Consultation hours

Current courses

##### Send me an email to schedule an appointment online.

##### Topics in Statistical Learning Theory

##### (Modern Methods of Decision Making)

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##### Main reference:

##### These lectures: (link)

##### Older lecture notes: (link)

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##### Journal:

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##### Lecture 14:

##### First order methods for online convex optimization

Notes: [pdf]

##### Lecture 13:

##### The exponentially weighted average (EWA) forecaster

Notes: [pdf]

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##### Lecture 12:

##### Introduction to online learning

##### Notes: [pdf]

##### Lecture 11:

##### Stochastic optimization

##### Notes: [pdf]

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##### Lectures 9 and 10:

##### Mirror descent

Notes: [pdf]

Pinsker's inequality: [pdf]