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Latest


2025.01.17: Updated version of exercise sheet 3 (with solutions), homework assignment.
2024.12.19: Solutions for lab 3, exercise sheets 1+2, exercise sheet 3.
2024.12.16: Board 4, solutions for lab 2, files for lab 3.
2024.10.01: Board 3, files for lab 2, exercise sheet 1.
2024.09.23: Board from course 2, lecture notes, files for lab 1.
2024.09.16: Board from course 1.
2024.09.15: Course webpage online.

Instructor

Clément Royer
clement.royer@lamsade.dauphine.fr

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Optimization for Machine Learning

M2 MIAGE ID Apprentissage, Université Paris Dauphine-PSL, 2024-2025


Aim of the course

     Study the main optimization techniques used in machine learning and data science, as well as their underlying principles.

Course project (deadline: March 21, 2025)

     Assignment PDF

Course material

     Lecture notes (updated regularly) PDF

     Exercise sheet 1 (Around gradient descent) PDF with solutions
     Exercise sheet 2 (Stochastic gradient) PDF with solutions
     Exercise sheet 3 (from 2023-2024 exam) PDF Updated version with solutions

     Virtual board 1 (Intro to optimization) PDF
     Virtual board 2 (Gradient descent) PDF
     Virtual board 3 (More on gradient descent) PDF
     Virtual board 4 (Stochastic gradient) PDF

Lab material

     Lab session 1 ZIP/Solutions
     Lab session 2 ZIP/Solutions
     Lab session 3 ZIP/Solutions


Materials on this page are available under Creative Commons CC BY-NC 4.0 license.
La version française de cette page se trouve ici.