Latest

2023.12.11: Fixed a typo in the solution of tutorial 2 (ex. 3 b)ii)).
2023.12.03: Fixed a broken link for the illustration notebook.
2023.12.02: Solutions for tutorials 5/6/7.
2023.11.21: Corrected a typo in the lecture notes.
2023.11.07: Correction in a question in tutorial 7.
2023.11.06: Board for the seventh lecture.
2023.11.02: Sources for tutorials 6 and 7, course project, updated lecture notes.
2023.10.04: Board for the fifth and sixth lectures.
2023.10.02: Updated course material with solutions to the third tutorial, fourth tutorial notebook, board for the fourth and fifth lectures, and exercise sheet for the fifth tutorial.
2023.09.27: Notebook for the third tutorial.
2023.09.25: Board for the third lecture.
2023.09.21: Board for the second lecture and numerical illustration online. Second exercise sheet and solution version for the first one.
2023.09.18: Board for the first lecture online.
2023.09.14: First version of the lecture notes.
2023.09.01: The course webpage for Fall 2023 is online.

Instructors

Florian Le Bronnec (tutorials)
florian.le-bronnec@dauphine.psl.eu

Clément Royer
clement.royer@lamsade.dauphine.fr

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Optimization for Machine Learning

M2 MIAGE ID Apprentissage, Université Paris Dauphine-PSL, 2023-2024

Aim of the course

     Study the main optimization techniques used in machine learning and data science, as well as their underlying principles.

Course project (deadline: January 15, 2024)

     Assignment (notebook) ZIP

Course material

     Lecture notes (updated regularly) PDF
     Virtual board for the first lecture PDF
     Virtual board for the second lecture PDF
     Companion notebook on linear regression[Sources]
     Virtual board for the third lecture PDF
     Virtual board for the fourth lecture PDF
     Virtual board for the fifth lecture PDF
     Virtual board for the sixth lecture PDF
     Virtual board for the seventh lecture PDF

Tutorial material

     First tutorial (exercise sheet with solutions) PDF
     Second tutorial (exercises sheet with solutions)PDF
     Third tutorial (Python notebook with solutions) [Sources]
     Fourth tutorial (Python notebook with solutions) [Sources]
     Fifth tutorial (exercises sheet with solutions)PDF
     Sixth tutorial (Python notebook with solutions) [Sources]
     Seventh tutorial (exercises sheet with solutions)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.