Convex Optimization and Applications in Machine Learning

Harvard FAS

This course focuses on recognizing, formulating, and solving convex optimization problems. We will introduce basic convex analysis, discuss convex optimization theory, introduce algorithms for solving convex optimization problems, and touch on some advanced topics. We will explore all these in the context of machine learning applications, as almost every machine learning problem can be formulated as an optimization problem. The objective is to provide students with the theoretical training to…