/CaenOptimization2018

Course contents and notes for the course on optimization theory, taught at Caen in 2018.

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Optimization Theory for Statistics and Machine Learning

Course taught by Hien Nguyen, La Trobe University, at the University of Caen, Normandy, from 14 November to 6 December, 2018.

Main resource

The primary resource for this course is the set of slides Slides.pdf.

Progress

  • 14 November 2018.
    • Slides 1--39.
  • 15 November 2018.
    • Slides 40--67.
    • Additional visualization added on Slide 68.
  • 21 November 2018
    • Slides 69--104.
  • 22 November 2018
    • Exercises 1.
  • 28 November 2018
    • Slides 105--131.
  • 29 November 2018
    • Exercises 2.
  • 05 December 2018
    • Slides 132--173.
    • Exercises 3.

Exercises

Exercises 1 can be accessed via the link: http://htmlpreview.github.io/?https://github.com/hiendn/CaenOptimization2018/blob/master/Exercises1.html. Solution codes are available in the respository and are labelled as exercise1_X.R.

Exercises 2 is available as the PDF document Exercises2.pdf.

Exercises 3 is available as the PDF document Exercises3.pdf.

Links to useful resources

Matrix Cookbook: https://www.math.uwaterloo.ca/~hwolkowi/matrixcookbook.pdf. A nice introduction to mixed-effects models and applications: https://stats.idre.ucla.edu/other/mult-pkg/introduction-to-linear-mixed-models/.

Error reporting

If you find any errors in the slides, please let me know via the issues page of the repository: https://github.com/hiendn/CaenOptimization2018/issues.