scale optimization
ISE 633: Large scale optimization for machine learning – MEISAM RAZAVIYAYN
Goal: The objective of the course is to introduce large scale optimization algorithms that arise in modern data science and machine learning applications. Course Topics: The course covers the theory and tools for large-scale optimization that arise in modern data science and machine learning applications. We will cover topics such as stochastic optimization, accelerated methods, parallelization, nonsmooth optimization, online optimization, variance reduction, differential privacy in optimization, min-max games and generative adversarial networks, etc.