Concentration Inequalities with Machine Learning Applications

Lecture slides:

• Concentration Inequalities with Machine Learning Applications
• Organization
• From exponential inequalities to concentration
• Lecture I: from exponential inequalities to concentration
• Lecture I: Roadmap
• Appetizer
• Motivations
• Random interval packings
• Path to Bernstein inequality
• Conventions
• Efron-Stein inequality
• Application of Efron-Stein inequality

Author: Stéphane Boucheron, Lri Orsay