Topics in Artificial Intelligence and Machine Learning
Introduction
Yunwen Lei
Department of Mathematics, The University of Hong Kong
January 17, 2025
Course Information
Course Syllabus
Time: Wednesday 6:30pm-9:20pm (2 breaks)
Assessment: 3 homework assignments and 1 class test (50%), and final exam
(50%)
▶ 1st assignment: Concentration inequality and complexity analysis
▶ 2nd assignment: Convex analysis and algorithmic stability
▶ 3rd assignment: learning theory, Multiclass learning, min-max optimization
▶ We will give you two weeks to finish each assignment
Class test: March 19, 2 hour exam in class (tentative)
Moodle will be used for course communication, announcements, homework
assignments, etc.
Course Syllabus: Content (tentative)
Statistical Learning Theory (3 or 4 weeks)
▶ Optimization and generalization
▶ Concentration inequality
▶ Complexity measures
Algorithmic Stability (3 or 4 weeks)
▶ Convex analysis
▶ Algorithmic stability
▶ Regularization schemes
▶ Stochastic gradient descent
Multi-class learning and optimization (1 week)
Min-max optimization (1 week)
Online gradient descent (1 week)
Goal of this course
Demonstrate in-depth and comprehensive understanding of statistical learning
theory
Gain training for solving new problems at the interface of machine learning and
optimization
Course Syllabus
Instructor: Dr. Yunwen Lei
▶ Office: Room 319, Run Run Shaw Building
▶ Email: leiyw@[Link]
▶ Consultation hours:
Tuesday 4:00 pm - 5:30 pm
Thursday 3:00 pm - 4:30 pm
Tutor: Mr. Yufeng Xie
▶ Office: Room 217, Run Run Shaw Building
▶ Email: [Link]@[Link]
Prerequisites: calculus, linear algebra, probability theory (basic).
Course materials: lecture slides and lecture notes
Course Syllabus
Medium level
1 Shalev-Shwartz, Shai, and Shai Ben-David. Understanding machine learning: From
theory algorithms. Cambridge university press, 2014.
2 Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar. Foundations of
Machine Learning. MIT Press, Second Edition, 2018.
Advanced level
1 Bach, Francis. [Link] theory from first principles. MIT press,