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Seit WiSe 2020/21

English

Modern Signal Processing for Communications

6

Stanczak, Slawomir

benotet

Mündliche Prüfung

Zugehörigkeit


Fakultät IV

Institut für Telekommunikationssysteme

34331800 FG Netzwerk- und Informationstheorie

No information

Kontakt


HFT 6

Reinhardt, Kerstin

sekretariat@netit.tu-berlin.de

Learning Outcomes

The main objective of this lecture series is to give students working knowledge on a broad class of Mann-type iterative algorithms in Hilbert spaces, with focus on projection-based methods. These algorithms have been used to solve diverse problems in science and engineering such as interference reduction in MIMO systems, adaptive beamforming, peak-to-average-power-ratio (PAPR) reduction in OFDM systems, acoustic source localization, environmental modeling in wireless multi-agent systems, radio map reconstruction, and machine learning, to name a few. In the initial lectures, we start by giving students the necessary background on real Hilbert spaces and their connection to more general spaces. Students are then exposed to convex feasibility problems and vector space projection methods, and we illustrate as often as possible the mathematical concepts with concrete, real-world applications in wireless communications and signal processing. The final lectures have the objective to introduce students to fixed point algorithms based on Mann-type iterations. In the second track of lectures the students will develop a solid understanding of theoretical foundations of Machine Learning and will be able to develop, apply, and analyse the complexity of the resulting learning algorithms. A special emphasis will be put on methods for construction of efficient learning algorithms. E.g. Empirical risk minimisation via linear programming and ideas based on perceptron algorithms, stochastic subgradient methods, and support vector machines.

Content

The learning content includes: 1. Introduction and outline of the course 2. Metric spaces; Vector spaces; Normed vector spaces and Banach spaces; Inner products and real Hilbert spaces 3. Basics in convex analysis: convex sets, projections and relaxed projections, the fundamental theory of POCS, parallel projection methods, applications (interference reduction in communication systems, acoustic source localization with wireless sensor networks, estimation tasks in massive MIMO systems, kernel machines in sensor networks) 4. Selected topics in quasi-nonexpansive operator theory. Mann-type iterative algorithms. 5. Splitting methods for convex optimization (forward-backward splitting methods, proximal/projected gradient methods, etc.) 6. Model of learning, loss functions, and losses/risks. 7. Stochastic inequalities and concentration of measure 8. Uniform laws of large numbers, Rademacher complexity, and learning via uniform convergence. 9. Vapnik-Chervonenkis dimension and bounds on sample complexity 10. Support vector machines and kernel methods. 11. Stochastic subgradient algorithms.

Module Components

Pflichtgruppe:

All Courses are mandatory.

Course NameTypeNumberCycleLanguageSWSVZ
Mathematical Introduction to Machine LearningVLWiSeNo information2
Modern Signal Processing for CommunicationsVL3433 L 8371SoSeEnglish2

Workload and Credit Points

Mathematical Introduction to Machine Learning (VL):

Workload descriptionMultiplierHoursTotal
Attendance15.02.0h30.0h
Pre/post processing15.04.0h60.0h
90.0h(~3 LP)

Modern Signal Processing for Communications (VL):

Workload descriptionMultiplierHoursTotal
Präsenzzeit15.02.0h30.0h
Vor-/Nachbereitung15.04.0h60.0h
90.0h(~3 LP)
The Workload of the module sums up to 180.0 Hours. Therefore the module contains 6 Credits.

Description of Teaching and Learning Methods

The module consists of conventional frontal teaching in class, developing theoretical and mathematical concepts.

Requirements for participation and examination

Desirable prerequisites for participation in the courses:

Prerequisite for participation to the module are a mathematical background at the level of beginning MS students in Electrical Engineering (Linear algebra, basic concepts of real calculus and real analysis (e.g., sequences and series of real numbers), basic knowledge of random variables). The course is open to students enrolled in any MSc in EE, CS, Mathematics and Physics.

Mandatory requirements for the module test application:

This module has no requirements.

Module completion

Grading

graded

Type of exam

Oral exam

Language

English

Duration/Extent

60 minutes

Duration of the Module

The following number of semesters is estimated for taking and completing the module:
2 Semester.

This module may be commenced in the following semesters:
Winter- und Sommersemester.

Maximum Number of Participants

This module is not limited to a number of students.

Registration Procedures

Course teaching and organization (not module examination enrollment at Examination office/Prüfungsamt) is supported by an ISIS course. Registration details are provided at the beginning of the module in the ISIS course.

Recommended reading, Lecture notes

Lecture notes

Availability:  unavailable

 

Electronical lecture notes

Availability:  available
Additional information:
Will be provided at the beginning of the courses

 

Literature

Recommended literature
Censor, Yair, Wei Chen, Patrick L. Combettes, Ran Davidi, and Gabor T. Herman. "On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints." Computational Optimization and Applications 51, no. 3 (2012): 1065-1088.
Combettes, Patrick L. "The foundations of set theoretic estimation." Proceedings of the IEEE 81, no. 2 (1993): 182-208.
I. Yamada, M. Yukawa, and M. Yamagishi, Minimizing the Moreau envelope of nonsmooth convex functions over the fixed point set of certain quasi-nonexpansive mappings, IN: Fixed-Point Algorithms for Inverse Problems in Science and Engineering, H. Bauschke, R. Burachick, P. L.Combettes, V. Elser, D. R. Luke, and H. Wolkowicz, Eds. SpringerVerlag, 2011 (in the future, we will be also using a book currently being written by the same authors)
Luenberger, David G. Optimization by vector space methods. John Wiley & Sons, 1968.
Rudin, Walter. "Principles of Mathematical Analysis (International Series in Pure & Applied Mathematics)." (1976) – Third Edition.
Stark, Henry, Yongi Yang, and Yongyi Yang. Vector space projections: a numerical approach to signal and image processing, neural nets, and optics. John Wiley & Sons, Inc., 1998.
Theodoridis, Sergios, Konstantinos Slavakis, and Isao Yamada. "Adaptive learning in a world of projections." Signal Processing Magazine, IEEE 28.1 (2011): 97-123.
M. Mohri, A. Rostamizadeh, A. Talwalker. “Foundations of Machine Learning”, MIT Press, 2018
R. Vershynin, “High-Dimensional Probability: An Introduction with Applications in Data Science”, Cambridge University Press, 2018
M. Wainwright, “High-Dimensional Statistics: A Non-Asymptotic Viewpoint”, Cambridge University Press, 2019
S. Shalev-Schwartz, S. Ben-David, ”Understanding Machine Learning: From Theory to Algorithms”, Cambridge University Press, 2014

Assigned Degree Programs


This module is used in the following Degree Programs (new System):

Studiengang / StuPOStuPOsVerwendungenErste VerwendungLetzte Verwendung
Computer Engineering (M. Sc.)116WiSe 2020/21SoSe 2024
Elektrotechnik (M. Sc.)116WiSe 2020/21SoSe 2024
Wirtschaftsingenieurwesen (M. Sc.)18WiSe 2020/21SoSe 2024

Students of other degrees can participate in this module without capacity testing.

Miscellaneous

No information