Date
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Topic (Tentative)
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Notes
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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, sub-Gaussian random variables
|
Homework 1 solution
Send me an e-mail 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
|
Tue, Sep 19
|
(lecture continues)
|
|
Thu, 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: primal-dual 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, Vapnik-Chervonenkis (VC) dimension, Sauer-Shelah lemma, Massart lemma
|
Homework 3 due
|
Tue, Nov 14
|
(lecture continues)
|
Homework 3 solution
|
Thu, Nov 16
|
Lecture 11: Le Cam's lemma
|
|
Tue, Nov 21
|
(lecture continues)
|
|
Thu, Nov 23
|
THANKSGIVING VACATION
|
|
Tue, Nov 28
|
Project presentations (20-25 minutes per person)
|
|
Thu, Nov 30
|
(presentations continue)
|
Final project report due (see Assignments for details)
|
Tue, Dec 5
|
—
|
|
Thu, Dec 7
|
—
|
|