Semester: |
Fall 2018, also offered on Fall 2017, Fall 2016 and Fall 2015 |
Time and place: | Tuesday and Thursday, 10.30am-11.45am, University Hall 319 |
Instructor: | Jean Honorio |
Office hours: | Lawson Building 2142-J (Please send an e-mail for appointments) |
Date | Topic (Tentative) | Notes |
Tue, Aug 21 | Lecture 1: Markov's inequality, Chebyshev's inequality | Homework 0: due on Aug 23 at beginning of class - NO EXTENSION DAYS ALLOWED |
Thu, Aug 23 | Lecture 2: Hoeffding's inequality, empirical risk minimization with a finite hypothesis class | Homework 0 due - NO EXTENSION DAYS ALLOWED |
Tue, Aug 28 | Lecture 3: Fano's inequality, empirical risk minimization with a finite hypothesis class | Homework 0 solution |
Thu, Aug 30 | (lecture continues) | Homework 1: due on Sep 4 at beginning of class |
Tue, Sep 4 | Lecture 4: probably approximately correct (PAC) Bayes, structured prediction | Homework 1 due |
Thu, Sep 6 | (lecture continues) | |
Tue, Sep 11 | Lecture 5: McDiarmid's inequality, sub-Gaussian random variables | Homework 1 solution |
Thu, Sep 13 | Lecture 9: primal-dual witness method, support recovery | Homework 2: due on Sep 20 at beginning of class |
Tue, Sep 18 | (lecture continues) | |
Thu, Sep 20 | Lecture 6: Rademacher complexity, linear prediction | Homework 2 due |
Tue, Sep 25 | (lecture continues) |
Homework 2 solution Send me an e-mail with a link to the paper you plan to review Homework 3: due on Oct 2 at beginning of class |
Thu, Sep 27 | — | |
Tue, Oct 2 | Lecture 8: restricted strong convexity, compressed sensing | Homework 3 due |
Thu, Oct 4 | — | Project plan due (see Assignments for details) |
Tue, Oct 9 | OCTOBER BREAK | Homework 3 solution |
Thu, Oct 11 | (lecture continues) | |
Tue, Oct 16 | Lecture 7: deterministic and stochastic optimization, convergence rates | Paper review due (see Assignments for details) |
Thu, Oct 18 | (lecture continues) | |
Tue, Oct 23 | Paper presentations and project goals (1 hour per person) | |
Thu, Oct 25 | (presentations continue) | |
Tue, Oct 30 | Lecture 10: growth function, Vapnik-Chervonenkis (VC) dimension, Sauer-Shelah lemma, Massart lemma | Preliminary project report due (see Assignments for details) |
Thu, Nov 1 | (lecture continues) | |
Tue, Nov 6 | Lecture 11: Le Cam's lemma | |
Thu, Nov 8 | (lecture continues) | |
Tue, Nov 13 | TBD | |
Thu, Nov 15 | TBD | |
Tue, Nov 20 | TBD | |
Thu, Nov 22 | THANKSGIVING VACATION | |
Tue, Nov 27 | Project presentations (1 hour per person) | |
Thu, Nov 29 | (presentations continue) | Final project report due (see Assignments for details) |
Tue, Dec 4 | — | |
Thu, Dec 6 | — |