Statistical learning theory 2020

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General Information

Teachers: Bruno Bauwens and Vladimir Podolskii

Lectures: Saturday 9h30 - 10h50, zoom https://zoom.us/j/96210489901

Seminars
- Group 1: Saturday 11h10 - 12h30, Bruno Bauwens and Vladimir Podolskii zoom https://zoom.us/j/94186131884,
- Group 2: Tuesday 18h, Nikita Lukyanenko, see ruz.hse.ru

Practical information on telegram group

Homeworks: deadlines every 2 weeks, before the lecture.
- Sat 3 Oct: see problem lists 1 (updated) and 2
- Sat 17 Oct: see problem lists 3 and 4
- etc.

Results.

Email homeworks to Brbauwens <at> gmail.com. Start the subject line with SLT-HW. You may submit handwritten solutions.

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
10 Oct AdaBoost and the margin assumption
17 Oct Support vector machines, kernels and neural networks



Office hours

Person Monday Tuesday Wednesday Thursday Friday
Bruno Bauwens 14h-18h 16h15-20h Room S834 Pokrovkaya 11

It is always good to send an email in advance. Questions are welcome.