Machine Learning 10-725Instructor: Ryan Tibshirani (ryantibs at cmu dot edu)Important note: please direct emails on all course related matters to the Head TA, not the Instructor. The subject line of all emails should begin with "[10-725]". Head TA: Po-Wei Wang (poweiw at andrew dot cmu dot edu) TAs: Kartik Gupta (kartikg1 at andrew dot cmu dot edu) Biswajit Paria (bparia at andrew dot cmu dot edu) Akash Umakantha (aumakant at andrew dot cmu dot edu) Wayne Zhao (wzhao1 at andrew dot cmu dot edu) Lecture times: Mondays and Wednesdays 1:30-2:50pm, Wean Hall 7500 Office hours: RT: Mondays 12:30-1:30pm, Baker 229B PW: Wednesdays 12:30-1:30pm, Gates 8221 AU: Thursdays 4-5p, Gates 8106 WZ: Fridays 3-4pm, Roberts 245 Syllabus: here. Scribing: sign up, latex template. Discussions: Piazza group. |
Theory I: Fundamentals | |||||
Mon Aug 27 | Introduction | Slides, notes, video | Quiz | ||
Wed Aug 29 | Convexity I: Sets and functions | Slides, notes, video | Quiz | Scribe | |
Mon Sept 3 | (Labor day, no class) | ||||
Wed Sept 5 | Convexity II: Optimization basics | Slides, notes, video | Quiz | Scribe | |
Mon Sept 10 | Canonical problem forms | Slides, video | Quiz | Scribe | |
Algorithms I: First-order methods | |||||
Wed Sept 12 | Gradient descent | Slides, notes, video | Quiz | Scribe | Hw 1 due (Fri) |
Mon Sept 17 | Subgradients | Slides, notes, video | Quiz | Scribe | |
Wed Sept 19 | Subgradient method | Slides, notes, video | Quiz | Scribe | |
Mon Sept 24 | Proximal gradient descent | Slides, notes, video | Quiz | ||
Wed Sept 26 | Stochastic gradient descent | Slides, notes, video | Quiz | Scribe | Hw 2 due (Fri) |
Theory II: Optimality and duality | |||||
Mon Oct 1 | Duality in linear programs | Slides, notes, video | Quiz | Scribe | Milestone 1 due |
Wed Oct 3 | Duality in general programs | Slides, notes, video | Quiz | Scribe | |
Mon Oct 8 | KKT conditions | Slides, notes, video | Quiz | Scribe | |
Wed Oct 10 | Duality uses and correspondences | Slides, notes, video | Quiz | Hw 3 due (Fri) | |
Mon Oct 15 | Little test I | Little test I | |||
Algorithms II: Second-order methods | |||||
Wed Oct 17 | Newton's method | Slides, | Quiz | ||
Mon Oct 22 | Barrier method | Slides, | |||
Wed Oct 24 | Primal-dual interior point methods | Slides, | |||
Mon Oct 29 | Quasi-Newton methods | ||||
Weds Oct 31 | Proximal Newton method | Hw 4 due (Fri) | |||
Advanced topics | |||||
Mon Nov 5 | Numerical linear algebra | Milestone 2 due | |||
Weds Nov 7 | Coordinate descent | ||||
Mon Nov 12 | Frank-Wolfe method | ||||
Weds Nov 14 | Dual gradient ascent | ||||
Mon Nov 19 | Alternating direction method of multipliers | ||||
Weds Nov 21 | (Thanksgiving break, no class) | ||||
Mon Nov 26 | Fast stochastic methods | ||||
Weds Nov 28 | Online optimization? | Hw 5 due (Fri) | |||
Mon Dec 3 | Benign nonconvex problems? | ||||
Weds Dec 5 | Little test II | Little test II | |||
Mon Dec 10 | COPTS conference | Project presentation, report due (Thurs) |