Reference Material : (more references and specific links will be added as we go)

1. Statistical Learning and Sequential Prediction, A. Rakhlin and K. Sridharan [pdf]

2. Introduction to Statistical Learning Theory, O. Bousquet, S. Boucheron, and G. Lugosi [pdf]

3. Prediction Learning and Games, N. Cesa-Bianchi and G. Lugosi [link]

4. Understanding Machine Learning From Theory to Algorithms, S. Ben David and S. Shalev-Shwartz [link]

5. Introduction to Online Convex Optimization, Elad Hazan [link]

6. Concentration inequalities, S. Boucheron, O. Bousquet, and G. Lugosi [pdf]

7. A Gentle Introduction to Concentration Inequalities, K. Sridharan [pdf]

8. On the Vapnik-Chervonenkis-Sauer Lemma by Leon Bottou [link]