Schedule
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EventDateDescriptionCourse Material
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Lecture09/15/2021
WednesdayLecture 1 Review[notes]Suggested Readings:
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Lecture09/17/2021
FridayLecture 2 Duality Theory[notes]Suggested Readings:
5.1, 5.2 and 5.4 of CVOPT
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Lecture09/22/2021
WednesdayLecture 3 Conjugate Function I[notes]Suggested Readings:
3.3 of CVOPT
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Lecture09/24/2021
FridayLecture 4 Conjugate Function II[notes]Suggested Readings:
3.3 of CVOPT
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Assignment09/24/2021
FridayHomework 1 released! -
Lecture09/26/2021
SundayLecture 5 KKT Optimality Conditions I[notes]Suggested Readings:
5.5 of CVOPT
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Lecture09/29/2021
WednesdayLecture 6 KKT Optimality Conditions II[notes]Suggested Readings:
5.5 of CVOPT
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Lecture10/08/2021
FridayLecture 7 Linear Programming I[notes]Suggested Readings:
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Lecture10/13/2021
WednesdayLecture 8 Linear Programming II[notes]Suggested Readings:
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Due10/13/2021 16:00
WednesdayHW1 Due. -
Assignment10/14/2021
ThursdayHomework 2 released! -
Lecture10/15/2021
FridayLecture 9 Interior Point Method for Nonlinear Programming[notes]Suggested Readings:
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Lecture10/20/2021
WednesdayLecture 10 Stochastic Gradient Descent I[notes]Suggested Readings:
Section 8.7.1, 8.7.2, and 8.7.3 of Liu et al.
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Lecture10/22/2021
FridayLecture 11 Stochastic Gradient Descent II[notes]Suggested Readings:
Section 8.7.1, 8.7.2, and 8.7.3 of Liu et al.
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Lecture10/27/2021
WednesdayLecture 12 Federated Optimization[notes]Suggested Readings:
Li, Xiang, Kaixuan Huang, Wenhao Yang, Shusen Wang, and Zhihua Zhang. “On the Convergence of FedAvg on Non-IID Data.” In International Conference on Learning Representations. 2019.
Kairouz, Peter, H. Brendan McMahan, Brendan Avent, Aurélien Bellet, Mehdi Bennis, Arjun Nitin Bhagoji, Kallista Bonawitz et al. “Advances and open problems in federated learning.” arXiv preprint arXiv:1912.04977 (2019).
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Assignment10/27/2021
WednesdayHomework 3 released! -
Assignment10/27/2021
WednesdayHomework 4 released! -
Due10/27/2021 16:00
WednesdayHW2 Due. -
Lecture10/29/2021
FridayLecture 13 Stochastic Variance Reduced Gradient and Block Coordinate Descent[notes]Suggested Readings:
Johnson, Rie, and Tong Zhang. “Accelerating stochastic gradient descent using predictive variance reduction.” Advances in neural information processing systems 26 (2013): 315-323.
Wright, Stephen J. “Coordinate descent algorithms.” Mathematical Programming 151, no. 1 (2015): 3-34.
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Lecture11/03/2021
WednesdayLecture 14 Alternating Deirection Method of Multipliers[notes]Suggested Readings:
Boyd, Stephen, Neal Parikh, Eric Chu, Borja Peleato, and Jonathan Eckstein. “Distributed optimization and statistical learning via the alternating direction method of multipliers.” Foundations and Trends in Machine Learning 3, no. 1 (2010): 1-122.
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Lecture11/05/2021
FridayLecture 15 Course Review -
Due11/05/2021 16:00
FridayHW3 Due. -
Due11/10/2021 16:00
WednesdayHW4 Due.