Some references for the topics covered in my lectures. LECTURE 1 - Rademacher complexity. Main reference: @article{bartlett2003rademacher, title={Rademacher and Gaussian complexities: Risk bounds and structural results}, author={Bartlett, P.L. and Mendelson, S.}, journal={The Journal of Machine Learning Research}, volume={3}, pages={463--482}, year={2003}, publisher={JMLR.org} } Lecture notes: Shai Shalev-Shwartz, Lecture 7 in www.cs.huji.ac.il/~shais/Handouts.pdf Sham Kakade (www.tti-c.org/tewari/lectures/lecture9.pdf and www.tti-c.org/tewari/lectures/lecture17.pdf) LECTURE 2 - Online gradient descent Lecture notes: Shai Shalev-Shwartz, Lecture 10 in www.cs.huji.ac.il/~shais/Handouts.pdf and Lecture 6 in www.cs.huji.ac.il/~shais/Handouts2010.pdf LECTURE 3 - Online to batch conversion. Main reference: @article{cesa2004generalization, title={On the generalization ability of on-line learning algorithms}, author={Cesa-Bianchi, N. and Conconi, A. and Gentile, C.}, journal={Information Theory, IEEE Transactions on}, volume={50}, number={9}, pages={2050--2057}, year={2004}, publisher={IEEE} } Lecture notes: Sham Kakade, (www.tti-c.org/tewari/lectures/lecture13.pdf)