Date

Topic (Tentative)

Notes

Tue, Aug 25

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

Homework 0: due on Aug 27, 11.59pm EST  NO EXTENSION DAYS ALLOWED

Thu, Aug 27

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

Homework 0 due  NO EXTENSION DAYS ALLOWED

Tue, Sep 1

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

Homework 0 solution

Thu, Sep 3

(lecture continues)

Homework 1: due on Sep 10, 11.59pm EST

Tue, Sep 8

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


Thu, Sep 10

(lecture continues)

Homework 1 due

Tue, Sep 15

Lecture 5: McDiarmid's inequality, subGaussian random variables

Homework 1 solution
Homework 2: due on Sep 22, 11.59pm EST

Thu, Sep 17

—


Tue, Sep 22

Lecture 9: primaldual witness method, support recovery

Homework 2 due

Thu, Sep 24

(lecture continues)


Tue, Sep 29

Lecture 6: Rademacher complexity, linear prediction

Homework 2 solution

Thu, Oct 1

(lecture continues)

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

Tue, Oct 6

—

Homework 3: due on Oct 13, 11.59pm EST

Thu, Oct 8

Lecture 8: restricted strong convexity, compressed sensing


Tue, Oct 13

(lecture continues)

Homework 3 due

Thu, Oct 15

—

Project plan due (see Assignments for details)

Tue, Oct 20

Lecture 7: deterministic and stochastic optimization, convergence rates

Homework 3 solution

Thu, Oct 22

(lecture continues)

Paper review due (see Assignments for details)

Tue, Oct 27

Paper presentations and project goals (2025 minutes per person)


Thu, Oct 29

(presentations continue)


Tue, Nov 3

Lecture 11: Le Cam's lemma


Thu, Nov 5

(lecture continues)

Preliminary project report due (see Assignments for details)

Tue, Nov 10

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


Thu, Nov 12

(lecture continues)


Tue, Nov 17

Project presentations (3035 minutes per person)


Thu, Nov 19

(presentations continue)


Tue, Nov 24

(presentations continue)


Thu, Nov 26

THANKSGIVING VACATION


Thu, Dec 3

—

Final project report due (see Assignments for details)
