Schedule
CS B659: Stochastic optimization for machine learning
Class schedule
This schedule is tentative and may change throughout the semester.
Additional readings/background can be obtained from Elad Hazan's free new textbook draft: (http://ocobook.cs.princeton.edu Links to an external site.)
A superset of the papers we will consider: readings.pdf Download readings.pdf
A useful reference for optimization: http://stanford.edu/~boyd/cvxbook/
| Week | Date | Lecture and Readings | Deadlines |
| 1 | Jan 11 |
Introductory lecture: Lec1-Introduction.pdf Download Lec1-Introduction.pdf A nice set of slides relating different areas: http://ttic.uchicago.edu/~nati/Publications/ICML10tut.pdf Background reading: Chapters 1-3 of Hazan's book (http://ocobook.cs.princeton.edu) "The Tradeoffs of Large Scale Learning", Bottou and Bousquet, 2008: NIPS 2008 Bousquet.pdf Download NIPS 2008 Bousquet.pdf Additional (optional): "Online learning and online convex optimization", Shai Shalev-Shwartz, 2012: FNT in Machine Learning 2012 Shalev-Shwartz.pdf Download FNT in Machine Learning 2012 Shalev-Shwartz.pdf |
Assignment 1 released |
| 2 | Jan 18 | No classes: MLK day | |
| 3 | Jan 25 |
Discussion (with shared thought questions and discussion points from fellow classmates in readings_1.rtf Download readings_1.rtf): - "The Tradeoffs of Large Scale Learning", Bottou and Bousquet, 2008 - Online convex optimization framework Readings for next week: - "A stochastic gradient method with an exponential convergence rate for finite training sets", Roux et al., 2012: NIPS 2012 Roux.pdf Download NIPS 2012 Roux.pdf - [Optional] "Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)", Bach and Moulines, 2013: NIPS 2013 Bach.pdf Download NIPS 2013 Bach.pdf |
Assignment 1 due on Wednesday Assignment 2 released |
| 4 | Feb 1 |
Discussion: (with shared thought questions and discussion points from fellow classmates in: readings_2.rtf Download readings_2.rtf) "A stochastic gradient method with an exponential convergence rate for finite training sets", Roux et al., 2012: NIPS 2012 Roux.pdf Download NIPS 2012 Roux.pdf Readings for next week: "Taming the Monster: A Fast and Simple Algorithm for Contextual Bandits", Agarwal et al. http://arxiv.org/abs/1402.0555 |
|
| 5 | Feb 8 |
Discussion: (with shared thought questions and discussion points from fellow classmates in: readings_3.rtf Download readings_3.rtf) "Taming the Monster: A Fast and Simple Algorithm for Contextual Bandits", Agarwal et al. http://arxiv.org/abs/1402.0555 Links to an external site. Links to an external site. Project discussions in pairs Readings for next week: "Train faster, generalize better: Stability of stochastic gradient descent", Hardt et al., http://arxiv.org/pdf/1509.01240v1.pdf |
Assignment 2 due on Friday |
| 6 | Feb 15 |
Discussion (with shared thought questions and discussion points from fellow classmates in: readings_4.rtf Download readings_4.rtf): "Train faster, generalize better: Stability of stochastic gradient descent", Hardt et al., http://arxiv.org/pdf/1509.01240v1.pdf No new reading for next week Talk assignment: Tor Lattimore's talk about online learning http://cs-colloq.soic.indiana.edu/future-talks/ |
Project Proposal due on Friday |
| 7 | Feb 22 |
Review previous readings from 2:30 - 3:30 p.m., with class moved to LH 325 Talk at 4 p.m.: Grigory Yaroslavtsev http://cs-colloq.soic.indiana.edu/future-talks/ |
|
| 8 | Feb 29 |
Student presentations about projects begin Readings for next week: "Investigating practical, linear temporal difference learning", White and White, 2016: white2016investigating.pdf Download white2016investigating.pdf "Online dictionary learning for sparse coding", Mairal et al., 2009: mairal2009online.pdf Download mairal2009online.pdf |
Project presentation due |
| 9 | Mar 7 |
Discussion: "Investigating practical, linear temporal difference learning", White and White, 2016: white2016investigating.pdf Download white2016investigating.pdf "Online dictionary learning for sparse coding", Mairal et al., 2009: mairal2009online.pdf Download mairal2009online.pdf No new readings for after spring break |
|
| 10 | Mar 14 |
No classes: Spring break |
|
| 11 | Mar 21 |
Overview discussion topics: discussion_march21.rtf Download discussion_march21.rtf Readings for next week: "Knows What It Knows: A Framework For Self-Aware Learning", Li et al., 2008: Li08Knows.pdf Download Li08Knows.pdf
|
Assignment 2 results: results_assignment2.pdf Download results_assignment2.pdf |
| 12 | Mar 28 |
Discussion (with shared thought questions and discussion points from fellow classmates in: readings_6.rtf Download readings_6.rtf): "Knows What It Knows: A Framework For Self-Aware Learning", Li et al., 2008: Li08Knows.pdf Download Li08Knows.pdf Readings for next week: "Fast Gradient-Descent Methods for Temporal-Difference Learning with Linear Function Approximation", Sutton et al., 2009 http://www.machinelearning.org/archive/icml2009/papers/546.pdf (Links to an external site.) "Investigating practical, linear temporal difference learning", White and White, 2016: white2016investigating.pdf Download white2016investigating.pdf |
|
| 13 | Apr 4 |
Discussion (with shared thought questions and discussion points from fellow classmates in: readings_7.rtf Download readings_7.rtf): "Fast Gradient-Descent Methods for Temporal-Difference Learning with Linear Function Approximation", Sutton et al., 2009 http://www.machinelearning.org/archive/icml2009/papers/546.pdf (Links to an external site.) "Investigating practical, linear temporal difference learning", White and White, 2016: white2016investigating.pdf Download white2016investigating.pdf Discuss projects for 1 hour (good initial draft for Monday) |
|
| 14 | Apr 11 |
Advice on projects: Lec5-ProjectAdvice.pdf Download Lec5-ProjectAdvice.pdf Discussion on experimental design: readings_8.rtf Download readings_8.rtf |
Initial project draft due on Monday Feedback on other projects due by end of the week |
| 15 | Apr 18 |
Project presentations (tentative ordering): Vincent Alex Yangchen Kai Erfan |
Project presentations due |
| 16 | Apr 25 |
Project presentations (tentative ordering): Bardia and Mohsen Yisu and Zhenhua Eman and Srijita Raksha and Tasneem |
Project presentations due |
| 17 | May 2 |
No Exam |
Projects due |