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Optimization for Large Scale Machine Learning

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Gruppwebben som samarbetsyta stängs 1 oktober 2026. Då upphör redigeringsmöjligheterna. Du som administratör kan redan nu välja att exportera gruppens innehåll och radera gruppen.

Mer information och instruktioner hittar du i nyheten: Gruppwebben som samarbetsyta stängs 1 oktober 2026.

Instructor: Prof. S V N Vishwanathan (Purdue University)


News:

  • The course begins 9th June, 2014, 10:00-12:00, Room: Q11. The course is for two weeks, comprising nine lectures, in total spanning 18 hours.
  • Course duration: 9th June to 19th June. No class on 14th and 15th June. 
  • Each lecture is about 2 hours. Class time: 10:00 - 12:00.
  • Class room address: Q11, Osquldas Väg 6. 

Contact persons: Satyam Dwivedi (dwivedi@kth.se) and Saikat Chatterjee (sach@kth.se)

Class time: 10:00-12:00.

About the course

This course is an ACCESS Graduate School course (intensive).

The course is targeted to the graduate students with a research focus on machine learning, or those who are using machine learning in their research. Advanced undergraduates with adequate background can also successfully complete this course.

Prerequisites: Knowledge of linear algebra and probability. Familiarity with a high level programming language (Python preferred).  Desirable: some exposure to formal proof techniques (e.g., via a course on real analysis).

  • Lecture 1 (Date: 9th June): Introduction to Machine Learning, Few simple yet powerful algorithms.
  • Lecture 2 (Date: 10th June):  Exponential families of distributions.
  • Lecture 3 (Date: 11th June): Density estimation with the exponential family, Maximum a-posteriori vs Bayesian inference.
  • Lecture 4 (Date: 12th June): Introduction to convexity, First order and second order methods
  • Lecture 5 (Date: 13th June): Conditional models, Logistic regression for binary and multi-class classification.
  • Lecture 6 (Date: 16th June): Support vector machines and connections to exponential families, Serial optimization techniques for support vector machines.
  • Lecture 7 (Date: 17th June): StreamSVM, Bundle methods.
  • Lecture 8 (Date: 18th June): Matrix factorization, Latent Dirichlet allocation (LDA).
  • Lecture 9 (Date: 19th June, With Tao together): Distributed and Asynchronous algorithms for matrix factorization and LDA, Questions and clarifications.

General information

  • Course credit: 2 points (2 hp)
  • Instructor: Prof. S V N Vishwanathan

  • Instructor's email: vishy -at- stat -dot- purdue -dot- edu

  • Contact: Saikat Chatterjee (sach@kth.se) or Satyam Dwivedi (dwivedi@kth.se)
  • Class Room: Q11
  • Work load: Total 18 hours lecture and possibly assignments. 

 

Assignment and Materials

(1) Please find the Assignment 1 given by the instructor.

(2) Please find three course materials cm1,  cm2  and  cm3

(3) Please find two new course materials Optimization1 and Optimization2

(4) Please find a new course material online

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