Statistical learning theory 2021
Lectures: Saturday 14:40 - 16:00. The lectures are Pokrovkaya and also streamed here in zoom.
Seminars: Tuesday 16:20 - 17:40. The seminars are Pokrovkaya and also streamed here in google.meet.
See ruz for the rooms.
Practical information on a telegram group. Join here.
The course is similar last year, except for the order of topics and part 3.
Email to brbauwens-at-gmail.com. Start the subject line with SLT-HW. Results
Deadline before the lecture, every other lecture.
25 Sept: see problem lists 1 and 2
09 Oct: see problem lists 3 and 4
29 Oct: see problem lists 5 and 6
13 Nov: see problem lists 7 and 8
27 Nov: see problem lists 9 and 10
11 Dec: see problem lists 11 and 12
|Video||Summary||Slides||Lecture notes||Problem list||Solutions|
|Part 1. Online learning|
|4 Sept||Lecture: philosophy. Seminar: the online mistake bound model, the weighted majority, and perceptron algorithms movies||01sl||00ch 01ch||01prob (9 Sept)||01sol|
|11 Sept||The perceptron algorithm in the agnostic setting. Kernels. The standard optimal algorithm.||02sl||02ch 03ch||02prob (23 Sept)||02sol|
|18 Sept (rec to do)||Prediction with expert advice and the exponentially weighted majority algorithm. Recap probability theory.||03sl||ch04 ch05||03prob(30 Sept)||03sol|
|Part 2. Risk bounds for binary classification|
|25 Sept||Sample complexity in the realizable setting, simple examples and bounds using VC-dimension||sl04||ch06||04prob||04sol|
|2 Oct||Growth functions, VC-dimension and the characterization of sample comlexity with VC-dimensions||sl05||ch07 ch08||05prob||05sol|
|9 Oct||Risk decomposition and the fundamental theorem of statistical learning theory||sl06||ch09||06prob||06sol|
|16 Oct||Bounded differences inequality and Rademacher complexity||sl07||ch10 ch11||07prob|
|29 Oct||Support vector machines and margin risk bounds|
|6 Nov||Kernels: risk bounds, design, and representer theorem|
|13 Nov||AdaBoost and risk bounds|
|Part 3. Other topics|
|27 Nov||Dimensionality reduction and the Johnson-Lindenstrauss lemma|
|4 Dec||Active learning|
The lectures in October and November are based on the book: Foundations of machine learning 2nd ed, Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalker, 2018. This book can be downloaded from http://gen.lib.rus.ec/ .
|Bruno Bauwens, Zoom||12h30-14h30||14h-20h||Room S834 Pokrovkaya 11|
|Nikita Lukianenko, Telegram||14h30-16h30||14h30-16h30||Room S831 Pokrovkaya 11|
It is always good to send an email in advance. Questions and feedback are welcome.
I am traveling from Sept 12 -- Sept 30 and Oct 16 -- Oct 26. On Fridays I'm available till 16h30.