Mathematics for Data Science
M1 IDD, Université Paris Dauphine-PSL, 2025-2026
Aim of the course
Study mathematical aspects of data science pertaining to optimization and statistics.
Lecture material
Lecture notes (Oct. 20)
PDF
Lecture 01 (Intro+Convex sets)
PDF
Lecture 02 (Convex sets+cones)
PDF
Lecture 03 (Convex functions, done on actual board)
Lecture 04 (Convex and strongly convex functions)
PDF
Lecture 05 (Optimization problems and formulations)
PDF
Lecture 06 (Convex optimization, existence of solutions)
PDF
Lecture 07 (Duality)
PDF
Tutorial material
Exercises for the first chapter (with solutions)
PDF
Exercises for the second chapter (version Oct. 20)
PDF
Materials on this page are available under Creative Commons
CC BY-NC 4.0 license.
La version française de cette page se trouve
ici.