Semester: 
Fall 2015, also offered on Fall 2017 and Fall 2016 
Time and place:  Tuesday and Thursday, 12pm1.15pm, Pao Hall B157 
Instructor:  Jean Honorio 
Office hours: 
Tuesday and Thursday, 3.30pm4.30pm, Lawson Building 2142J For appointments outside office hours, please send me an email. 
Date  Topic (Tentative)  Notes 
Tue, Aug 25  Introduction and 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 (passwordprotected): 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 (passwordprotected) 
Thu, Sep 10  (lecture continues)  Send me an email with a link to the paper you plan to review 
Tue, Sep 15  Lecture 5: McDiarmid's inequality, subGaussian random variables 

Thu, Sep 17  (lecture continues)  Homework 2 (passwordprotected): 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 (passwordprotected) 
Thu, Oct 1  (lecture continues) 

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: primaldual witness method, support recovery 

Tue, Oct 27  (lecture continues)  Preliminary project report due (see Assignments for details) 
Thu, Oct 29  (lecture continues)  Homework 3 (passwordprotected): due on Nov 5 at beginning of class 
Tue, Nov 3  Project presentations (2530 min per person)  
Thu, Nov 5  (presentations continue) 
Homework 3 due Homework 4 (passwordprotected): due on Nov 12 at beginning of class 
Tue, Nov 10  (presentations continue)  Homework 3 solution (passwordprotected) 
Thu, Nov 12  (presentations continue)  Homework 4 due 
Tue, Nov 17  Lecture 10: growth function, VapnikChervonenkis (VC) dimension, SauerShelah lemma, Massart lemma  Homework 4 solution (passwordprotected) 
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) 