263-5300-00L  Guarantees for Machine Learning

SemesterSpring Semester 2020
LecturersF. Yang
Periodicityyearly recurring course
Language of instructionEnglish



Courses

NumberTitleHoursLecturers
263-5300-00 VGuarantees for Machine Learning
Special selection process. Preference is given to Masters and Doctorate students. If need be other criteria are degree program and previous courses taken.
2 hrs
Wed08:15-10:00CAB G 51 »
F. Yang
263-5300-00 AGuarantees for Machine Learning2 hrsF. Yang

Catalogue data

AbstractThis course teaches classical and recent methods in statistics and optimization commonly used to prove theoretical guarantees for machine learning algorithms. The knowledge is then applied in project work that focuses on understanding phenomena in modern machine learning.
ObjectiveThis course is aimed at advanced master and doctorate students who want to understand and/or conduct independent research on theory for modern machine learning. For this purpose, students will learn common mathematical techniques from statistical learning theory. In independent project work, they then apply their knowledge and go through the process of critically questioning recently published work, finding relevant research questions and learning how to effectively present research ideas to a professional audience.
ContentThis course teaches some classical and recent methods in statistical learning theory aimed at proving theoretical guarantees for machine learning algorithms, including topics in

- concentration bounds, uniform convergence
- high-dimensional statistics (e.g. Lasso)
- prediction error bounds for non-parametric statistics (e.g. in kernel spaces)
- minimax lower bounds
- regularization via optimization

The project work focuses on active theoretical ML research that aims to understand modern phenomena in machine learning, including but not limited to

- how overparameterization could help generalization ( interpolating models, linearized NN )
- how overparameterization could help optimization ( non-convex optimization, loss landscape )
- complexity measures and approximation theoretic properties of randomly initialized and
trained NN
- generalization of robust learning ( adversarial robustness, standard and robust error tradeoff )
- prediction with calibrated confidence ( conformal prediction, calibration )
Prerequisites / NoticeIt’s absolutely necessary for students to have a strong mathematical background (basic real analysis, probability theory, linear algebra) and good knowledge of core concepts in machine learning taught in courses such as “Introduction to Machine Learning”, “Regression”/ “Statistical Modelling”. It's also helpful to have heard an optimization course or approximation theoretic course. In addition to these prerequisites, this class requires a certain degree of mathematical maturity—including abstract thinking and the ability to understand and write proofs.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits5 credits
ExaminersF. Yang
Typegraded semester performance
Language of examinationEnglish
RepetitionRepetition only possible after re-enrolling for the course unit.
Additional information on mode of examinationLast cancellation/deregistration date for this graded semester performance: second Friday in March! Please note that after that date no deregistration will be accepted and a "no show" will appear on your transcript.

one Midterm exam (50%)
Homework (10%)
Course project (40%)

Learning materials

 
Main linkInformation
Only public learning materials are listed.

Groups

No information on groups available.

Restrictions

PlacesLimited number of places. Special selection procedure.
Waiting listuntil 08.03.2020
End of registration periodRegistration only possible until 01.03.2020

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