Not available in 2020/21
MA333 Half Unit
Optimisation for Machine Learning
This information is for the 2020/21 session.
Teacher responsible
Prof Laszlo Vegh COL 2.02
Availability
This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course is available with permission as an outside option to students on other programmes where regulations permit and to General Course students.
Pre-requisites
Students must have a knowledge of continuous optimisation to the level of 'Optimisation Theory (MA208)'.
Course content
Machine learning uses tools from statistics, mathematics, and computer science for a broad range of problems in data analytics. The course introduces a range of optimisation methods that play fundamental roles in machine learning. This is a proof-based course that focuses on the underlying mathematical models and concepts.
Basic tools from convex analysis. First-order methods and convergence guarantees, including conditional gradient descent, stochastic gradient descent. Online convex optimization, online gradient and multiplicative weight methods. Second-order optimization, Newton’s method, quasi-Newton methods. Interior-point methods. Quadratic programming, support vector machines. Fundamental concepts in neural networks. Reinforcement learning, multi-armed bandit problems.
Teaching
20 hours of lectures and 10 hours of classes in the LT. 2 hours of lectures in the ST.
Formative coursework
Students will be expected to produce 8 exercises in the LT.
Written answers to set problems will be expected on a weekly basis.
Indicative reading
- Boyd, S., & Vandenberghe, L. (2004). Convex optimization. Cambridge University Press.
- Shalev-Shwartz, S. & Ben-David, S. (2004). Understanding Machine Learning: From Theory to Algorithms. . Cambridge University Press.
- Nesterov, Y. (2018). Lectures on convex optimization (Vol. 137). Springer.
- Blum, A., Hopcroft, J., & Kannan, R. (2020). Foundations of data science. Cambridge University Press.
- Vishnoi, N. (2018). Algorithms for Convex Optimization. Online lecture notes, available at https://nisheethvishnoi.wordpress.com/convex-optimization/
Assessment
Exam (90%, duration: 2 hours, reading time: 1 minute) in the summer exam period.
Coursework (10%) in the LT.
The coursework will comprise two problem sets during term time.
Important information in response to COVID-19
Please note that during 2020/21 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the situation of students in attendance on campus and those studying online during the early part of the academic year. For assessment, this may involve changes to mode of delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.
Key facts
Department: Mathematics
Total students 2019/20: Unavailable
Average class size 2019/20: Unavailable
Capped 2019/20: No
Value: Half Unit
Personal development skills
- Self-management
- Problem solving
- Application of information skills
- Application of numeracy skills
- Specialist skills
