| Date | Topics | Scribed lecture notes | Recommended reading | Announcements |
| Wed. 9/6 | Class overview and logistics,
PAC Learning, ERM | Course overview
Scribed Lecture 1 & 2 | MRT Chapter 2,
SB Chapters 2, 3 | Homework 0 released. |
| Fri. 9/8 | PAC Learning (cont'd),
The agnostic case | Scribed Lecture 1 & 2 | MRT Chapter 2,
SB Chapters 4 | |
| Mon. 9/11 | Rademacher complexity | Scribed Lecture 3 | MRT Chapter 3 | |
| Wed. 9/13 | Rademacher complexity,
Growth function | Scribed Lecture 4 | MRT Chapter 3,
SB Chapter 6 | |
| Fri. 9/15 | VC dimension
| Scribed Lecture 5 | MRT Chapter 3,
SB Chapter 6 | Homework 0 due. |
| Mon. 9/18 | PAC bound in a finite VC class,
Proof of Sauer's lemma | Scribed Lecture 6 | MRT Chapter 3,
SB Chapter 6 | Homework 0 solutions posted.
Homework 1 partially released. |
| Wed. 9/20 | Lower bounds for point estimation,
Average risk optimality | Scribed Lecture 7 | Lectures 7, 8, 9, 10 from
Lester Mackey's class | |
| Fri. 9/22 | Minimax optimality for point estimation
and beyond | Scribed Lecture 8 | JD Chapter 2 | |
| Mon. 9/25 | From estimation to hypothesis testing,
Neyman-Pearson test, Le Cam's method | Scribed Lecture 9 | JD Chapter 7 | Homework 1 updated. |
| Wed. 9/27 | Le Cam's method examples | Scribed Lecture 10 | JD Chapter 7 | |
| Fri. 9/29 | Review of Information theory | Scribed Lecture 11 | Cover & Thomas Chapter 2 | |
| Mon. 10/02 | Fano's inequality, Fano's method
Constructing alternatives via tight packings | Scribed Lecture 12 | JD Chapter 7 | |
| Wed. 10/04 | Varshamov-Gilbert lemma,
Nonparametric regression | Scribed Lecture 13 | AT Chapter 1.5, 2.5 | |
| Fri. 10/06 | Nonparametric regression cont'd, Nadaraya-Watson
estimator, Nonparametric density estimation | Scribed Lecture 14 | AT Chapter 1.5, 2.5, 1.2 | Homework 1 due. |
| Mon. 10/09 | Density estimation cont'd, Kernel density estimation,
Minimax lower bounds for prediction problems | Scribed Lecture 15 | AT Chapter 1.2 | Homework 1 solutions posted,
Homework 2 partially released. |
| Wed. 10/11 | Classification in a VC class revisited: lower bounds
using Fano's method, Stochastic bandits introduction | Scribed Lecture 16 | MRT Chapter 2,
LS Chapter 1, 2, 4 | |
| Fri. 10/13 | The optimism in the face of uncertainty principle
The Upper Confidence Bound (UCB) algorithm | Scribed Lecture 17 | LS Chapter 7 | |
| Mon. 10/16 | Upper bounds for UCB,
Lower bounds for K-armed bandits | Scribed Lecture 18 | LS Chapter 15, 16 | Homework 2 updated. |
| Wed. 10/18 | Lower bounds for K-armed bandits (cont'd),
Structured bandits | Scribed Lecture 19 | LS Chapter 15, 16,
LS Chapter 19 | |
| Fri. 10/20 | Structured bandits (cont'd),
Martingales review | Scribed Lecture 20 | LS Chapters 19, 20,
Filippi et al, 2010. | Project proposals due. |
| Mon. 10/23 | Martingale concentration and structured bandits | Scribed Lecture 21 | LS Chapters 19, 20 | |
| Wed. 10/25 | Online learning, The experts problem
The Hedge algorithm | Scribed Lecture 22 | FO Chapter 7 | |
| Fri. 10/27 | The experts problem (cont'd)
Adversarial bandits, EXP3 | Scribed Lecture 23 | FO Chapter 10,
LS Chapter 11 | Homework 2 due. |
| Mon. 10/30 | Adversarial bandits (cont'd)
Lower bounds for adversarial bandits, experts problem | Scribed Lecture 24 | LS Chapter 11 | Homework 3 partially released. |
| Wed. 11/01 | Online convex optimization, Follow the
(regularized) leader, Failure cases for FTL | Scribed Lecture 25 | FO Chapter 7, Haipeng
Luo's lecture notes | Homework 2 solutions posted |
| Fri. 11/03 | Convexity review, FTRL with
strongly convex regularizers, Applications | Scribed Lecture 26 | FO Chapter 7 | Homework 3 updated |
| Mon. 11/06 | Online gradient descent,
Contextual bandits, EXP4 | Scribed Lectures 27 & 28 | Haipeng Luo's notes,
LS Chapter 18 | |
| Wed. 11/08 | Contextual bandits (cont'd),
Exam review and wrap up | Scribed Lectures 27 & 28 | LS Chapter 18 | Homework 3 due. |
| End of class |
| Wed. 11/15 | Take-home exam from 11/14-11/17 | | | |
| Fri. 11/17 | Take-home exam from 11/14-11/17 | | | |
| Fri. 12/8 |
| | | Final projects due.
|