Statistical Learning and Sequential Prediction
by Alexander Rakhlin, Karthik Sridharan
Publisher: University of Pennsylvania 2014
Number of pages: 261
Description:
This course will focus on theoretical aspects of Statistical Learning and Sequential Prediction. The minimax approach, which we emphasize throughout the course, offers a systematic way of comparing learning problems. Beyond the theoretical analysis, we will discuss learning algorithms and, in particular, an important connection between learning and optimization.
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