep contextualized word representations. Psychiatry Research, 304, 114135.
    • Hansen, Stephen, Peter J. Lambert, Nicholas Bloom, Steven J. Davis, Raffaella Sadun, and Bledi Taska. 2023. Remote work across jobs, companies, and space (No. w31007). National Bureau of Economic Research.
    • Sutskever, Ilya, Oriol Vinyals, and Quoc V. Le. 2014. Sequence to sequence learning with neural networks. Advances in neural information processing systems, 27.
    • Bahdanau, Dzmitry, Kyunghyun Cho, and Yoshua Bengio. 2015. Neural machine translation by jointly learning to align and translate. ICLR
    • Vaswani, A., Shazeer, N., Parmar, N., Uszkoreit, J., Jones, L., Gomez, A. N., ... and Polosukhin, I. (2017). Attention is all you need. Advances in neural information processing systems, 30.
    • Parts 5, 6, and 8, Lecture Notes and Slides for CS224n: Natural Language Processing with Deep Learning, by Christopher D. Manning, Diyi Yang, and Tatsunori Hashimoto, https://web.stanford.edu/class/cs224n/.
    • Chapters 9, 10, and 11, Dive into Deep Learning (2nd Edition), 2023, by Aston Zhang, Zack Lipton, Mu Li, and Alex J. Smola, https://d2l.ai/.
    • RNN and LSTM Visualizations
    • PyTorch's Tutorial of Seq2Seq for Machine Translation
    • Illustrated Transformer
    • Transformer from Scratch, with the Code on GitHub
    • Hand Written Notes

Session 7.5. Deep-Learning-Based NLP: Attention is All You Need (Mar/05/2024)

Session 8. Deep-Learning-Based NLP: Pretraining (Mar/12/2024)

Session 9. Deep-Learning-Based NLP: Large Language Models (Mar/19/2024)

  • Keywords: Large Language Models, Generative AI, Emergent Ababilities, Instruction Fine-Tuning (IFT), Reinforcement Learning with Human Feedback (RLHF), In-Context Learning, Chain-of-Thought (CoT)
  • Slides: What's Next, Pretraining, Large Language Models
  • CoLab Notebook Demos: BERT API @ Hugging Face
  • Presentation: By Jia Liu.
    • Liu, Liu, Dzyabura, Daria, Mizik, Natalie. 2020. Visual listening in: Extracting brand image portrayed on social media. Marketing Science, 39(4): 669-686. Link to the Paper
  • Homework: Problem Set 5 - Sentiment Analysis with Hugging Face, due at 12:30pm, March 26, Tuesday (soft-deadline).
  • References:
    • Wei, Jason, et al. 2021. Finetuned language models are zero-shot learners. ArXiv preprint arXiv:2109.01652, link to the paper.
    • Wei, Jason, et al. 2022. Emergent abilities of large language models. ArXiv preprint arXiv:2206.07682, link to the paper.
    • Ouyang, Long, et al. 2022. Training language models to follow instructions with human feedback. Advances in Neural Information Processing Systems, 35, 27730-27744.
    • Wei, Jason, et al. 2022. Chain-of-thought prompting elicits reasoning in large language models. Advances in Neural Information Processing Systems, 35, 24824-24837.
    • Kaplan, Jared. 2020. Scaling laws for neural language models. ArXiv preprint arXiv:2001.08361, link to the paper.
    • Hoffmann, Jordan, et al. 2022. Training compute-optimal large language models. ArXiv preprint arXiv:2203.15556, link to the paper.
    • Shinn, Noah, et al. 2023. Reflexion: Language agents with verbal reinforcement learning. ArXiv preprint arXiv:2303.11366, link to the paper.
    • Reisenbichler, Martin, Thomas Reutterer, David A. Schweidel, and Daniel Dan. 2022. Frontiers: Supporting content marketing with natural language generation. Marketing Science, 41(3): 441-452.
    • Romera-Paredes, B., Barekatain, M., Novikov, A. et al. 2023. Mathematical discoveries from program search with large language models. Nature, link to the paper.
    • Part 10, Lecture Notes and Slides for CS224N: Natural Language Processing with Deep Learning, by Christopher D. Manning, Diyi Yang, and Tatsunori Hashimoto. Link to CS 224N
    • COS 597G: Understanding Large Language Models, by Danqi Chen. Link to COS 597G
    • Andrej Karpathy's 1-hour Talk on LLM
    • CS224n, Hugging Face Tutorial

Session 10. Deep-Learning-Based CV: Image Classification (Mar/26/2024)

