Statistical learning theory 2022

General Information

Lectures: Friday 16h20 -- 17h40, Bruno Bauwens, Maxim Kaledin

Seminars: Friday 18h10 -- 19h30, Artur Goldman,

For discussions of the materials, join the telegram group

The course is similar to last year.

Homeworks

Email to brbauwens-at-gmail.com. Start the subject line with SLT-HW.

Deadline before the lecture, every other lecture.

16 Sept: see problem lists 1 and 2
30 Sept: see problem lists 3 and 4
14 Oct: see problem lists 5 and 6
04 Nov: see problem list 7 and 8
28 Nov: see problem lists 9 and 10
02 Dec: see problem lists 11 and 12

Course materials

Video	Summary	Slides	Lecture notes	Problem list	Solutions
	Part 1. Online learning
02 Sept	Philosophy. The online mistake bound model. Weighted majority and perceptron algorithms movies	sl01	ch00 ch01	list 1 update 05.09
09 Sept	The perceptron algorithm in the agnostic setting. Kernels. The standard optimal algorithm.	sl02	ch02 ch03	list 2
16 Sept	Prediction with expert advice and the exponentially weighted majority algorithm. Recap probability theory.	sl03	ch04 ch05	list 3
	Part 2. Distribution independent risk bounds
23 Sept	Sample complexity in the realizable setting, simple examples and bounds using VC-dimension	sl04	ch06	list 4
30 Sept	Growth functions, VC-dimension and the characterization of sample comlexity with VC-dimensions	sl05	ch07 ch08	list 5
07 Oct	Risk decomposition and the fundamental theorem of statistical learning theory	sl06	ch09	list 6
14 Oct	Bounded differences inequality, Rademacher complexity, symmetrization, contraction lemma	sl07	ch10 ch11	list 7
	Part 3. Margin risk bounds with applications
21 Oct	Simple regression, support vector machines, margin risk bounds, and neural nets	sl08	ch12 ch13	list 8
04 Nov	Kernels: RKHS, representer theorem, risk bounds	sl09	ch14	list 9
11 Nov	AdaBoost and the margin hypothesis	sl10	Mohri et al, chapt 7	list 10
18 Nov	Implicit regularization of stochastic gradient descent in neural nets			list 11
	Part 4. Other topics
25 Nov	Regression I: classic noise assumption, sub-Guassian and sub-exponential noise			list 12
02 Dec	Regression II: Ridge and Lasso regression			list 13
09 Dec	Multiarmed bandids			list 14
16 Dec	Colloquium

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/ .

Problems exam

Dates, problems TBA

During the exam
-- You may consult notes, books and search on the internet
-- You may not interact with other humans (e.g. by phone, forums, etc)

Office hours

Person	Monday	Tuesday	Wednesday	Thursday	Friday
Bruno Bauwens		14h--20h
Maxim Kaledin

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