Statistical learning theory 2024/25 — различия между версиями
Bauwens (обсуждение | вклад) |
Bauwens (обсуждение | вклад) |
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| Строка 62: | Строка 62: | ||
|| [https://www.dropbox.com/s/rpnh6288rdb3j8m/05slides.pdf?dl=0 sl05] | || [https://www.dropbox.com/s/rpnh6288rdb3j8m/05slides.pdf?dl=0 sl05] | ||
|| [https://www.dropbox.com/s/eurz2vkvt1wa5zm/07book_growthFunctions.pdf?dl=0 ch07] [https://www.dropbox.com/scl/fi/50oxlmjkx59hjrq82yqvx/08book_VCdimension.pdf?rlkey=5dtlcis378kqu24ttko6s7zpf&dl=0 ch08] | || [https://www.dropbox.com/s/eurz2vkvt1wa5zm/07book_growthFunctions.pdf?dl=0 ch07] [https://www.dropbox.com/scl/fi/50oxlmjkx59hjrq82yqvx/08book_VCdimension.pdf?rlkey=5dtlcis378kqu24ttko6s7zpf&dl=0 ch08] | ||
| − | || [https://www.dropbox.com/scl/fi/ | + | || [https://www.dropbox.com/scl/fi/1n9jdc70ia7vu957mls02/05sem.pdf?rlkey=8x89v3fkm1q61b4frirb9nqke&st=7pfvhuq6&dl=0 prob05] |
| − | || <!-- [https://www.dropbox.com/scl/fi/ | + | || <!-- [https://www.dropbox.com/scl/fi/jzm82hqbnzp7931gz8jd2/05sol.pdf?rlkey=o04gco2huwqo4m7rrtp0yd9gl&st=6f0uh0q4&dl=0 sol05] --> |
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| [https://www.youtube.com/watch?v=zHau8Br_UFQ 22 Oct] | | [https://www.youtube.com/watch?v=zHau8Br_UFQ 22 Oct] | ||
| Строка 69: | Строка 69: | ||
|| [https://www.dropbox.com/s/0p8r5wgjy1hlku2/06slides.pdf?dl=0 sl06] | || [https://www.dropbox.com/s/0p8r5wgjy1hlku2/06slides.pdf?dl=0 sl06] | ||
|| [https://www.dropbox.com/scl/fi/15zjsv1w9coq2py9djlai/09book_riskBounds.pdf?rlkey=4lnyo8kcd226qlybrdgyt36i8&dl=0 ch09] | || [https://www.dropbox.com/scl/fi/15zjsv1w9coq2py9djlai/09book_riskBounds.pdf?rlkey=4lnyo8kcd226qlybrdgyt36i8&dl=0 ch09] | ||
| − | || [https://www.dropbox.com/scl/fi/neso7q9vq8ouix208u841/07sem.pdf?rlkey=k8dxkxwqdxf3kjsclzt9vwiw5&dl=0 | + | || [https://www.dropbox.com/scl/fi/neso7q9vq8ouix208u841/07sem.pdf?rlkey=k8dxkxwqdxf3kjsclzt9vwiw5&dl=0 prob06] |
| − | || <!-- [https://www.dropbox.com/scl/fi/dw3u10rhy33pv37z5zf5m/07sol.pdf?rlkey=wssi52zoiveccmpy2197ry5pt&dl=0 | + | || <!-- [https://www.dropbox.com/scl/fi/dw3u10rhy33pv37z5zf5m/07sol.pdf?rlkey=wssi52zoiveccmpy2197ry5pt&dl=0 sol06] --> |
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| [https://www.youtube.com/watch?v=yMsUH1brAs8 05 Nov] | | [https://www.youtube.com/watch?v=yMsUH1brAs8 05 Nov] | ||
| Строка 76: | Строка 76: | ||
|| [https://www.dropbox.com/s/kfithyq0dgcq6h8/07slides.pdf?dl=0 sl07] | || [https://www.dropbox.com/s/kfithyq0dgcq6h8/07slides.pdf?dl=0 sl07] | ||
|| [https://www.dropbox.com/scl/fi/ohtmf1fwsu9c6vkrj6e5a/10book_measureConcentration.pdf?rlkey=dqsgskp8slui6xoq9c7tx680b&dl=0 ch10] [https://www.dropbox.com/s/hfrvhebbsskbk6g/11book_RademacherComplexity.pdf?dl=0 ch11] | || [https://www.dropbox.com/scl/fi/ohtmf1fwsu9c6vkrj6e5a/10book_measureConcentration.pdf?rlkey=dqsgskp8slui6xoq9c7tx680b&dl=0 ch10] [https://www.dropbox.com/s/hfrvhebbsskbk6g/11book_RademacherComplexity.pdf?dl=0 ch11] | ||
| − | || [https://www.dropbox.com/scl/fi/g278mmezenlyxd1my0ta9/08sem.pdf?rlkey=hvqmbumpd0xb6pumdgv5bqx6u&dl=0 | + | || [https://www.dropbox.com/scl/fi/g278mmezenlyxd1my0ta9/08sem.pdf?rlkey=hvqmbumpd0xb6pumdgv5bqx6u&dl=0 prob07] |
| − | || <!-- [https://www.dropbox.com/scl/fi/06yobqe58fiecsobp4yrb/08sol.pdf?rlkey=9c7t1y4nxxtg14vpndsyyko2u&dl=0 | + | || <!-- [https://www.dropbox.com/scl/fi/06yobqe58fiecsobp4yrb/08sol.pdf?rlkey=9c7t1y4nxxtg14vpndsyyko2u&dl=0 sol07] --> |
