Optimization for Machine Learning
M2 IASD, Université Paris Dauphine-PSL, 2025-2026
Aim of the course
Study the main optimization techniques used in machine learning and data science, as well as their underlying principles.
Course material
Exercises (V2.0, Oct. 15)
PDF
Session 1: Basics of optimization
Intro slides
PDF
Virtual board
PDF
Backup slides (with material not covered in class)
PDF
Session 2: Differentiation
Virtual board
PDF
Notebook (with solutions)
ZIP
Session 3: Gradient methods
Virtual board (corrected version Oct. 10)
PDF
Notebook (with solutions)
ZIP
Session 4: Nonconvex and nonsmooth optimization
Virtual board
PDF
Illustration notebook
ZIP
Session 5: Proximal methods
Virtual board
PDF
Illustration notebook
ZIP
Materials on this page are available under Creative Commons
CC BY-NC 4.0 license.
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