B9145: Reliable Statistical Learning

Hongseok Namkoong, Columbia University, Fall 2020

Course Schedule (subject to change)

Topics Lecture Notes Readings
Sep 8 course overview slides, annotated slides, bdd-diff-notes Ch. 2, Wainwright (2019)
Sep 15 generalization bounds notes Ch. 4.2-4.3, 5, Wainwright (2019)
Sep 22 M-estimation, SGD notes Ch. 5, van der Vaart (1998),
Ch. 2-3, Duchi (2016)
Sep 29 information theoretic lower bounds notes Ch. 15, Wainwright (2019), Yu (1997),
Stoch. opt.: Ch. 5, Duchi (2016), Agarwal et al. (2012)
Oct 6 distributional robustness notes-1, notes-2 Blanchet and Murthy (2019)
Oct 13 distributional robustness notes Ch. 6.3, Shapiro et al. (2014), Blanchet et al. (2019),
Duchi and Namkoong (2019)
Oct 27 adversarial training notes Wong and Kolter (2018), Raghunathan et al. (2018)
Nov 10 ethics in ML, fairness definitions slides Gebru and Denton (2020), Chouldechova (2017), Kleinberg et al. (2017)
Nov 17 Ludwig Schmidt: benchmarking slides Recht et al. (2019)
Nov 24 subpopulations & DRO slides Corbett-Davies and Goel (2018),
Ch. 6.3, Shapiro et al. (2014), Duchi and Namkoong (2020)
Dec 1 causality slides, annotated slides Imbens and Rubin (2015)
Dec 8 causality slides, annotated slides Yadlowsky et al. (2018)



Email the instructor if you want access to lecture recordings.

References

  • Martin J. Wainwright. High-dimensional statistics: A non-asymptotic viewpoint. Vol. 48. Cambridge University Press, 2019.

  • Aad W. van der Vaart. Asymptotic Statistics. Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge University Press, 1998.

  • Alexander Shapiro, Darinka Dentcheva, and Andrzej Ruszczynski. Lectures on Stochastic Programming: Modeling and Theory. Second Edition. SIAM and Mathematical Programming Society, 2014.