CS-439 / 8 credits

Teacher(s): Flammarion Nicolas Henri Bernard, Jaggi Martin

Language: English


Summary

This course teaches an overview of modern optimization methods, for applications in machine learning and data science. In particular, scalability of algorithms to large datasets will be discussed in theory and in implementation.

Content

Keywords

Optimization, Machine learning

Learning Prerequisites

Recommended courses

  • CS-433 Machine Learning

Important concepts to start the course

  • Previous coursework in calculus, linear algebra, and probability is required.
  • Familiarity with optimization and/or machine learning is useful. 

Learning Outcomes

By the end of the course, the student must be able to:

  • Assess / Evaluate the most important algorithms, function classes, and algorithm convergence guarantees
  • Compose existing theoretical analysis with new aspects and algorithm variants.
  • Formulate scalable and accurate implementations of the most important optimization algorithms for machine learning applications
  • Characterize trade-offs between time, data and accuracy, for machine learning methods

Transversal skills

  • Use both general and domain specific IT resources and tools
  • Summarize an article or a technical report.

Teaching methods

  • Lectures
  • Exercises with Theory and Implementation Assignments

Expected student activities

Students are expected to:

  • Attend the lectures and exercises
  • Give a short scientific presentation about a research paper
  • Read / watch the pertinent material
  • Engage during the class, and discuss with other colleagues

Assessment methods

  • Continuous control (course project)
  • Final Exam

In the programs

  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks
  • Semester: Spring
  • Exam form: Written (summer session)
  • Subject examined: Optimization for machine learning
  • Lecture: 2 Hour(s) per week x 14 weeks
  • Exercises: 2 Hour(s) per week x 14 weeks
  • Practical work: 1 Hour(s) per week x 14 weeks

Reference week

 MoTuWeThFr
8-9     
9-10     
10-11     
11-12     
12-13     
13-14    CO2
14-15    
15-16    BC01
BC02
16-17    
17-18    BC01
18-19     
19-20     
20-21     
21-22     

Friday, 13h - 15h: Lecture CO2

Friday, 15h - 17h: Exercise, TP BC01
BC02

Friday, 17h - 18h: Exercise, TP BC01

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