Statistical learning theory 2021
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Версия от 11:03, 2 сентября 2021; Bbauwens (обсуждение | вклад)
General Information
Teachers: Bruno Bauwens and Nikita Lukianenko
Lectures: Tuesdays 9h30 - 10h50, zoom
Seminars: Tuesday 11h10 - 12h30
Practical information on telegram group
Course materials
Date | Summary | Lecture notes | Slides | Video | Problem list | Solutions |
---|---|---|---|---|---|---|
12 Sept | Introduction and sample complexity in the realizable setting | lecture1.pdf | slides1.pdf | Problem list 1 Update 26.09, prob 1.7 | Solutions 1 | |
19 Sept | VC-dimension and sample complexity | lecture2.pdf | slides2.pdf | Chapt 2,3 | Problem list 2 | Solutions 2 |
26 Sept | Risk bounds and the fundamental theorem of statistical learning theory | lecture3.pdf | slides3.pdf | Problem list 3 | Solutions 3 | |
03 Oct | Rademacher complexity | lecture4.pdf | slides4.pdf | Problem list 4 Update 23.10, prob 4.1d | Solutions 4 | |
10 Oct | Support vector machines and risk bounds | Chapt 5, Mohri et al, see below | slides5.pdf | Problem list 5 Update 29.10, typo 5.8 | Solutions 5 | |
17 Oct | Support vector machines and recap | Chapt 5, Mohri et al. | slides6.pdf | Problem list 6 Update 10.11 | Solutions 6 | |
31 Oct | Kernels | lecture7.pdf | slides7.pdf | Problem list 7 Update 11.11, prob 7.6 | Solutions 7 | |
07 Nov | Adaboost | Chapt 6, Mohri et al | slides8.pdf | Problem list 8 | Solutions 8 | |
14 Nov | Online learning 1, Littlestone dimension, weighted majority algorithm | Chapt 7, Mohri et al, and Животовский | slides9.pdf | Problem list 9 Update 08.12, 9.4 | Solutions 9 | |
21 Nov | Online learning 2, Exponential weighted average algorithm, preceptron | Chapt 7, Mohri et al | slides9.pdf | Problem list 10 | Solutions 10 | |
28 Nov | Online learning 3, perception, Winnow and online to batch conversion | Chapt 7, Mohri et al | slides11.pdf | Problem list 11 | Solutions 11 | |
5 Dec | Recap of requested topics, Q&A | Q&A |
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/ .
For online learning, we also study a few topics from lecture notes by Н. К. Животовский
Office hours
Person | Monday | Tuesday | Wednesday | Thursday | Friday | |
---|---|---|---|---|---|---|
Bruno Bauwens, Zoom (email in advance) | 14h-18h | 16h15-20h | Room S834 Pokrovkaya 11 |
It is always good to send an email in advance. Questions are welcome.