| No. | Date | Topic | Notes | References | Remarks |
| 1 | 31 Dec 2015 | Introduction to the course | [PDF] | | No notes
Slides uploaded |
| 2 | 5 Jan 2016 | Preliminaries: Convex Analysis | [PDF] | [BVB] 2.1–2.3 | |
| 3 | 7 Jan 2016 | Preliminaries: Convex Analysis, Probability Theory | [PDF] | [BVB] 2.1–2.3 |
|
| Online Prediction with Full Feedback |
| 4 | 12 Jan 2016 | Online Parameter Estimation | [PDF] | | |
| 5 | 14 Jan 2016 | Prediction with Expert Advice | | [MRT] 7.2.1, 7.2.3, 7.6
[SSS] 3.1, 3.4 |
| 6 | 19 Jan 2016 | Online Classification - Perceptron | | [MRT] 7.3.1, 7.6
[SSS] 3.3, 3.4 | Project proposals due |
| 7 | 21 Jan 2016 | Online Classification - Winnow
Online Regression - Widrow-Hoff | | [MRT] 7.3.2, 7.6
[MRT] 10.3.6, 10.4
[SSS] 3.3, 3.4 | |
| 26 Jan 2016 | Institute holiday (Republic Day) | | |
|
| Online Convex Optimization |
| 8 | 28 Jan 2016 | Introduction to convex optimization - I | | [BVB] 9.4 | Assignment 1 out |
| 9 | 2 Feb 2016 | Introduction to convex optimization - II | | [BVB] 9.4
[SSS] 2.2, 2.4 | |
| 10 | 4 Feb 2016 | Follow the Leader, Online Gradient Descent | | [SSS] 2.3, 2.4
[HZN] 5.2, 5.4.1 | |
| 11 | 9 Feb 2016 | Exponentiated Gradient, Regret Lower Bounds | | [HZN] 3.2, 3.6
[HZN] 5.4.2, 5.8 | |
| 12 | 11 Feb 2016 | Online Mirror Descent - I | | [SSS] 2.6, 2.7
[HZN] 5.3, 5.4
[CBL] 11.11 | Assignment 1 due |
| 15 Feb 2016 | Mid semester examination | | | |
| 16 Feb 2016 | Exam week - No class | | | |
| 18 Feb 2016 | Exam week - No class | | | |
| 13 | 23 Feb 2016 | Online Mirror Descent - II | | [SSS] 2.6, 2.7
[HZN] 5.3, 5.4
[CBL] 11.11 | |
| 14 | 25 Feb 2016 | Stochastic Gradient Descent - I | | [HZN] 3.4, 9.2, 9.4
[SSS] 5
[MRT] 7.4, 7.6 | |
| 1 Mar 2016 | Mid-term project presentations | | | |
| 3 Mar 2016 | Techkriti treat - No class | | | Mid term project
reports due
Assignment 2 out |
| 15 | 8 Mar 2016 | Stochastic Gradient Descent - II | | [HZN] 3.4, 9.2, 9.4
[SSS] 5
[MRT] 7.4, 7.6 |
|
| Online Prediction with Bandit Feedback |
| 16 | 10 Mar 2016 | Stochastic Multi-armed Bandits | | | |
| 17 | 15 Mar 2016 | Robbin's Strategy, UCB-1, Thompson Sampling | | | |
| 18 | 17 Mar 2016 | Adversarial Multi-armed Bandits, Exp3 | | | Assignment 2 due |
| 22 Mar 2016 | Mid semester recess | | | Assignment 3 out |
| 24 Mar 2016 | Mid semester recess | | | |
| 19 | 29 Mar 2016 | Linear Bandits, Lin-UCB | | | |
| 20 | 31 Mar 2016 | Contextual Bandits | | | |
| 21 | 2 Apr 2016 | Bandit Optimization, Online Newton Step | | | |
| 22 | 5 Apr 2016 | Online Learning and Game Theory | | | |
| 7 Apr 2016 | Work on project - No class | | | |
| 10 Apr 2016 | | | | Assignment 3 due |
| 12 Apr 2016 | Final project presentations | | | |
| 23 | 14 Apr 2016 | Guest Lecture by Rahul Agrawal
Final project presentations | | | |
| 21 Apr 2016 | End semester examination | |
|