Online Learning Algorithms

This webpage provides textbooks, lectures and assignments of this course.

Textbooks & Referenced Lecture Notes

A Modern Introduction to Online Learning. Francesco Orabona. 2022. arXiv:1912.13213. DOI: 10.48550/arXiv.1912.13213 [link]
Introduction to Online Convex Optimization. 2nd Edition. Elad Hazan. Cambridge University Press, 2022. The MIT Press. [cover]

Grading policy

Attendance (20%)
Course Interactions (10%)
Coding Project (10%)
Midterm Presnetation/Report (30%)
Final Paper Presentation (30%)

Lectures and assignments

Introduction [slides]
Online (sub)-Gradient Descent [slides]
Multiplicative-Weight Update [slides]
Gradient Descent with Strong Convexity [slides]
Online-to-Batch Conversion [slides]
Follow-The-Regularized Leader [slides]
Stochastic Multi-Armed Bandits [slides]
Dual Norms [slides]
Fenchel Conjugates [slides]
Online Mirror Descent (I) [slides]
Online Mirror Descent (II) [slides]
Other Selected Topics

Please feel free to use the slides as long as giving appropriate credit to the author!
Any question is welcome.
Please contact Joseph, Chuang-Chieh Lin (Email to: josephcclin_AT_gms_tku_edu_tw)