CS861: Theoretical Foundations of Machine Learning Lecture 26 03 11 2023 Unive

CS861: Theoretical Foundations of Machine Learning Lecture 26 – 03/11/2023 University of Wisconsin–Madison, Fall 2023 Lecture 26: Online Convex Optimization (continued) Lecturer: Kirthevasan Kandasamy Scribed by: Haoyue Bai & Deep Patel Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications. They may be distributed outside this class only with […]

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CS861: Theoretical Foundations of Machine Learning Lecture 10 27 09 2023 Unive

CS861: Theoretical Foundations of Machine Learning Lecture 10 – 27/09/2023 University of Wisconsin–Madison, Fall 2023 Lecture 10: Le Cam’s Method (Some Examples) Lecturer: Kirthevasan Kandasamy Scribed by: Ying Fu, Deep Patel Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications. They may be distributed outside this class only with

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CS861: Theoretical Foundations of Machine Learning Lecture 1 10 20 2023 Univer

CS861: Theoretical Foundations of Machine Learning Lecture 1 – 10/20/2023 University of Wisconsin–Madison, Fall 2023 Lecture 20: Structured Bandits, Martingales Lecturer: Kirthevasan Kandasamy Scribed by: Alex Clinton, Chenghui Zheng Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications. They may be distributed outside this class only with the permission

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1912.13213v6

A Modern Introduction to Online Learning Francesco Orabona Boston University May 30, 2023 arXiv:1912.13213v6 [cs.LG] 28 May 2023 Abstract vi 1 What is Online Learning? 1 1.1 HistoryBits………………………………………… 5 2 Online Subgradient Descent 7 2.1 OnlineLearningwithConvexDifferentiableLosses……………………… 7 2.1.1 ConvexAnalysisBits:Convexity ………………………….. 8 2.1.2 OnlineGradientDescent………………………………. 10 2.2 OnlineSubgradientDescent ………………………………… 12 2.2.1 ConvexAnalysisBits:Subgradients…………………………. 13 2.2.2 AnalysiswithSubgradients …………………………….. 14

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CS861: Theoretical Foundations of Machine Learning Lecture 16 10 11 2023 Unive

CS861: Theoretical Foundations of Machine Learning Lecture 16 – 10/11/2023 University of Wisconsin–Madison, Fall 2023 Lecture 16: Lower bounds for prediction problems, Stochastic Bandits Lecturer: Kirthevasan Kandasamy Scribed by: Ransheng Guan, Haoran Xiong Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications. They may be distributed outside this class

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CS861: Theoretical Foundations of Machine Learning Lecture 23 10 27 2023 Unive

CS861: Theoretical Foundations of Machine Learning Lecture 23 – 10/27/2023 University of Wisconsin–Madison, Fall 2023 Lecture 23: Experts problem (continued), Adversarial bandits Lecturer: Kirthevasan Kandasamy Scribed by: Congwei Yang and Bo-Hsun Chen Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications. They may be distributed outside this class only

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CS861: Theoretical Foundations of Machine Learning Lecture 11 29 09 2023 Unive

CS861: Theoretical Foundations of Machine Learning Lecture 11 – 29/09/2023 University of Wisconsin–Madison, Fall 2023 Lecture 11: Review of Information Theory Lecturer: Kirthevasan Kandasamy Scribed by: Deep Patel, Keran Chen Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications. They may be distributed outside this class only with the

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lecture notes

Lecture Notes on Statistics and Information Theory John Duchi December 6, 2023 1 Introduction and setting 8 1.1 Informationtheory………………………………. 8 1.2 Movingtostatistics ……………………………… 9 1.3 Aremarkaboutmeasuretheory………………………… 10 1.4 Outlineandchapterdiscussion ………………………… 10 2 An information theory review 12 2.1 BasicsofInformationTheory …………………………. 12 2.1.1 Definitions ………………………………. 12 2.1.2 Chainrulesandrelatedproperties …………………… 17 2.1.3 Dataprocessinginequalities: ……………………… 19 2.2 Generaldivergencemeasuresanddefinitions…………………..

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IPS2010

Parametric Bandits: The Generalized Linear Case Sarah Filippi Telecom ParisTech et CNRS Paris, France Aure ́lien Garivier Telecom ParisTech et CNRS Paris, France We consider structured multi-armed bandit problems based on the Generalized Linear Model (GLM) framework of statistics. For these bandits, we propose a new algorithm, called GLM-UCB. We derive finite time, high probability

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