9/3 | Administrivia, ML basics, ML as optimization | Read: BCN {Chapters 1, 2}, EH {Chapter 1}, CPA {Intro slides} |
9/5 | ML as optimization, Convexity | Read: BCN {Chapters 1, 2}, EH {Chapter 1}, CPA {Intro slides} |
9/10 | Convexity | Read: MJ {Chapter 1}, EH {Chapter 2, till Section 2.1} |
9/12 | Convexity |
Read: MJ {Chapter 1}, EH {Chapter 2, till Section 2.1}
Lecture 4 notes |
9/17 | Convexity |
Read: MJ {Chapter 1}, EH {Chapter 2, till Section 2.1}
Lecture 5 notes |
9/19 | Gradient descent |
Read: MJ {Chapter 2}
Lecture 6 notes |
9/24 | Gradient descent |
Read: MJ {Chapter 2}
Lecture 7 notes |
9/26 | Projected gradient descent |
Read: MJ {Chapter 3, till Section 3.4}
Lecture 8 notes |
10/1 | Projected gradient descent |
Read: MJ {Chapter 4 and chapter 5, section 5.1}
Lecture 9 notes |
10/3 | Stochastic gradient descent |
Read: MJ {Chapter 5}
Lecture 10 notes |
10/8 | Stochastic gradient descent |
Read: MJ {Chapter 5}
Lecture 11 notes |
10/10 | Stochastic gradient descent |
Read: MJ {Chapter 5}
Lecture 12 notes |
10/15 | Minibatched SGD, Variance reduction methods | Read: MJ {Chapter 5, section 5.6}, CPA {Nov 29 lecture slides} |
10/17 | In-class midterm | |
10/22 | SAG, SAGA, SVRG |
Read: CPA {Nov 29 lecture slides}
SVRG paper Lecture 14 notes |
10/24 | Class cancelled, make up class TBD | |
10/29 | SVRG |
Read: SVRG paper
Lecture 15 notes |
10/31 | Wrap up analysis of SVRG; Frank-Wolfe algorithm |
Read: SVRG paper, CMJ {Slides for lecture #9}, CEH {Lecture 7 notes}
Lecture 16 notes |
11/5 | No class (university holiday) | |
11/8 | Class cancelled; make up class on 11/9 | |
11/9 | Frank-Wolfe algorithm; Accelerated Gradient Descent | CMJ {Slides for lecture #9}, CEH {Lecture 7 notes}, CMH {Lecture 7 notes} |
uni.pdf
where uni
is replaced with your UNI (e.g., abc1234.pdf
), on Courseworks by 1:00 pm of the specified due date. If any code is required, separate instructions will be provided.
9/12 | Homework 1 [hw1.tex, also needs __includes.tex]. Solution. | Due: 9/26 by 1:00 pm. |
9/26 | Homework 2 [hw2.tex, also needs __includes.tex]. Solution. | Due: 10/12 by 1:00 pm. |
9/26 | Homework 3 [hw3.tex, also needs __includes.tex]. | Due: 11/14 by 1:00 pm. |