Special Topics in Data and Information Science: Optimization for Machine Learning

The course is a graduate level course, focusing on the optimization theory (algorithms and complexity analysis) that arise in machine learning. It covers topics such as convex/nonconvex optimization, gradient methods, accelerations, stochastic algorithms, variance reduction, minimax optimization, etc. The course is proof-based, and mathematical oriented. A similar version of this course has been previously given by Prof. Elad Hazan in CS department in Spring 2019.