- Lecture notes for ISyE 6663
- Teaching materials for a mini-course (6 weeks) on “Optimization for Machine Learning” for senior undergraduate students or entering graduate students.
- Lecture 1: linear regression and logistic regression
- Lecture 2: support vector machines and neural networks
- Lecture 3: boosting, matrix completion, and novelty detection
- Lecture 4: convex sets and convex functions
- Lecture 5: optimality conditions and Lagrange dual
- Lecture 6: conditional gradient, gradient descent, and stochastic gradient descent