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| Строка 86: | Строка 86: | ||
|| [https://www.dropbox.com/s/oo1qny9busp3axn/08slides.pdf?dl=0 sl08] | || [https://www.dropbox.com/s/oo1qny9busp3axn/08slides.pdf?dl=0 sl08] | ||
|| [https://www.dropbox.com/s/573a2vtjfx8qqo8/12book_regression.pdf?dl=0 ch12] [https://www.dropbox.com/scl/fi/hxeh5btc0bb2f52fnqh5f/13book_SVM.pdf?rlkey=dw3u2rtfstpsb8mi9hnuc8poy&dl=0 ch13] | || [https://www.dropbox.com/s/573a2vtjfx8qqo8/12book_regression.pdf?dl=0 ch12] [https://www.dropbox.com/scl/fi/hxeh5btc0bb2f52fnqh5f/13book_SVM.pdf?rlkey=dw3u2rtfstpsb8mi9hnuc8poy&dl=0 ch13] | ||
| − | || [https://www.dropbox.com/scl/fi/rp2m0dvovdjbvzdl7t1bl/09sem.pdf?rlkey=v1jsm5dagh7tymci5pkqn5gox&dl=0 | + | || [https://www.dropbox.com/scl/fi/rp2m0dvovdjbvzdl7t1bl/09sem.pdf?rlkey=v1jsm5dagh7tymci5pkqn5gox&dl=0 prob08] |
| − | || <!-- [https://www.dropbox.com/scl/fi/e598w1t8tzqxfvn1d4ww1/09sol.pdf?rlkey=yr1gzu8kg2rdkubaelicljj46&dl=0 | + | || <!-- [https://www.dropbox.com/scl/fi/e598w1t8tzqxfvn1d4ww1/09sol.pdf?rlkey=yr1gzu8kg2rdkubaelicljj46&dl=0 sol08] --> |
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| [https://youtu.be/9FhFxLHR4eE 19 Nov] | | [https://youtu.be/9FhFxLHR4eE 19 Nov] | ||
| Строка 93: | Строка 93: | ||
|| [https://www.dropbox.com/s/jst60ww8ev4ypie/09slides.pdf?dl=0 sl09] | || [https://www.dropbox.com/s/jst60ww8ev4ypie/09slides.pdf?dl=0 sl09] | ||
|| [https://www.dropbox.com/scl/fi/lozpqk5nnm8us77qfhn7x/14book_kernels.pdf?rlkey=s8e7a46rm3znkw13ubj3fzzz0&dl=0 ch14] | || [https://www.dropbox.com/scl/fi/lozpqk5nnm8us77qfhn7x/14book_kernels.pdf?rlkey=s8e7a46rm3znkw13ubj3fzzz0&dl=0 ch14] | ||
| − | || [https://www.dropbox.com/scl/fi/9mjmb6deu08ipf38s57bh/10sem.pdf?rlkey=z1khm4i8r39eeqmhargte24s4&dl=0 | + | || [https://www.dropbox.com/scl/fi/9mjmb6deu08ipf38s57bh/10sem.pdf?rlkey=z1khm4i8r39eeqmhargte24s4&dl=0 prob09] |
| − | || <!-- [https://www.dropbox.com/scl/fi/a5c0buap9b1h1ojdbhp3u/10sol.pdf?rlkey=8ft5tjyy1sl5dkj4p4hh8phbc&dl=0 | + | || <!-- [https://www.dropbox.com/scl/fi/a5c0buap9b1h1ojdbhp3u/10sol.pdf?rlkey=8ft5tjyy1sl5dkj4p4hh8phbc&dl=0 sol09] --> |
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| [https://www.youtube.com/watch?v=OgiaWrWh_WA 26 Nov] | | [https://www.youtube.com/watch?v=OgiaWrWh_WA 26 Nov] | ||
| Строка 100: | Строка 100: | ||
|| [https://www.dropbox.com/s/umum3kd9439dt42/10slides.pdf?dl=0 sl10] | || [https://www.dropbox.com/s/umum3kd9439dt42/10slides.pdf?dl=0 sl10] | ||
|| [https://www.dropbox.com/s/e7m1cs7e8ulibsf/15book_AdaBoost.pdf?dl=0 ch15] | || [https://www.dropbox.com/s/e7m1cs7e8ulibsf/15book_AdaBoost.pdf?dl=0 ch15] | ||
| − | || [https://www.dropbox.com/scl/fi/ykbzx314pdn3mn3jiehli/11sem.pdf?rlkey=hpmtks20a3k5zsvr8jm1iqc35&dl=0 | + | || [https://www.dropbox.com/scl/fi/ykbzx314pdn3mn3jiehli/11sem.pdf?rlkey=hpmtks20a3k5zsvr8jm1iqc35&dl=0 prob10] |
| − | || <!-- [https://www.dropbox.com/scl/fi/c805j4f54ioiozphvh9j0/11sol.pdf?rlkey=6rrxlweaiko1lm0z2ua4k7mqk&dl=0 | + | || <!-- [https://www.dropbox.com/scl/fi/c805j4f54ioiozphvh9j0/11sol.pdf?rlkey=6rrxlweaiko1lm0z2ua4k7mqk&dl=0 sol10] --> |
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| [https://youtu.be/GL574ljefJ8 03 Dec] | | [https://youtu.be/GL574ljefJ8 03 Dec] | ||
Версия 14:39, 14 октября 2024
Содержание
General Information
Lectures: on Tuesday 9h30--10h50 in room M302 and in zoom by Bruno Bauwens
Seminars: online in Zoom by Nikita Lukianenko.
