Optimization for machine learning

CIMPA school "Control, Optimization, and Model Reduction in Machine Learning", February 2025

Aim of the course

Review the main principles of optimization algorithms in the context of machine learning from a theoretical and practical standpoint.

Course material

     Session 1 (Introduction and gradient descent) PDF
     Session 2 (Lab gradient descent) Sources
     Session 3 (Stochastic gradient) PDF
     Session 4 (Lab stochastic gradient) Sources
     Session 5 (Derivatives and differentiation) PDF
     Session 6 (Lab differentiation) Sources

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