CS773: References

There will be no textbook for this course. Material available from recent books, monographs, and publications will form the majority of reference material for the course.

1. [BVB] S. Boyd and L. Vandenberghe. Convex Optimization, Cambridge University Press, 2004.

2. [BCB] S. Bubeck and N. Cesa-Bianchi. Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems, Foundations and Trends® in Machine Learning, 5(1): 1-122, 2012.

3. [CBL] N. Cesa-Bianchi and G. Lugosi. Prediction, Learning, and Games, Cambridge University Press, 2006.

4. [HZN] E. Hazan. Introduction to Online Convex Optimization. Draft, 2015. [link]

5. [MRT] M. Mohri, A. Rostamizadeh, and A. Talwalkar. Foundations of Machine Learning, The MIT Press, 2012.

6. [SSS] S. Shalev-Shwartz. Online Learning and Online Convex Optimization, Foundations and Trends® in Machine Learning, 4(2): 107-194, 2012.

7. Publications at major machine learning venues such as NIPS, ICML, COLT, AISTATS, and journals such as J. Machine Learning Res., Machine Learning J., and IEEE Trans. Inf. Theory.