  • Keywords: Large Language Models Applications, Convolution Neural Nets (CNN), LeNet, AlexNet, VGG, ResNet, ViT
  • Slides: What's Next, Large Language Models, Image Classification
  • CoLab Notebook Demos: CNN, LeNet, & AlexNet, VGG, ResNet, ViT
  • Presentation: By Yingxin Lin and Zeshen Ye.
    • Netzer, Oded, Alain Lemaire, and Michal Herzenstein. 2019. When words sweat: Identifying signals for loan default in the text of loan applications. Journal of Marketing Research, 56(6): 960-980. Link to the Paper
  • Homework: Problem Set 6 - AlexNet and ResNet, due at 12:30pm, April 9, Tuesday.
  • References:
    • Krizhevsky, Alex, Ilya Sutskever, and Geoffrey E. Hinton. 2012. Imagenet classification with deep convolutional neural networks. Advances in Neural Information Processing Systems, 25.
    • He, Kaiming, Xiangyu Zhang, Shaoqing Ren and Jian Sun. 2016. Deep residual learning for image recognition. Proceedings of the IEEE conference on computer vision and pattern recognition, 770-778.
    • Dosovitskiy, Alexey, et al. 2020. An image is worth 16x16 words: Transformers for image recognition at scale. ArXiv preprint, arXiv:2010.11929, link to the paper, link to the GitHub repo.
    • Jean, Neal, Marshall Burke, Michael Xie, Matthew W. Davis, David B. Lobell, and Stefand Ermon. 2016. Combining satellite imagery and machine learning to predict poverty. Science, 353(6301), 790-794.
    • Zhang, Mengxia and Lan Luo. 2023. Can consumer-posted photos serve as a leading indicator of restaurant survival? Evidence from Yelp. Management Science 69(1): 25-50.
    • Course Notes (Lectures 5 & 6) for CS231n: Deep Learning for Computer Vision, by Fei-Fei Li, Ruohan Gao, & Yunzhu Li. Link to CS231n.
    • Chapters 7 and 8, Dive into Deep Learning (2nd Edition), 2023, by Aston Zhang, Zack Lipton, Mu Li, and Alex J. Smola. Link to the book.
    • Fine-Tune ViT for Image Classification with Hugging Face 🤗 Transformers
    • Hugging Face 🤗 ViT CoLab Tutorial

Session 11. Deep-Learning-Based CV (II): Object Detection & Video Analysis (Apr/2/2024)

  • Keywords: Image Processing Applications, Localization, R-CNNs, YOLOs, Semantic Segmentation, 3D CNN, Video Analysis Applications
  • Slides: What's Next, Image Classification, Object Detection and Video Analysis
  • CoLab Notebook Demos: Data Augmentation, Faster R-CNN & YOLO v5
  • Presentation: By Qinlu Hu and Yilin Shi.
    • Yang, Jeremy, Juanjuan Zhang, and Yuhan Zhang. 2023. Engagement that sells: Influencer video advertising on TikTok. Available at SSRN Link to the Paper
  • Homework: Problem Set 6 - AlexNet and ResNet, due at 12:30pm, April 9, Tuesday.
  • References:
    • Girshick, R., Donahue, J., Darrell, T. and Malik, J., 2014. Rich feature hierarchies for accurate object detection and semantic segmentation. Proceedings of the IEEE conference on computer vision and pattern recognition (pp. 580-587).
    • Redmon, Joseph, Santosh Divvala, Ross Girshick, and Ali Farhadi. 2016. You only look once: Unified, real-time object detection. Proceedings of the IEEE conference on computer vision and pattern recognition (pp. 779-788).
    • Karpathy, A., Toderici, G., Shetty, S., Leung, T., Sukthankar, R. and Fei-Fei, L., 2014. Large-scale video classification with convolutional neural networks. Proceedings of the IEEE conference on Computer Vision and Pattern Recognition (pp. 1725-1732).
    • Glaeser, Edward L., Scott D. Kominers, Michael Luca, and Nikhil Naik. 2018. Big data and big cities: The promises and limitations of improved measures of urban life. Economic Inquiry, 56(1): 114-137.
    • Zhang, S., Xu, K. and Srinivasan, K., 2023. Frontiers: Unmasking Social Compliance Behavior During the Pandemic. Marketing Science, 42(3), pp.440-450.
    • Course Notes (Lectures 10 & 11) for CS231n: Deep Learning for Computer Vision, by Fei-Fei Li, Ruohan Gao, & Yunzhu Li. Link to CS231n.
    • Chapter 14, Dive into Deep Learning (2nd Edition), 2023, by Aston Zhang, Zack Lipton, Mu Li, and Alex J. Smola. Link to the book.
    • Hand Written Notes

