CSE 522: Algorithms and Uncertainty (Spring 2017)

[Course description | Schedule and handouts | Related material]


Important Announcements


Schedule and Handouts

Date Topic Resources
Mar 27 Intro to PAC learning (notes) Avrim Blum's slides, [KV, chaps 1-2], [SSS, chaps 2-4], [MRT, chap 2], video - Andrew Ng
Mar 31 Sample complexity via growth functions (notes) Avrim Blum's slides and notes, [KV, chap 3], [SSS, chaps 2-6], [MRT, chap 3]
Apr 3 VC dimension (notes) [KV, chap 3], [SSS, chaps 2-6], [MRT, chap 3]
Apr 7 Rademacher complexity (notes) Avrim Blum's notes, [SSS, chap 26], [MRT, chap 3]
Apr 10 Intro online learning (notes) [AHK survey], [Hazan, Ch 1]
Apr 14 Applications of experts (notes) Bobby Kleinberg lecture notes
Apr 17 + 21 Applications, cont. + Follow the perturbed leader (notes) FTPL by Kalai and Vempala
Apr 21 + 24 Intro to online convex optimization (notes)

In the above list:


Course Details

Instructors: Nikhil Devanur and Anna Karlin
Time: Mondays and Fridays in CSE 403, 11:00am -- 12:20pm

Course content: Inspired by the recent and current special semesters at the Simons Institute for Theoretical Computer Science, we will explore some of the key themes and approaches to handling uncertainty in algorithm design and analysis, with particular emphasis on basics of learning theory and online learning. Topics to be covered will be selected from:

Course evaluation: 2-4 homeworks and a small project.

Background expected: Mathematical maturity, basics of probability and undergraduate level algorithms.


Resources

Videos and courses

Books

  1. Foundations of machine learning by Mohri, Rostamizadeh and Talwalkar.
  2. Understanding Machine learning: from theory to algorithms, by Shalev-Schwartz and Ben-David
  3. Online convex optimization by Elad Hazan
  4. Convex optimization: algorithms and complexity by Sebastien Bubeck
  5. Prediction, learning and games by Cesa-Bianchi and Lugosi
  6. Regret analysis of stochastic and nonstochastic multi-armed bandit problems by Bubeck and Cesa-Bianchi
  7. The design of competitive online algorithms via a primal-dual approach by Buchbinder and Naor