Archive for September, 2017


Notes on Determinantal Point Processes

September 11, 2017
Wray at Yandex Sept 2017

Wray at Yandex Sept 2017 with Prof. Konstantin Vorontsov, Anna Potapenko and others in his group.

I’m giving a tutorial on these amazing processes while in Moscow.  The source “book” for this is of course Alex Kulesza and Ben Taskar’s, “Determinantal Point Processes for Machine Learning”, Foundations and Trends® in Machine Learning: Vol. 5: No. 2–3, pp 123-286, 2012.  The full lecture I gave at Yandex is here.

If you have an undergraduate in mathematics with loads of multi-linear algebra and real analysis, this stuff really is music for the mind.  The connections and results are very cool.  In my view these guys don’t spend enough time in their intro. on gram matrices, which really is the starting point for everything.  In their online video tutorials they got this right, and lead with these results.

There is also a few interesting connections they didn’t mention.  Anyway, I did some additional lecture notes to give some of the key results mentioned in the long article and elsewhere that didn’t make their tutorial slides.