Semester: | Spring 2017, also offered on Fall 2021 and Spring 2019 |
Time and place: | Tuesday and Thursday, 9am-10.15am, Felix Haas Hall G066 |
Instructor: | Jean Honorio |
Office hours: |
Friday, 1.45pm-2.45pm, Lawson Building 2142-J For appointments outside office hours, please send an e-mail. |
Date | Topic (Tentative) | Notes |
Tue, Jan 10 | B&V Chapter 1: introduction |
Identities on matrix calculus Notes about the Cauchy-Schwarz inequality [1] [2] |
Thu, Jan 12 | B&V Chapter 2: convex sets | |
Tue, Jan 17 |
B&V Chapter 3: convex functions Examples: equation 1 in [1], section 3 in [2] (not mandatory to be read) |
Homework 1: due on Jan 24 |
Thu, Jan 19 | (lecture continues) | |
Tue, Jan 24 | B&V Chapter 4: convex optimization problems | Homework 1 due |
Thu, Jan 26 | (lecture continues) |
Homework 1 solution Homework 2: due on Feb 7 |
Tue, Jan 31 | — | |
Thu, Feb 2 | — | |
Tue, Feb 7 | (lecture continues) | Homework 2 due |
Thu, Feb 9 | B&V Chapter 5: duality | |
Tue, Feb 14 | (lecture continues) | Homework 2 solution |
Thu, Feb 16 | (lecture continues) | |
Tue, Feb 21 | B&V Chapter 9: unconstrained optimization | Homework 3: due on Feb 28 |
Thu, Feb 23 | B&V Chapter 10: equality constrained optimization | |
Tue, Feb 28 | B&V Chapter 11: interior-point methods | Homework 3 due |
Thu, Mar 2 | — |
Homework 3 solution Project plan due (see Assignments for details) |
Tue, Mar 7 | MIDTERM | 9am-10.15am at Felix Haas Hall G066 |
Thu, Mar 9 | (midterm solution) | Homework 4: due on Mar 21 |
Tue, Mar 14 | SPRING VACATION | |
Thu, Mar 16 | SPRING VACATION | |
Tue, Mar 21 | Learning Theory 1: Concentration inequalities: Markov's and Chebyshev's | Homework 4 due |
Thu, Mar 23 | Learning Theory 2: Hoeffding's inequality, empirical risk minimization with a finite hypothesis class | |
Tue, Mar 28 | Learning Theory 3: Fano's inequality, empirical risk minimization with a finite hypothesis class | |
Thu, Mar 30 | (lecture continues) | |
Tue, Apr 4 | Learning Theory 4: Subgradient methods, deterministic and stochastic optimization, convergence rates | Project preliminary report due (see Assignments for details) |
Thu, Apr 6 | Learning Theory 5: Rademacher complexity | |
Tue, Apr 11 | (lecture continues) | Homework 5: due on Apr 18 |
Thu, Apr 13 | Learning Theory 6: Primal-dual witness method, support recovery | |
Tue, Apr 18 | (lecture continues) | Homework 5 due |
Thu, Apr 20 | (lecture continues) | |
Tue, Apr 25 | Learning Theory 7: Growth function, Vapnik-Chervonenkis (VC) dimension, Sauer-Shelah lemma, Massart lemma | Homework 5 solution |
Thu, Apr 27 | (lecture continues) | Project final report due (see Assignments for details) |
Mon, May 1 | FINAL EXAM | 1.00pm-3.00pm at Felix Haas Hall G066 |