Lecture Notes

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.)

Course Info

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