Online Learning

Content

• Application - mind reading machine

• Convex optimization problem

  • Stochastic gradient descent
  • Connections to Perceptron

• Expected loss bound

  • Loss guarantees

• Strong convexity

  • Definition
  • Regret bounds a la Bartlett and Hazan

• Multiplicative updates

  • Experts framework
  • Halving algorithm
  • Convergence proof

Supplementary material

Slides in PDF and Keynote coming soon. If you want to extract the equations from the slides you can do so by using LaTeXit, simply by dragging the equation images into it. ## Videos

See the YouTube playlist for available lecture videos. This is unedited video straight from a Lumix GF2 with a 20mm lens which should explain the sound (it doesn’t have a dedicated audio input) … But it should help as a supplement with the slides (YouTube typically makes the 1080i version available within 1 week of the upload).