Convex Optimization and Applications in Machine Learning
COMPSCI 1280
Subject & Catalog Number
Course Information
Description
This course focuses on recognizing, formulating, and solving convex optimization problems. We will introduce basic convex analysis, discuss convex optimization theory, introduce algorithms for solving convex optimization problems, and touch on some advanced topics. We will explore all these in the context of machine learning applications, as almost every machine learning problem can be formulated as an optimization problem. The objective is to provide students with the theoretical training to recognize and formulate convex optimization problems and to equip them with the tools and methods to solve the problems of interest.
Course Notes
Course previously offered as CS 128.
School
Faculty of Arts & Sciences
Credits
4
Cross Reg
Available for Harvard Cross Registration
Department
Computer Science
Course Component
Lecture
Subject
Computer Science
Grading Basis
FAS Letter Graded
General Education
N/A
Quantitative Reasoning with Data
N/A
Divisional Distribution
Science & Engineering & Applied Science
Course Level
For Undergraduate and Graduate Students
