Semester: |
Fall 2021, also offered on Fall 2020, Fall 2019, Fall 2018, Fall 2017, Fall 2016 and Fall 2015 |
Time and place: | Tuesday and Thursday, 4.30pm-5.45pm, Beering Hall B248 |
Instructor: | Jean Honorio |
Office hours: | (Please send an e-mail for appointments) |
Date | Topic (Tentative) | Notes |
Tue, Aug 24 | Lecture 1: Markov's inequality, Chebyshev's inequality |
Homework 0: due on Aug 26, 11.59pm EST - NO EXTENSION DAYS ALLOWED |
Thu, Aug 26 | Lecture 2: Hoeffding's inequality, empirical risk minimization with a finite hypothesis class | Homework 0 due - NO EXTENSION DAYS ALLOWED |
Tue, Aug 31 | Lecture 3: Fano's inequality, empirical risk minimization with a finite hypothesis class | Homework 0 solution Homework 1: due on Sep 7, 11.59pm EST |
Thu, Sep 2 | (lecture continues) | |
Tue, Sep 7 | Lecture 4: probably approximately correct (PAC) Bayes, structured prediction | Homework 1 due |
Thu, Sep 9 | (lecture continues) | |
Tue, Sep 14 | Lecture 5: McDiarmid's inequality, sub-Gaussian random variables |
Homework 1 solution Homework 2: due on Sep 21, 11.59pm EST |
Thu, Sep 16 | Lecture 9: primal-dual witness method, support recovery | |
Tue, Sep 21 | (lecture continues) | Homework 2 due |
Thu, Sep 23 | Lecture 6: Rademacher complexity, linear prediction | |
Tue, Sep 28 | (lecture continues) |
Homework 2 solution Homework 3: due on Oct 5, 11.59pm EST |
Thu, Sep 30 | — | |
Tue, Oct 5 | Lecture 8: restricted strong convexity, compressed sensing |
Homework 3 due Send me an e-mail with a link to the paper you plan to review |
Thu, Oct 7 | (lecture continues) | |
Tue, Oct 12 | OCTOBER BREAK | Homework 3 solution |
Thu, Oct 14 | Lecture 7: deterministic and stochastic optimization, convergence rates | Project plan due (see Assignments for details) |
Tue, Oct 19 | (lecture continues) | |
Thu, Oct 21 | — | Paper review due (see Assignments for details) |
Tue, Oct 26 | Paper presentations and project goals (25-30 minutes per person) | |
Thu, Oct 28 | (presentations continue) | |
Tue, Nov 2 | Lecture 11: Le Cam's lemma | |
Thu, Nov 4 | (lecture continues) | |
Tue, Nov 9 | Lecture 10: growth function, Vapnik-Chervonenkis (VC) dimension, Sauer-Shelah lemma, Massart lemma | Preliminary project report due (see Assignments for details) |
Thu, Nov 11 | (lecture continues) | |
Tue, Nov 16 | — (meetings outside lecture time to discuss projects) | |
Thu, Nov 18 | — | |
Tue, Nov 23 | — (meetings outside lecture time to discuss projects) | |
Thu, Nov 25 | THANKSGIVING VACATION | |
Tue, Nov 30 | Project presentations (online, 30-35 minutes per person) | |
Thu, Dec 2 | (presentations continue) | Final project report due on Dec 3 (see Assignments for details) |