FRTN50 - Optimization for Learning
Course Program
The course program contains the schedule and all relevant information regarding lectures, exercises, content, logistics, deadlines etc. The course program and other course material will be updated when needed.
Covid-19 Policy
Our policy is based on our department's general guidelines Links to an external site. . The policy can be found in the course program.
Zoom Meeting Invites
See the following Announcement .
Lecture Videos
Some lecture videos (that are short flipped classroom type videos, not lecture recordings) can be found here
Links to an external site..
Intended use: The videos are intended for active listening. This means pausing, skipping 15 s back (or forward) within video to repeat, e.g., an argument, skipping between videos to recall concepts, changing playback speed, and maybe taking notes and verifying calculations while watching.
Lecture videos for the remaining lectures are recorded during live Zoom presentations and can be found here.
Lecture Slides
- Intro Download Intro
- L1 - Convex sets
Download Convex sets (videos
Links to an external site.)
- L2 - Convex functions
Download Convex functions (videos
Links to an external site.)
- L3 - Subdifferentials and the proximal operator
Download Subdifferentials and the proximal operator (videos
Links to an external site./videos
Links to an external site.)
- L4 - Conjugate functions and duality
Download Conjugate functions and duality (videos
Links to an external site./videos
Links to an external site.)
- L5 - Proximal gradient method - Basics
Download Proximal gradient method - Basics (videos
Links to an external site.)
- L6 - Least squares Download Least squares (video)
- L7 - Logistic regression
Download Logistic regression (video)
- L8 - Support vector machines Download Support vector machines (video)
- L9 - Deep learning Download Deep learning (video)
- L10 - Convergence rates and proving convergence Download Convergence rates and proving convergence (videos Links to an external site.)
- L11 - Proximal gradient method - Theory Download Proximal gradient method - Theory (videos Links to an external site.)
- L12 - Stochastic gradient descent Download Stochastic gradient descent (videos)
- L13 - Coordinate gradient descent
Download Coordinate gradient descent (unfortunately forgot to record Zoom lecture)
- Bonus - Newton's method and quasi-Newton methods Download Newton's method and quasi-Newton methods
- Bonus - Implicit regularization Download Implicit regularization
- Recap Download Recap
Exercise Material
- Exercise Compendium (updated: 20-10-07)
- Introduction to Julia Download Introduction to Julia
Assignments
Exam
Old exams
2020-10-26 Download 2020-10-26 (with solutions Download with solutions)
2019-10-28 Download 2019-10-28 (with solutions Download with solutions)
Test exam Download Test exam (with solutions Download with solutions)
Additional material
Smoothness and strong convexity duality Download Smoothness and strong convexity duality