Optimization for Machine Learning

3-0-9 units · Graduate

Optimization algorithms are central to all of machine learning. Covers a variety of topics in optimization, with a focus on non-convex optimization. Focuses on both classical and cutting-edge results, including foundational topics grounded in convexity, complexity theory of first-order methods, stochastic optimization, as well as recent progress in non-Euclidean optimization, deep learning, and beyond. Prepares students to appreciate a broad spectrum of ideas in OPTML, learning to be not only informed users but also gaining exposure to research questions in the area.