Course Information
CSE 534A/ESE 513 Large-Scale Optimization for Data Science
Lectures: Mon/Wed, 1:00pm-2:20pm, Hillman 70
Instructor:
Prof. Ulugbek Kamilov
Room: McKelvey 2033
Email: kamilov@wustl.edu
Office hours: Mon, 2:30-3:30pm (by email appointment)
Assistant instructor:
Ms. Flora Sun
Room: McKelvey 2010
Email: zhixin.sun@wustl.edu
Office hours: Fri, 4-5pm
Assistant instructor:
Mr. Weijie Gan
Email: weijie.gan@wustl.edu
Offie hours: Thu, 4-5pm
Assistant instructor:
Mr. Luke Lozenski
Email: ljlozenski@wustl.edu
Office hours: Fri, 1-2pm
Syllabus: download (PDF).
Announcements
- Assignment #1 is online and due on 10/04
- Student lecture info is online
- We will use Piazza for discussions. Signup here
- Gradescope will be used to collect all assignments
Lecture Notes
- Week 01 – Mon, 08/28 – Introduction
- Week 01 – Wed, 08/30 – Gradient Method (slides)
- Week 02 – Mon, 09/04 – No class (Labor Day)
- Week 02 – Wed, 09/06 – Gradient Method (cont) (slides)
- Week 03 – Mon, 09/11 – Conditional and Projected GM (slides)
- Week 03 – Wed, 09/13 – Subdifferential (slides)
- Week 04 – Mon, 09/18 – Subgradient Method (slides)
- Week 04 – Wed, 09/20 – Projected Subgradient Method (slides)
- Week 05 – Mon, 09/25 – Mirror Descent (slides)
- Week 05 – Wed, 09/27 – Student Lectures #1 and #2
- Week 06 – Mon, 10/02 – Lower-Complexity Bounds
- Week 06 – Wed, 10/04 – Student Lectures #3 and #4
- Week 07 – Mon, 10/09 – No class (Fall Break)
- Week 07 – Wed, 10/11 – Student Lectures #5 and #6
- Week 08 – Mon, 10/16 – Nesterov Method
- Week 08 – Wed, 10/18 – Student Lectures #7 and #8
- Week 09 – Mon, 10/23 – Conjugate Functions
- Week 09 – Wed, 10/25 – Student Lectures #9 and #10
Assignments
- Assignment #0 (due on Wed, 09/06) (code)—Solution #0
- Assignment #1 (due on Wed, 10/04) (code)—Solution #1
- Assignment #2 (due on Wed, 11/20)—Solution #2
Useful documents
- Project Ideas
- Student Lectures
- Project Report Template (LaTeX, PDF)