Date

Topic (Tentative)

Notes

Tue, Aug 22

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

Homework 0: due on Aug 24 at beginning of class  NO EXTENSION DAYS ALLOWED

Thu, Aug 24

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

Homework 0 due  NO EXTENSION DAYS ALLOWED

Tue, Aug 29

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

Homework 0 solution

Thu, Aug 31

(lecture continues)

Homework 1: due on Sep 5 at beginning of class

Tue, Sep 5

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

Homework 1 due

Thu, Sep 7

(lecture continues)


Tue, Sep 12

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 14

Lecture 6: Rademacher complexity, linear prediction

Homework 2: due on Sep 21 at beginning of class

Thu, Sep 19

(lecture continues)


Tue, Sep 21

—


Tue, Sep 26

Lecture 7: deterministic and stochastic optimization, convergence rates

Homework 2 due

Thu, Sep 28

(lecture continues)


Tue, Oct 3

Paper presentations and project goals (30 min per person)

Homework 2 solution

Thu, Oct 5

—

Project plan due (see Assignments for details)

Tue, Oct 10

OCTOBER BREAK


Thu, Oct 12

—

Paper review due (see Assignments for details)

Tue, Oct 17

(presentations continue)


Thu, Oct 19

Lecture 8: restricted strong convexity, compressed sensing


Tue, Oct 24

(lecture continues)


Thu, Oct 26

—

Preliminary project report due (see Assignments for details)

Tue, Oct 31

Lecture 9: primaldual witness method, support recovery


Thu, Nov 2

(lecture continues)

Homework 3: due on Nov 9 at beginning of class

Tue, Nov 7

—


Thu, Nov 9

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

Homework 3 due

Tue, Nov 14

(lecture continues)

Homework 3 solution

Thu, Nov 16

Le Cam's lemma


Tue, Nov 21

Project presentations (1 hour per person)


Thu, Nov 23

THANKSGIVING VACATION


Tue, Nov 28

(presentations continue)


Thu, Nov 30

(presentations continue)

Final project report due (see Assignments for details)

Tue, Dec 5

—


Thu, Dec 7

—

