Fall 2025
Meeting Schedule
| Date | Room | Topic | Reading | Presenter |
|---|---|---|---|---|
| 8th September | 2-426 | tail and concentration bounds, uniform laws of large numbers | Wainwright (2019): Ch. 2, 4 | SB |
| 22nd September | 2-426 | metric entropy, minimax lower bounds | Wainwright (2019): Ch. 5, 15 | HL |
| 6th October | 2-426 | regularized regression and M-estimation | Wainwright (2019): Ch. 7, 9 | CT |
| 20th October | 2-426 | RKHS, non-parametric least squares | Wainwright (2019): Ch. 12, 13 | CJ |
| 3rd November | 2-426 | non-parametric least squares, supervised learning | Wainwright (2019): 13, Hardt and Recht (2022) Ch. 3 | CJ, NSH |
| 17th November | 2-426 | representations and features, optimization | Hardt and Recht (2022) Ch. 4, 5 | SB |
| 8th December | FXB-G03 | generalization, deep learning | Hardt and Recht (2022) Ch. 6, 7 | CT |
This term, we will discuss topics in high-dimensional statistics and statistical machine learning, with material drawn from the texts Wainwright (2019) and Hardt and Recht (2022) (see details below). We will continue along this theme in the following term.
- Wainwright (2019): Ch. 2 (tail and concentration bounds), 4 (uniform laws of large numbers), 5 (metric entropy), 7 (sparse linear models), 9 (regularized M-estimators), 12 (RKHS, including kernel ridge regression), 13 (non-parametric least squares), 15 (minimax lower bounds)
- Hardt and Recht (2022): Ch. 3 (supervised learning), 4 (representation and features), 5 (optimization), 6 (generalization), 7 (deep learning)
References
Hardt, Moritz, and Benjamin Recht. 2022. Patterns, Predictions, and Actions: Foundations of Machine Learning. Princeton University Press. https://mlstory.org/.
Wainwright, Martin J. 2019. High-Dimensional Statistics: A Non-Asymptotic Viewpoint. Cambridge University Press. https://doi.org/10.1017/9781108627771.