Introducing Variational Inference in Statistics and Data Science Curriculum

TL;DR

This paper introduces a one-week curriculum module on variational inference for advanced undergraduates and graduate students, combining lectures, interactive activities, and real data applications to enhance understanding of probabilistic models.

Contribution

It provides a comprehensive, active-learning-based curriculum module on variational inference, including practical R Shiny apps and labs for real-world data analysis.

Findings

Enhanced student understanding of variational inference methods

Practical application of variational inference to logistic regression and LDA

Flexible curriculum framework for data science education

Abstract

Probabilistic models such as logistic regression, Bayesian classification, neural networks, and models for natural language processing, are increasingly more present in both undergraduate and graduate statistics and data science curricula due to their wide range of applications. In this paper, we present a one-week course module for studnets in advanced undergraduate and applied graduate courses on variational inference, a popular optimization-based approach for approximate inference with probabilistic models. Our proposed module is guided by active learning principles: In addition to lecture materials on variational inference, we provide an accompanying class activity, an \texttt{R shiny} app, and guided labs based on real data applications of logistic regression and clustering documents using Latent Dirichlet Allocation with \texttt{R} code. The main goal of our module is to expose students to a method that facilitates statistical modeling and inference with large datasets. Using our proposed module as a foundation, instructors can adopt and adapt it to introduce more realistic case studies and applications in data science, Bayesian statistics, multivariate analysis, and statistical machine learning courses.