B9145: Reliable Statistical Learning

Hongseok Namkoong, Columbia University, Spring 2023

Course Schedule

Date Topics Lecture Notes Readings
Jan 26 course overview slides, annotated slides
Feb 2 generalization bounds scribe notes, handwritten notes Ch. 2, 4.2-4.3, 5, Wainwright (2019)
Feb 9 SGD, information theoretic lower bounds scribe notes, handwritten notes, Minimax lower bound notes: Ch 5, Duchi (2016) Ch. 2, Duchi (2016), Ch. 15, Wainwright (2019), Yu (1997), Agarwal et al. (2012)
Feb 16 implementation Intro to PyTorch, Cifar demo: Image classification, CLIP demo, Policy optimization
Feb 23 domain adaptation slides from Tatsu Hashimoto Ben-David et al. (2006), Ganin et al. (2016), Sun and Saenko (2016)
Mar 1 distributionally robustness optimization scribe notes, notes, slides Duchi and Namkoong (2022), Blanchet and Murthy (2019), Duchi and Namkoong (2019), Blanchet et al. (2019)
Mar 8 Wasserstein DRO, empirical phenomena in robustness scribe notes, empirical phenomena slides Taori et al. (2020), additional references
Mar 30 pretraining and foundation models slides Radford et al. (2021)
April 6 ethics, accountability, and fairness introduction, multicalibration, subgroup gerrymandering Hebert-Johnson et al. (2018), Kearns et al. (2017), Kearns et al. (2018)
April 13 fairness definitions (cont.) and causal inference fairness, causality Corbette-Davies et al. (2023)
April 20 semiparametrics and sensitivity analysis semiparametrics, sensitivity, targeting Imbens and Rubin (2015), Yadlowsky et al. (2022)



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.