Date

Topic (Tentative)

Notes

Tue, Aug 23

Lecture 1: Markov's inequality, Chebyshev's inequality

Homework 0: due on Aug 25 at beginning of class  NO EXTENSION DAYS ALLOWED

Thu, Aug 25

Lecture 2: Hoeffding's inequality, empirical risk minimization with a finite hypothesis class

Homework 0 due  NO EXTENSION DAYS ALLOWED

Tue, Aug 30

Lecture 3: Fano's inequality, empirical risk minimization with a finite hypothesis class

Homework 0 solution

Thu, Sep 1

(lecture continues)

Homework 1: due on Sep 6 at beginning of class

Tue, Sep 6

Lecture 4: probably approximately correct (PAC) Bayes, structured prediction

Homework 1 due

Thu, Sep 8

(lecture continues)


Tue, Sep 13

Lecture 5: McDiarmid's inequality, subGaussian random variables

Homework 1 solution
Send me an email with a link to the paper you plan to review

Thu, Sep 15

Lecture 6: Rademacher complexity, linear prediction

Homework 2: due on Sep 27 at beginning of class

Tue, Sep 20

—


Thu, Sep 22

—


Tue, Sep 27

(lecture continues)

Homework 2 due

Thu, Sep 29

Lecture 7: deterministic and stochastic optimization, convergence rates

Project plan due (see Assignments for details)

Tue, Oct 4

(lecture continues)

Homework 2 solution

Thu, Oct 6

Paper presentations and project goals (30 min per person)

Paper review due (see Assignments for details)

Tue, Oct 11

OCTOBER BREAK


Thu, Oct 13

(presentations continue)


Tue, Oct 18

(presentations continue)


Thu, Oct 20

(presentations continue)


Tue, Oct 25

Lecture 8: restricted strong convexity, compressed sensing

Preliminary project report due (moved to Oct 27)

Thu, Oct 27

(lecture continues)

Preliminary project report due (see Assignments for details)

Tue, Nov 1

Lecture 9: primaldual witness method, support recovery


Thu, Nov 3

—


Tue, Nov 8

(lecture continues)

Homework 3: due on Nov 17 at beginning of class

Thu, Nov 10

—


Tue, Nov 15

Lecture 10: growth function, VapnikChervonenkis (VC) dimension, SauerShelah lemma, Massart lemma


Thu, Nov 17

(lecture continues)

Homework 3 due

Tue, Nov 22

—

Homework 3 solution

Thu, Nov 24

THANKSGIVING VACATION


Tue, Nov 29

Project presentations (30 min per person)


Thu, Dec 1

(presentations continue)

Final project report due (see Assignments for details)

Tue, Dec 6

(presentations continue)


Thu, Dec 8

(presentations continue)

