Course Plan

Kickoff

• LessonNo1 The halving algorithm. THe Hedge algorithm, The perceptron algorithm. Laplace law of succession. Add 1/2 rule.
• LessonNo2 The Hedge Algorithm, tuning the learning rate.

Online lossless compression

• LessonNo3 Lossless compression, the guessing game, Arithmetic coding, cumulative log loss, Shannon lower bound, Universal coding, two part codes.
• LessonNo4 Universal source coding and the Online Bayes algorithm.
• LessonNo5 Predicting a binary sequence almost as well as the optimal biased coin.
• LessonNo6 The context algorithm.

Switching experts

• (2/2/2006) LessonNo7 Vovk's algorithm. Mixable and unmixable loss functions
• (2/7/2006) Instead of class - I recommend you attend ITA
  • Annotated Program
• (2/9/2006) LessonNo8 Switching experts
• (2/14/2006) LessonNo9 Switching within a subset

Other Extensions

• (2/16/2006) LessonNo10 Sleeping Experts
• (2/21/2006) LessonNo11 The non-stochastic multi-arm bandit problem
• (2/23/2006) LessonNo12 Learning in repeated games.

Student Presentations

• (2/28/2006) DanielHsuLesson : Efficient algorithms for online decision problems
• (3/2/2006) EvanEttingerLesson : Online Geometric Optimization in the Bandit Setting
• (3/7/2006) JiaMaoLesson: Online Learning and Online Investing
• (3/9/2006) VadimLyubashevskyLesson: The Binomial Weights Algorithm
• Check out Anup's mind reading applet
• (3/14/2006) SamoryKpotufeLesson: Online conversion to batch and the voted perceptron.
• (3/16/2006) BrianMcFeeLesson
• (3/20/2006) 12:30pm AnupDoshiLesson

-- YoavFreund - 04 Dec 2005

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