Statistical Learning

Lecturer: Michael Vogt

Exercises: Manuel Rosenbaum

General Informations:

Lectures: 2 SWS: Tuesday 14:00  - 16:00; Helmholtzstraße 18, Room 120
Exercises: 1 SWS: Thursday, 12:00 - 14:00; N24, Room 226
Contents:
1. Classification and Regression Problems
- Statistical decision theory
- Binary classification
- Logistic regression

2. Technical Tools
- Exponential inequalities
- Concentration inequalities
- Subgaussian random variables

3. Uniform Convergence and Generalization
- Classification with 0-1-loss
- Convex relaxation for classification
- Regression

4. Neural Networks
- Definition of deep neural networks
- Statistical model
- Generalization bounds based on Rademacher complexity
- Approximation theory
- Convergence rates