Date

Topic (Tentative)

Notes

Tue, Aug 20

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

Homework 0: due on Aug 22 at beginning of class  NO EXTENSION DAYS ALLOWED

Thu, Aug 22

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

Homework 0 due  NO EXTENSION DAYS ALLOWED

Tue, Aug 27

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

Homework 0 solution

Thu, Aug 29

(lecture continues)

Homework 1: due on Sep 5 at beginning of class

Tue, Sep 3

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


Thu, Sep 5

(lecture continues)

Homework 1 due

Tue, Sep 10

Lecture 5: McDiarmid's inequality, subGaussian random variables

Homework 1 solution

Thu, Sep 12

Lecture 11: Le Cam's lemma

Homework 2: due on Sep 19 at beginning of class

Tue, Sep 17

(lecture continues)


Thu, Sep 19

Lecture 9: primaldual witness method, support recovery

Homework 2 due

Tue, Sep 24

(lecture continues)

Homework 2 solution

Thu, Sep 26

—

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

Tue, Oct 1

Lecture 6: Rademacher complexity, linear prediction


Thu, Oct 3

(lecture continues)

Homework 3: due on Oct 10 at beginning of class
Project plan due (see Assignments for details)

Tue, Oct 8

OCTOBER BREAK


Thu, Oct 10

Lecture 8: restricted strong convexity, compressed sensing

Homework 3 due

Tue, Oct 15

(lecture continues)

Homework 3 solution

Thu, Oct 17

—

Paper review due (see Assignments for details)

Tue, Oct 22

Paper presentations and project goals (2530 minutes per person)


Thu, Oct 24

(presentations continue)


Tue, Oct 29

(presentations continue)


Thu, Oct 31

Lecture 7: deterministic and stochastic optimization, convergence rates

Preliminary project report due (see Assignments for details)

Tue, Nov 5

(lecture continues)


Thu, Nov 7

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


Tue, Nov 12

(lecture continues)


Thu, Nov 14

Project presentations (3540 minutes per person)


Tue, Nov 19

(presentations continue)


Thu, Nov 21

(presentations continue)


Tue, Nov 26

(presentations continue)


Thu, Nov 28

THANKSGIVING VACATION

Final project report due (see Assignments for details)

Tue, Dec 3

—


Thu, Dec 5

—

