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Related papers: Lecture Notes: Optimization for Machine Learning

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These notes were originally written for the Stochastic Analysis Seminar in the Department of Operations Research and Financial Engineering at Princeton University, in February of 2011. The seminar was attended and supported by members of…

Mathematical Finance · Quantitative Finance 2016-10-04 Andrew Papanicolaou

The recent progresses in Machine Learning opened the door to actual applications of learning algorithms but also to new research directions both in the field of Machine Learning directly and, at the edges with other disciplines. The case…

Disordered Systems and Neural Networks · Physics 2023-07-17 Aurélien Decelle

These lecture notes provide an overview of Neural Network architectures from a mathematical point of view. Especially, Machine Learning with Neural Networks is seen as an optimization problem. Covered are an introduction to Neural Networks…

Machine Learning · Computer Science 2023-04-19 Evelyn Herberg

Learning to optimize has emerged as a powerful framework for various optimization and machine learning tasks. Current such "meta-optimizers" often learn in the space of continuous optimization algorithms that are point-based and…

Machine Learning · Computer Science 2019-11-19 Yue Cao , Tianlong Chen , Zhangyang Wang , Yang Shen

These lecture notes have been developed for the course Computational Social Choice of the Artificial Intelligence MSc programme at the University of Groningen. They cover mathematical and algorithmic aspects of voting theory.

Multiagent Systems · Computer Science 2021-05-04 Davide Grossi

Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

These are the lecture notes for the course CM0622 - Algorithms for Massive Data, Ca' Foscari University of Venice. The goal of this course is to introduce algorithmic techniques for dealing with massive data: data so large that it does not…

Data Structures and Algorithms · Computer Science 2026-02-27 Nicola Prezza

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

This thesis explores a number of online machine learning algorithms. From a theoret- ical perspective, it assesses their employability for a particular function approximation problem where the analytical models fall short. Furthermore, it…

Machine Learning · Computer Science 2016-05-04 Ahmet Anil Pala

In this dissertation we study statistical and online learning problems from an optimization viewpoint.The dissertation is divided into two parts : I. We first consider the question of learnability for statistical learning problems in the…

Machine Learning · Computer Science 2012-04-19 Karthik Sridharan

Optimal and Learning Control for Autonomous Robots has been taught in the Robotics, Systems and Controls Masters at ETH Zurich with the aim to teach optimal control and reinforcement learning for closed loop control problems from a unified…

Systems and Control · Computer Science 2017-08-31 Jonas Buchli , Farbod Farshidian , Alexander Winkler , Timothy Sandy , Markus Giftthaler

Here I share a few notes I used in various course lectures, talks, etc. Some may be just calculations that in the textbooks are more complicated, scattered, or less specific; others may be simple observations I found useful or curious.

Discrete Mathematics · Computer Science 2025-06-17 Leonid A. Levin

Decentralized optimization enables multiple devices to learn a global machine learning model while each individual device only has access to its local dataset. By avoiding the need for training data to leave individual users' devices, it…

Machine Learning · Computer Science 2026-04-22 Ziqin Chen , Zuang Wang , Yongqiang Wang

Learning from Demonstration is increasingly used for transferring operator manipulation skills to robots. In practice, it is important to cater for limited data and imperfect human demonstrations, as well as underlying safety constraints.…

Robotics · Computer Science 2020-04-03 Ya-Yen Tsai , Bo Xiao , Edward Johns , Guang-Zhong Yang

This study explores a novel approach to enhance the performance of Large Language Models (LLMs) through the optimization of input data within prompts. While previous research has primarily focused on refining instruction components and…

Machine Learning · Computer Science 2025-02-18 Sam Lin , Wenyue Hua , Lingyao Li , Zhenting Wang , Yongfeng Zhang

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

Lecture notes for the Yale Computer Science course CPSC 4690/5690 Randomized Algorithms. Suitable for use as a supplementary text for an introductory graduate or advanced undergraduate course on randomized algorithms. Discusses tools from…

Data Structures and Algorithms · Computer Science 2025-12-22 James Aspnes

This article introduces the concept of optimization learning, a methodology to design optimization proxies that learn the input/output mapping of parametric optimization problems. These optimization proxies are trustworthy by design: they…

Optimization and Control · Mathematics 2025-01-08 Pascal Van Hentenryck

Edge computing has gained significant traction in recent years, promising enhanced efficiency by integrating artificial intelligence capabilities at the edge. While the focus has primarily been on the deployment and inference of Machine…

Machine Learning · Computer Science 2024-10-14 Aymen Rayane Khouas , Mohamed Reda Bouadjenek , Hakim Hacid , Sunil Aryal