STAT424 | Optimization for Statistical Learning

No.	Topic	Slides
1	Some games and motivation	Lecture 1
2	Linear algebra & calculus review 1	Lecture 2 notebook
3	Linear algebra & calculus review 2	Lecture 3
4	Unconstrained optimization	Lecture 4
5	First & second order optimization, convex sets	Lecture 5
6	Convex functions	Lecture 6
7	Convex optimization	Lecture 7 notebook
8	Applications of convex optimization	Lecture 8
9	Bisection, Newton, and secant methods	Lecture 9
10	Gradient descent methods	Lecture 10
11	Multivariate Newton and the Gauss-Newton algorithm	Lecture 11
12	Conjugate direction methods	Lecture 12
13	Linear programming	Lecture 13
14	Geometry and simplex method	Lecture 14
15	Duality	Lecture 15
16	Applications of linear programs and duality	Lecture 16
17	Linear programs in game theory	Lecture 17
18	Constrained convex optimization, Frank-Wolfe algorithm	Lecture 18
19	Regularization, Sparsity and energy minimization	Lecture 19
20	Online convex optimization I	Lecture 20
21	Online convex optimization II	Lecture 21
22	Nonconvex optimization: neural networks and recommender systems	Lecture 22