| Date | Lecture |
|---|---|
| 14.02.2023 | Intro to prediction with expert advice. Examples. The weighted majority algorithm |
| 21.02.2023 | The randomized weighted majority algorithm. The multiplicative weights algorithm |
| 28.02.2023 | Analysis of weighted average forecasters. The exponentially weighted average forecaster |
| 07.03.2023 | The optimal bound for the exponentially weighted average forecaster |
| 14.03.2023 | The exponentially weighted average forecaster with a time-varying parameter. The gradient-based algorithm |
| 21.03.2023 | Seminar: Student's talk concerning the polynomially weighted average forecaster |
| 28.03.2023 | The set-up of online convex optimization. Basic methods |
| 04.04.2023 | Seminar: Student's talk on some online algorithms |
| 11.04.2023 | Online gradient descent |
| 18.04.2023 | Seminar: Student's talk on some online algorithms |
| 25.04.2023 | Intro to multi-armed bandits. Stochastic bandits: EF, EG, UCB |
| 02.05.2023 | Adversarial multi-armed bandits. EXP3 |
| Date | Homework | Deadline |
|---|---|---|
| 07.03.2023 | Prediction with Expert Advice | 10.04.2023, 12:00 |
| 20.04.2023 | Online Portfolio Selection | 08.05.2023, 23:30 |
| 12.05.2023 | Final Test | 12.05.2023, 19:10 |