Fall 2009 Schedule of STAT 598Y: Statistical Learning Theory
| Date |
Topic |
Homework |
Notes |
Readings |
| Aug 25 |
Introduction to Supervised Learning |
|
lecture1 |
[HTF] chap1,2; [DGL] chap1,2; |
| Aug 27 |
Risk Minimization |
|
lecture2 |
|
| Sep 1 |
Generalization Error Bounds |
|
lecture3 |
|
| Sep 3 |
Concentration Inequalities |
homework1 |
|
|
| Sep 8 |
PAC Learning |
|
|
|
| Sep 10 |
PAC Learning |
|
lecture4 |
|
| Sep 15 |
Growth Function and VC dimension |
|
lecture5 |
[DGL] chap12, 13 |
| Sep 17 |
Sauer's Lemma |
|
|
|
| Sep 22 |
Generalization Bound for Infinite Function Class |
|
lecture6 |
|
| Sep 24 |
Glivenko Cantelli Theorem |
homework2 |
lecture7 |
|
| Sep 29 |
Rademacher Complexity |
|
lecture8 |
|
| Oct 1 |
Covering Number |
|
lecture9 |
|
| Oct 6 |
The perceptron algorithm and linear SVM |
|
lecture10 |
[HTF]: chap 4, 5, 12 |
| Oct 8 |
convex optimization and duality |
|
|
|
| Oct 13 |
Oct Break, no class |
|
|
[HTF]: chap 5 |
| Oct 15 |
SVM Dual problem |
homework3 |
lecture11 |
|
| Oct 20 |
Hilbert Space and RKHS |
|
|
|
| Oct 22 |
RKHS |
|
|
[HTF]: chap 10 |
| Oct 27 |
Representer Theorem and Kernel Methods |
|
lecture12 |
|
| Oct 29 |
Guest Lecture: Nesterov's Method |
|
Nesterov's Method |
|
| Nov 3 |
Guest Lecture: Nesterov's Method |
|
|
|
| Nov 5 |
Voting Classifiers and Boosting |
|
lecture13 |
|
| Nov 10 |
Maximum Likelihood Estimation |
|
lecture14 |
|
| Nov 12 |
MLE |
|
|
|
| Nov 17 |
M-Estimators |
|
|
sec 5 of van der Geer: EP theory and Applications |
| Nov 19 |
Chaining and increments of EP |
|
|
sec 6.5 of van der Geer |
| Nov 24 |
|
|
|
|
| Nov 26 |
No Class - Thanksgiving Break |
| Dec 1 |
|
|
|
|
| Dec 3 |
|
|
|
|
| Dec 8 |
Project Presentation |
|
|
|
| Dec 10 |
Project Presentation |
|
|
|