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