Nonlinear Optimization in Machine Learning

Catalog description

Nonlinear optimization methods and background information in machine learning, including convex functions, steepest descent, line search method, heavy-ball method, accelerated gradient method, stochastic gradient descent and variance reduced gradient, coordinate descent, alternating directions, and nonconvex optimization. Prerequisites: Math 2222 and Math 3108 and Stat 3115 or Stat 3117 or Stat 5643.