Optimization4DS

Repo de la asignatura Optimization for Data Science que forma parte del M2 en Data Saience de la universidad Paris sacalay

Moodle de la asignatura

Calendario

Date	Time	Who	Room
17/09/18	08:30 - 12:30	R + TAs	B312
24/09/18	08:30 - 12:30	R + TAs	B312
01/10/18	08:30 - 12:30	R + A + TAs	B312 (Lab 1st order method)
08/10/18	08:30 - 12:30	R + TAs	B312
15/10/18	08:30 - 12:30	R + TAs	B312
22/10/18	08:30 - 12:30	R + A + TAs	B312 (Lab stochastic)
05/11/18	08:30 - 12:30	M	B312 (Coordinate descent) (Alex not here)
12/11/18	08:30 - 12:30	A + TAs	B312 (Quadratic Pbs, 1/2 Lab on Coordinate Descent)
19/11/18	08:30 - 12:30	P	B312 (Newton methods + 1/2 Lab on Newton and quasi-Newton) (Alex not here)
26/11/18	08:30 - 12:30	A	B312 (Beyond convex problems)
03/12/18	08:30 - 12:30	Exam	B312

Practicas

1. First order methods codigo
2. Stochastic methods
3. Coordinate Descent
4. Newton & quasi-Newton