ELE522: LargeScale Optimization for Data Science
Instructor
Teaching Assistant
Lecture Times
Location
Administrative Assistant
Assessment
Homeworks. There will be a few homework assignments that involve both theory and programming components. A hard copy of your homework must be turned in at the beginning of class. No late homeworks are accepted. You are encouraged to use LaTeX to typeset your homeworks.
Final exam. This will be a takenhome exam.
Course project. See the description here.
Course Policies
Prerequisites. Students should have backgrounds in basic linear algebra and in basic probability (measuretheoretic probability is not needed), as well as knowledge of a programming language like MATLAB or Python to conduct simple simulation exercises. Students should also know the basic notion of convexity and optimization; a course such as ORF307 (Optimization) would be beneficial.
Piazza. The main mode of electronic communication between students and staff, as well as amongst students, will be through http:www.piazza.com/. It is intended for general questions about the course, clarifications about assignments, student questions to each other, discussions about material, and so on. We strongly encourage students to participate in discussion, ask and answer questions through this site. The course staff will monitor discussions closely.
