Numerical Algorithms for Computing and Machine Learning

3-0-9 units · Graduate

Broad survey of numerical methods used in graphics, vision, robotics, machine learning, and scientific computing, with emphasis on incorporating these algorithms into downstream applications. Focuses on challenges that arise in applying/implementing numerical algorithms and recognizing which numerical methods are relevant to different applications. Topics include numerical linear algebra (QR, LU, SVD matrix factorizations; eigenvectors; conjugate gradients), ordinary and partial differential equations (divided differences, finite element method), and nonlinear systems and optimization (gradient descent, Newton/quasi-Newton methods, gradient-free optimization, constrained optimization). Examples and case studies drawn from the computer science and machine learning literatures.