Please join the telegram group The course is similar to last year.
Homeworks
Deadline every 2 weeks, before the lecture. The tasks are at the end of each problem list. (Problem lists will be updated, check the year.)
Before 3rd lecture, submit HW from problem lists 1 and 2. (Thus Oct 1st, 9h30.) Before 5th lecture, from lists 3 and 4. Etc.
Classroom to submit homeworks. You may submit in English or Russian, as latex or as pictures. Results are here.
Late policy: 1 homework can be submitted at most 24 late without explanations.
Course materials
| Video | Summary | Slides | Lecture notes | Problem list | Solutions |
|---|---|---|---|---|---|
| Part 1. Online learning | |||||
| 21 Sep | Philosophy. The online mistake bound model. The halving and weighted majority algorithms. | sl01 | ch00 ch01 | prob01 | sol01 |
| 24 Sep | The standard optimal algorithm. The perceptron algorithm. | sl02 | ch02 ch03 | prob02 | sol02 |
| 01 Oct | Kernel perceptron algorithm. Prediction with expert advice. Recap probability theory (seminar). | sl03 | ch04 ch05 | prob03 | sol03 |
| Part 2. Distribution independent risk bounds | |||||
| 08 Oct | Necessity of a hypothesis class. Sample complexity in the realizable setting, examples: threshold functions and finite classes. | sl04 | ch06 | prob04 update 12.10 | sol04 |
| 15 Oct | Growth functions, VC-dimension and the characterization of sample comlexity with VC-dimensions | sl05 | ch07 ch08 | prob05 | |
| 22 Oct | Risk decomposition and the fundamental theorem of statistical learning theory | sl06 | ch09 | prob06 | |
| 05 Nov | Bounded differences inequality, Rademacher complexity, symmetrization, contraction lemma. | sl07 | ch10 ch11 | prob07 | |
| Part 3. Margin risk bounds with applications | |||||
| 12 Nov | Simple regression, support vector machines, margin risk bounds, and neural nets with dropout regularization | sl08 | ch12 ch13 | prob08 | |
| 19 Nov | Kernels: RKHS, representer theorem, risk bounds | sl09 | ch14 | prob09 | |
| 26 Nov | AdaBoost and the margin hypothesis | sl10 | ch15 | prob10 | |
| 03 Dec | Implicit regularization of stochastic gradient descent in overparameterized neural nets (recording with many details about the Hessian) | ch16 ch17 | |||
| 10 Dec | Part 2 of previous lecture: Hessian control and stability of the NTK. |
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.
A gentle introduction to the materials of the first 3 lectures and an overview of probability theory, can be found in chapters 1-6 and 11-12 of the following book: Sanjeev Kulkarni and Gilbert Harman: An Elementary Introduction to Statistical Learning Theory, 2012.
Grading formula
Final grade = 0.35 * [score of homeworks] + 0.35 * [score of colloquium] + 0.3 * [score on the exam] + bonus from quizzes.
All homework questions have the same weight. Each solved extra homework task increases the score of the final exam by 1 point. At the end of the lectures there is a short quiz in which you may earn 0.1 bonus points on the final non-rounded grade.
There is no rounding except for transforming the final grade to the official grade. Arithmetic rounding is used.
Autogrades: if you only need 6/10 on the exam to have the maximal 10/10 for the course, this will be given automatically. This may happen because of extra homework questions and bonuses from quizzes.
Colloquium
Rules and questions from last year.
Date: TBA
Problems exam
TBA
-- You may use handwritten notes, lecture materials from this wiki (either printed or through your PC), Mohri's book
-- You may not search on the internet or interact with other humans (e.g. by phone, forums, etc)
Office hours
Bruno Bauwens: Bruno Bauwens: Tuesday 12h -- 20h. Wednesday 16h -- 18h. Friday 11h -- 17h. Better send me an email in advance.
Nikita Lukianenko: Write in Telegram, the time is flexible
