Advanced Algorithms (Fall 2022)

General Information

Instructor:

Chihao Zhang

Time:

Monday
12:55 - 15:40

Location:

东下院 111

Office Hour:

Monday
7:00 pm - 10:00 pm
Software Building 1402-2

References

See topics and references

Lecture Notes

[Dec 23][notes] Torpid Mixing, Cheeger's Inequality
[Dec 16][notes] FTMC for Reversible Chains, Relaxation Time, Graph Expansion
[Dec 12][notes] Reversible Chains, Metropolis Algorithm, Spectral Decomposition
[Dec 09][notes] Proof of FTMC, Mixing Time, Applications of Coupling
[Dec 02][notes] Discrete Markov Chains, Fundamental Theorem of Markov Chains, Coupling
[Nov 25][notes] Mirror Descent, Optimal Regret for Experts Problem
[Nov 18][notes] Learning with Expert Advice, Adversarial MAB
[Nov 11][notes] Convex Optimization, Online Gradient Descent
[Nov 04][notes] Introduction to Online Learning
[Oct 21][notes] Multi-Armed Bandit, Explore-Then-Commit, Upper Confidence Bounds
[Oct 14][notes] Proof and Applicationns of Optional Stopping Theorem
[Sep 30][notes] Azuma-Hoeffding, McDiarmids, Optional Stopping Theorem
[Sep 23][notes] Hoeffding Inequality, Martingales
[Sep 16][notes] Introduction, Morris's Algorithm, Concentration