Week |
Date |
Topic |
Reading |
Assignment |
Scribe |
1 |
2-Apr |
Intro + Convex Set and Convex Function |
BV Ch.1, Ch.2, Ch.3 |
HW1 out [pdf,data] |
[Scribe 1, latex] |
|
4-Apr |
Convex Optimization Basics |
BV Ch. 4 |
|
|
2 |
9-Apr |
No class, prof travelling |
|
|
|
|
11-Apr |
No class, prof travelling |
|
|
|
3 |
16-Apr |
Gradient Descent |
BV Ch 9.1-9.4 |
HW2 out [pdf,data] /
HW1 Due |
[Scribe 3, latex] |
|
18-Apr |
Subgradient and subdifferential |
Boyd's subgradient notes |
|
[Scribe 4, latex] |
4 |
23-Apr |
Subgradient method and Proximal Gradient Descent (Part I)
|
Boyd's subgradient method notes |
|
[Scribe 5, latex] |
|
25-Apr |
Proximal Gradient Descent (Part II)
|
Section 1-4 of Parikh and Boyd
)
|
|
[Scribe 6, latex] |
5 |
30-Apr |
Stochastic (sub)gradient methods
|
Section 1-5 of Boyd's SGD notes |
|
|
|
2-May | =
Duality
|
Lecture 11 and 12 of CMU 10-725 |
HW3 out [pdf,data] / HW2 due. |
[Scribe 8] |
6 |
7-May |
KKT conditions and its usage
|
Lecture 13 and 14 of of CMU 10-725 |
[Scribe 9, latex] |
|
|
9-May |
Advanced topics: Modern Stochastic Methods |
[Johnson and Zhang (2013), Ghadimi and Lan (2013) |
|
|
7 |
14-May |
Intro to online learning: Learning from expert advice
|
Hazan Ch 1 |
|
[Notes 11, latex] |
|
16-May |
Online (Projected) Gradient Descent
|
Hazan Ch 3 |
HW4 Out [pdf] / HW3 Due |
|
8 |
21-May |
No class, NeurIPS deadline |
|
|
|
|
23-May |
No class, NeurIPS deadline
|
|
|
|
9 |
28-May |
Follow the Regularized Leader
|
Hazan Ch 5 |
|
[Scribe 13, latex] |
|
30-May |
Multi-armed Bandits
|
Hazan Ch 6.1 - 6.2 |
|
|
10 |
4-Jun |
OCO with Bandits Feedback
|
Hazan Ch 6.3-6.5 |
HW#4 due |
[Scribe 15, latex] |
|
6-Jun |
Finish BCO, Summary and Generalizations (Adaptive regret, dynamic regret, MDP and beyond)
|
[Besbes et al. ( 2013,2014), [Chen et al. (2018)][Baby and Wang (2019)] |
|
[Scribe 16, latex] |