Machine Learning 10725Instructor: Ryan Tibshirani (ryantibs at cmu dot edu)Important note: please direct emails on all course related matters to the Education Associate, not the Instructor. The subject line of all emails should begin with "[10725]". Education Associate: Daniel Bird (dpbird at andrew dot cmu dot edu) TAs: Chen Dan (cdan at andrew dot cmu dot edu) William Guss (whg at andrew dot cmu dot edu) Aaron Rumack (arumack at andrew dot cmu dot edu) PoWei Wang (poweiw at andrew dot cmu dot edu) Lingxiao Zhao (lingxia1 at andrew dot cmu dot edu) Lecture times: Mondays and Wednesdays 1:302:50pm, Baker Hall A51 Office hours: RT: Wednesdays 3:00pm4:00pm, Baker 229B CD: Tuesdays 2:00pm3:00pm WG: Wednesdays 12:15pm1:15pm AR: Thursdays 10:00am11:00am PW: Mondays 3:00pm4:00pm Syllabus: here. Scribing: sign up, latex template. Discussions: Piazza group. 

Theory I: Fundamentals  
Mon Aug 26  Introduction  Slides  
Wed Aug 28  Convexity I: Sets and functions  Slides  (Scribed notes)  
Mon Sept 2  (Labor day, no class)  
Wed Sept 4  Convexity II: Optimization basics  Slides  (Scribed notes)  
Mon Sept 9  Canonical problem forms  Slides  (Scribed notes)  Hw 1 due Fri Sept 13 
Algorithms I: Firstorder methods  
Wed Sept 11  Gradient descent  Slides  (Scribed notes)  
Mon Sept 16  Subgradients  Slides  (Scribed notes)  
Wed Sept 18  Subgradient method  Slides  (Scribed notes)  
Mon Sept 23  Proximal gradient descent  Slides  (Scribed notes)  
Wed Sept 25  Stochastic gradient descent  Slides  (Scribed notes)  Hw 2 due Fri Sept 27 
Theory II: Duality and optimality  
Mon Sept 30  Duality in linear programs  Slides  (Scribed notes)  
Wed Oct 2  Duality in general programs  Slides  (Scribed notes)  
Mon Oct 7  KKT conditions  Slides  (Scribed notes)  
Wed Oct 9  Duality uses and correspondences  Slides  (Scribed notes)  Hw 3 due Fri Oct 11 
Algorithms II: Secondorder methods  
Mon Oct 14  Newton's method  Slides  (Scribed notes)  
Wed Oct 16  Barrier method  Slides  (Scribed notes)  
Mon Oct 21  Primaldual interiorpoint methods  Slides  (Scribed notes)  
Wed Oct 23  QuasiNewton methods  Slides  (Scribed notes)  Hw 4 due Fri Oct 25 
Advanced topics  
Mon Oct 28  Numerical linear algebra  Slides  (Scribed notes)  
Wed Oct 30  Coordinate descent  Slides  (Scribed notes)  
Mon Nov 4  Dual decomposition  Slides  (Scribed notes)  
Weds Nov 6  Alternating direction method of multipliers  Slides  (Scribed notes)  
Mon Nov 11  FrankWolfe method  Slides  (Scribed notes)  
Wed Nov 13  Modern stochastic methods  Slides  (Scribed notes)  Hw 5 due Fri Nov 15 
Mon Nov 18  Firstorder nonconvex optimization (Yuanzhi Li)  Slides  (Scribed notes)  
Wed Nov 20  Bregman proximal methods (Javier Pena)  Slides  (Scribed notes)  
Mon Nov 25  (Thanksgiving break, no class)  
Wed Nov 27  (Thanksgiving break, no class)  
Mon Dec 2  Review  Algorithms table  Hw 6 due Fri Dec 6  
Wed Dec 4  Little test  Practice test  Little test 