Semester: |
Fall 2015, also offered on Fall 2021, Fall 2020, Fall 2019, Fall 2018, Fall 2017 and Fall 2016 |
Time and place: | Tuesday and Thursday, 12pm-1.15pm, Pao Hall B157 |
Instructor: | Jean Honorio |
Office hours: |
Tuesday and Thursday, 3.30pm-4.30pm, Lawson Building 2142-J For appointments outside office hours, please send me an e-mail. |
Date | Topic (Tentative) | Notes |
Tue, Aug 25 | Lecture 1: Markov's inequality, Chebyshev's inequality | |
Thu, Aug 27 | Lecture 2: Hoeffding's inequality, empirical risk minimization with a finite hypothesis class | |
Tue, Sep 1 | Lecture 3: Fano's inequality, empirical risk minimization with a finite hypothesis class | Homework 1 (password-protected): due on Sep 3 at beginning of class |
Thu, Sep 3 | (lecture continues) | Homework 1 due |
Tue, Sep 8 | Lecture 4: probably approximately correct (PAC) Bayes, structured prediction | Homework 1 solution (password-protected) |
Thu, Sep 10 | (lecture continues) | Send me an e-mail with a link to the paper you plan to review |
Tue, Sep 15 | Lecture 5: McDiarmid's inequality, sub-Gaussian random variables |
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Thu, Sep 17 | (lecture continues) | Homework 2 (password-protected): due on Sep 24 at beginning of class |
Tue, Sep 22 | Lecture 6: Rademacher complexity, linear prediction | Project plan due (see Assignments for details) |
Thu, Sep 24 | (lecture continues) | Homework 2 due |
Tue, Sep 29 | Lecture 7: deterministic and stochastic optimization, convergence rates | Homework 2 solution (password-protected) |
Thu, Oct 1 | (lecture continues) |
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Tue, Oct 6 | — | Paper review due (see Assignments for details) |
Thu, Oct 8 | — | |
Tue, Oct 13 | OCTOBER BREAK | |
Thu, Oct 15 | Lecture 8: restricted strong convexity, compressed sensing | |
Tue, Oct 20 | (lecture continues) | |
Thu, Oct 22 | Lecture 9: primal-dual witness method, support recovery |
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Tue, Oct 27 | (lecture continues) | Preliminary project report due (see Assignments for details) |
Thu, Oct 29 | (lecture continues) | Homework 3 (password-protected): due on Nov 5 at beginning of class |
Tue, Nov 3 | Project presentations (25-30 min per person) | |
Thu, Nov 5 | (presentations continue) |
Homework 3 due Homework 4 (password-protected): due on Nov 12 at beginning of class |
Tue, Nov 10 | (presentations continue) | Homework 3 solution (password-protected) |
Thu, Nov 12 | (presentations continue) | Homework 4 due |
Tue, Nov 17 | Lecture 10: growth function, Vapnik-Chervonenkis (VC) dimension, Sauer-Shelah lemma, Massart lemma | Homework 4 solution (password-protected) |
Thu, Nov 19 | (lecture continues) | |
Tue, Nov 24 | (lecture continues) | |
Thu, Nov 26 | THANKSGIVING VACATION | |
Tue, Dec 1 | Lecture 11: scaled uniform convergence | Final project report due (see Assignments for details) |
Thu, Dec 3 | — | |
Tue, Dec 8 | — | |
Thu, Dec 10 | (lecture continues) |