Optimization for Data Science

DATA 421 - Optimization for Data Science (3-0-3)

Convex Optimization Problems, Coordinate Descent, Steepest Descent, Improving Directions Methods, Newton, Quasi-Newton, Conjugate-Gradient. Stochastic Gradient Descent. Meta Heuristics such as Evolutionary Algorithms and Particle Swarm. Applications to Data Science and Machine Learning problems.