Schedule

Overview

Aug 27

Lecture Overview

• Notes

• Reading: Chapters 1.1

• Optional Reading: Chapters 8.1.1, 8.1.2, 8.2.1, 8.2.2

• Notebook for Spam vs Ham

Sep 1

No Class Labor Day

Probability & Statistics

Sep 3

Lecture Review: Discrete + Continuous Probability

• Notes for Review - Updated

• Reading: Chapters 6.1, 6.2

HW1 Out Homework 1

Sep 8

Lecture Review: Discrete + Continuous Probability

• Notes for Review - Updated

• Reading: Chapters 6.3, 6.4

Sep 10

Lecture Fundamentals: Mean and Variance

• Notes for Fundamentals - Updated

• Reading: Chapters 6.4

HW1 Due HW2 Out Homework 2

Sep 15

Lecture Fundamentals: Gaussian Distribution, Exponential Distributions and Conjugacy

• Notes for Fundamentals - Updated

• Notebook

• Reading: 6.5, 6.6

Sep 17

Lecture Fundamentals: Concentration inequalities (Markov, Chebyshev, WLLN)

• Notes for Concentration - 1

• Notebook

HW2 Due HW3 Out Homework 3

Sep 22

Lecture Fundamentals: Concentration inequalities (Sub-gaussian, Hoeffding)

• Notes for Concentration - 2

Sep 24

Lecture Example: Generalization bounds

• Notes for Generalization Bounds

Sep 26

HW3 Due

Sep 29

Exam Midterm 1 (Covering materials up to and including Concentration - 1)

Linear & Functional Analysis

Oct 1

Lecture Review: Linear Algebra

• Reading: Chapters 2.2, 2.4

• Notes for Linear Algebra Review - 1

• HW4 Out Homework 4

Oct 6

Lecture Review: Linear Algebra

• Reading: Chapters 2.5, 2.6

• Notes for Linear Algebra Review - 2

Oct 8

Lecture Fundamentals: Change of Basis

• Reading: Chapter 2.7

• Notes for Change of Basis

HW4 Due

Oct 13

Lecture Fundamentals: Inner product spaces and Projections

• Reading: Chapters 3.1–3.8

• Notes for Inner product spaces and Projections - updated

Oct 15

Lecture Fundamentals: Eigendecomposition and PCA

• Reading: Chapters 4.1, 4.2, 4.4

• Notes for Eigendecomposition and PCA - updated

HW5 Out Homework 5

Oct 20

Lecture Example: Functional analysis, Hilbert spaces, Kernels

• Reading: Chapter 12.4

• Notes for Functional Analysis

Oct 22

Lecture Example: Representer theorems

HW5 Due

• Notes for Representer Theorem

Oct 27

Exam Midterm 2

Calculus & Optimization

Oct 29

Lecture Review: Multivariate calculus

• Reading: Chapters 5.1–5.4

• Notes for Multivariate Calculus - 1 - Updated

• Notebook

HW6 Out Homework 6

Nov 3

Lecture Review: Multivariate calculus

• Reading: Chapters 5.5–5.7

• Notes for Multivariate Calculus - 2 - Updated

Nov 5

Lecture Fundamentals: Multivariate Taylor Series

• Reading: Chapters 5.8–5.9

• Notes for Multivariate Taylor Series

HW6 Due HW7 Out Homework 7 - Corrected

Nov 10

Lecture Fundamentals: Convex Optimization

• Reading: Chapter 7.3

• Notes for Convex Optimization

• Notebook

Nov 12

Lecture Example: Gradient Descent Convergence

• Notes for Gradient Descent Convergence

HW7 Due HW8 Out Homework 8

Nov 17

Lecture Example: SGD Convergence

• Notes for SGD Convergence

• Notebook

Nov 19

Lecture Fundamentals: Practical Aspects of Gradient Descent

• Notes for Practical GD

• Gemini Interactive Demo

HW8 Due HW9 Out Homework 9

Nov 24

Lecture Constrained Optimization

• Notes for Constrained Optimization

Nov 26

No Class Friday Schedule

Dec 1

TA Session

HW9 Due HW10 Out Homework 10

Dec 3

Exam Midterm 3

Dec 8

No Class

Dec 10

HW10 Due