Session 12. Unsupervised Learning: Clustering, Topic Modeling & VAE (Apr/9/2024)

  • Keywords: K-Means, Gaussian Mixture Models, EM-Algorithm, Latent Dirichlet Allocation, Variational Auto-Encoder
  • Slides: What's Next, Clustering, Topic Modeling & VAE
  • CoLab Notebook Demos: K-Means, LDA, VAE
  • Homework: Problem Set 7 - Unsupervised Learning (EM & LDA), due at 12:30pm, April 23, Tuesday.
  • References:
    • Blei, David M., Ng, Andrew Y., and Jordan, Michael I. 2003. Latent Dirichlet allocation. Journal of Machine Learning Research, 3(Jan): 993-1022.
    • Kingma, D.P. and Welling, M., 2013. Auto-encoding Variational Bayes. arXiv preprint arXiv:1312.6114.
    • Kingma, D.P. and Welling, M., 2019. An introduction to variational autoencoders. Foundations and Trends® in Machine Learning, 12(4), pp.307-392.
    • Bandiera, O., Prat, A., Hansen, S., & Sadun, R. 2020. CEO behavior and firm performance. Journal of Political Economy, 128(4), 1325-1369.
    • Liu, Jia and Olivier Toubia. 2018. A semantic approach for estimating consumer content preferences from online search queries. Marketing Science, 37(6): 930-952.
    • Mueller, Hannes, and Christopher Rauh. 2018. Reading between the lines: Prediction of political violence using newspaper text. American Political Science Review, 112(2): 358-375.
    • Tian, Z., Dew, R. and Iyengar, R., 2023. Mega or Micro? Influencer Selection Using Follower Elasticity. Journal of Marketing Research.
    • Chapters 8.5 and 14, The Elements of Statistical Learning (2nd Edition), 2009, by Trevor Hastie, Robert Tibshirani, Jerome Friedman, Link to Book.
    • Course Notes (Lectures 1 & 4) for CS294-158-SP24: Deep Unsupervised Learning, taught by Pieter Abbeel, Wilson Yan, Kevin Frans, Philipp Wu. Link to CS294-158-SP24.
    • Hand Written Notes

Session 13. Unsupervised Learning: Diffusion Models (Apr/16/2024)

  • Keywords: VAE, Denoised Diffusion Probabilistic Models, Latent Diffusion Models, CLIP, Imagen, Diffusion Transformers
  • Slides: Clustering, Topic Modeling & VAE, Diffusion Models, Course Summary
  • CoLab Notebook Demos: VAE, DDPM, DiT
  • Homework: Problem Set 7 - Unsupervised Learning (EM & LDA), due at 12:30pm, April 23, Tuesday.
  • References:
    • Kingma, D.P. and Welling, M., 2013. Auto-encoding Variational Bayes. arXiv preprint arXiv:1312.6114.
    • Kingma, D.P. and Welling, M., 2019. An introduction to variational autoencoders. Foundations and Trends® in Machine Learning, 12(4), pp.307-392.
    • Ho, J., Jain, A. and Abbeel, P., 2020. Denoising diffusion probabilistic models. Advances in neural information processing systems, 33, 6840-6851.
    • Chan, S.H., 2024. Tutorial on Diffusion Models for Imaging and Vision. arXiv preprint arXiv:2403.18103.
    • Peebles, W. and Xie, S., 2023. Scalable diffusion models with transformers. In Proceedings of the IEEE/CVF International Conference on Computer Vision, 4195-4205. Link to GitHub Repo.
    • Tian, Z., Dew, R. and Iyengar, R., 2023. Mega or Micro? Influencer Selection Using Follower Elasticity. Journal of Marketing Research.
    • Ludwig, J. and Mullainathan, S., 2024. Machine learning as a tool for hypothesis generation. Quarterly Journal of Economics, 139(2), 751-827.
    • Burnap, A., Hauser, J.R. and Timoshenko, A., 2023. Product aesthetic design: A machine learning augmentation. Marketing Science, 42(6), 1029-1056.
    • Course Notes (Lecture 6) for CS294-158-SP24: Deep Unsupervised Learning, taught by Pieter Abbeel, Wilson Yan, Kevin Frans, Philipp Wu. Link to CS294-158-SP24.
    • CVPR 2022 Tutorial: Denoising Diffusion-based Generative Modeling: Foundations and Applications, by Karsten Kreis, Ruiqi Gao, and Arash Vahdat Link to the Tutorial
    • Lilian Weng (OpenAI)'s Blog on Diffusion Models
    • Lilian Weng (OpenAI)'s Blog on Diffusion Models for Video Generation
    • Hugging Face Diffusers 🤗 Library
    • Hand Written Notes

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