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Latest


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 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

     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.