Full lecture notes are available (PDF - 2.7MB).

SES # | TOPICS |
---|---|

1 | Introduction (PDF) |

2 | Binary Classification (PDF) (This lecture notes is scribed by Jonathan Weed. Used with permission.) |

3 | Concentration Inequalities (PDF) (This lecture notes is scribed by James Hirst. Used with permission.) |

4 | Fast Rates and VC Theory (PDF) (This lecture notes is scribed by Cheng Mao. Used with permission.) |

5 | The VC Inequality (PDF) (This lecture notes is scribed by Vira Semenova and Philippe Rigollet. Used with permission.) |

6 | Covering Numbers (PDF) (This lecture notes is scribed by Ali Makhdoumi. Used with permission.) |

7 | Chaining (PDF) (This lecture notes is scribed by Zach Izzo. Used with permission.) |

8 | Convexification (PDF) (This lecture notes is scribed by Quan Li. Used with permission.) |

9 | Boosting (PDF) (This lecture notes is scribed by Xuhong Zhang. Used with permission.) |

10 | Support Vector Machines (PDF) (This lecture notes is scribed by Aden Forrow. Used with permission.) |

11 | Gradient Descent (PDF) (This lecture notes is scribed by Kevin Li. Used with permission.) |

12 | Projected Gradient Descent (PDF) (This lecture notes is scribed by Michael Traub. Used with permission.) |

13 | Mirror Descent (PDF) (This lecture notes is scribed by Mina Karzand. Used with permission.) |

14 | Stochastic Gradient Descent (PDF) (This lecture notes is scribed by Sylvain Carpentier. Used with permission.) |

15 | Prediction with Expert Advice (PDF) (This lecture notes is scribed by Zach Izzo. Used with permission.) |

16 | Follow the Perturbed Leader (PDF) (This lecture notes is scribed by Haihao Lu. Used with permission.) |

17 | Online Learning with Structured Experts (PDF) (Courtesy of Gábor Lugosi. Used with permission.) |

18 | Stochastic Bandits (PDF) (This lecture notes is scribed by Haihao Lu. Used with permission.) |

19 | Prediction of Individual Sequences (PDF) (This lecture notes is scribed by Kevin Li. Used with permission.) |

20 | Adversarial Bandits (PDF) (This lecture notes is scribed by Vira Semenova. Used with permission.) |

21 | Linear Bandits (PDF) (This lecture notes is scribed by Ali Makhdoumi. Used with permission.) |

22 | Blackwell’s Approachability (PDF) (This lecture notes is scribed by Aden Forrow. Used with permission.) |

23 | Potential Based Approachability (PDF) (This lecture notes is scribed by Jonathan Weed. Used with permission.) |