Suchergebnis: Katalogdaten im Frühjahrssemester 2020

Data Science Master Information
Datenmanagement und Datenverarbeitung
261-5110-00LOptimization for Data Science Information W8 KP3V + 2U + 2AB. Gärtner, D. Steurer
KurzbeschreibungThis course provides an in-depth theoretical treatment of optimization methods that are particularly relevant in data science.
LernzielUnderstanding the theoretical guarantees (and their limits) of relevant optimization methods used in data science. Learning general paradigms to deal with optimization problems arising in data science.
InhaltThis course provides an in-depth theoretical treatment of optimization methods that are particularly relevant in machine learning and data science.

In the first part of the course, we will first give a brief introduction to convex optimization, with some basic motivating examples from machine learning. Then we will analyse classical and more recent first and second order methods for convex optimization: gradient descent, projected gradient descent, subgradient descent, stochastic gradient descent, Nesterov's accelerated method, Newton's method, and Quasi-Newton methods. The emphasis will be on analysis techniques that occur repeatedly in convergence analyses for various classes of convex functions. We will also discuss some classical and recent theoretical results for nonconvex optimization.

In the second part, we discuss convex programming relaxations as a powerful and versatile paradigm for designing efficient algorithms to solve computational problems arising in data science. We will learn about this paradigm and develop a unified perspective on it through the lens of the sum-of-squares semidefinite programming hierarchy. As applications, we are discussing non-negative matrix factorization, compressed sensing and sparse linear regression, matrix completion and phase retrieval, as well as robust estimation.
Voraussetzungen / BesonderesAs background, we require material taught in the course "252-0209-00L Algorithms, Probability, and Computing". It is not necessary that participants have actually taken the course, but they should be prepared to catch up if necessary.
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