| Tue 09 Jan |
Introduction |
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HW 1 out |
| Thu 11 Jan |
Linear least squares |
§§3.1-3.2 of Beck; Least-squares with Julia; Least-squares notes (UBC Math 307) (UBC Math 307) |
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| Tue 16 Jan |
QR |
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HW 1 due |
| Thu 18 Jan |
SVD |
SVD notes (UBC Math 307) |
HW 2 out |
| Tue 23 Jan |
Regularized least-squares |
§§3.3—3.4 of Beck |
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| Thu 25 Jan |
Gradients and necessary conditions |
§1.5.1 of Beck; Ch 2 of Kochenderfer and Wheeler; Automatic differentiation from scratch in 10 lines of Julia |
HW 2 due |
| Tue 30 Jan |
Hessians and sufficient conditions |
Ch 2 of Beck |
HW 3 out |
| Thu 01 Feb |
Descent methods |
§§4.1–4.2 of Beck |
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| Tue 06 Feb |
Scaled descent and Gauss Newton |
§3.5, §§4.3–4.5 of Beck |
HW 3 due |
| Thu 08 Feb |
Newton’s method and Cholesky |
Ch 5 of Beck |
HW 4 out |
| Tue 13 Feb |
Linear constraints and reduced gradient |
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| Thu 15 Feb |
Machine learning activity |
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HW4 due |
| Tue 20 Feb |
Midterm Break |
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| Thu 22 Feb |
Midterm Break |
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| Tue 27 Feb |
Midterm Exam |
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HW 5 out |
| Thu 29 Feb |
Guest lecturer |
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| Tue 05 Mar |
Convex sets |
§§6.1–6.4 of Beck |
HW 5 due |
| Thu 07 Mar |
Convex functions |
§§7.1–7.5 of Beck |
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| Tue 12 Mar |
Convex optimization |
Ch 8 of Beck |
HW 6 out |
| Thu 14 Mar |
Projected and proximal gradient |
Ch 9 of Beck |
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| Tue 19 Mar |
Multiplicative Weights Update Method |
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HW 6 due |
| Thu 21 Mar |
Smooth convex minimization |
§6.4 and §8.2 of Beck |
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| Tue 26 Mar |
Strongly convex minimization and Stochastic gradient descent |
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HW 7 out |
| Thu 28 Mar |
LP applications |
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| Tue 02 Apr |
LP geometry |
§12.3.1 of Beck |
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| Thu 04 Apr |
LP simplex / in-class activity |
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HW 7 due / HW 8 (not due) |
| Tue 09 Apr |
LP example / LP standard form / LP duality |
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| Thu 11 Apr |
Matrix games / Matrix game demo |
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| Fri 26 Apr |
Final exam |
3:30-5:30p (DMP 310) |
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