Monthly Archives: May 2016

Notes on least-squares, part II

As promised at the end of Part I, I will give some intuition for the Bach and Moulines analysis of constant step size SGD for least-squares. Let us recall the setting. Let be a pair of random variables with where … Continue reading

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Bandit theory, part II

These are the lecture notes for the second part of my minicourse on bandit theory (see here for Part 1). The linear bandit problem, Auer [2002] We will mostly study the following far-reaching extension of the -armed bandit problem. Known … Continue reading

Posted in Optimization, Probability theory | 4 Comments

Bandit theory, part I

This week I’m giving two 90 minutes lectures on bandit theory at MLSS Cadiz. Despite my 2012 survey with Nicolo I thought it would be a good idea to post my lectures notes here. Indeed while much of the material … Continue reading

Posted in Optimization, Probability theory | 6 Comments

COLT 2016 accepted papers

Like previous years (2014, 2015) I have compiled the list of accepted papers for this year’s edition of COLT together with links to the arxiv submission whenever I could find one. These 63 papers were selected from about 200 submissions … Continue reading

Posted in Conference/workshop | 1 Comment