'This book gives a systematic treatment of the modern mathematical techniques that are commonly used in the design and analysis of machine learning algorithms. Written by a key contributor to the field, it is a unique resource for graduate students and researchers seeking to gain a deep understanding of the theory of machine learning.' Shai Shalev-Shwartz, Hebrew University of Jerusalem
1. Introduction; 2. Basic probability inequalities for sums of independent random variables; 3. Uniform convergence and generalization analysis; 4. Empirical covering number analysis and symmetrization; 5. Covering number estimates; 6. Rademacher complexity and concentration inequalities; 7. Algorithmic stability analysis; 8. Model selection; 9. Analysis of kernel methods; 10. Additive and sparse models; 11. Analysis of neural networks; 12. Lower bounds and minimax analysis; 13. Probability inequalities for sequential random variables; 14. Basic concepts of online learning; 15. Online aggregation and second order algorithms; 16. Multi-armed bandits; 17. Contextual bandits; 18. Reinforcement learning; A. Basics of convex analysis; B. f-Divergence of probability measures; References; Author index; Subject index.