Resources
Topic | Slides and Notes | External References |
---|---|---|
Lecture1- Introduction | Slides || Lecture1- PCA | |
Lecture2- Mathematical Concepts | Slides || Notes | |
Lecture3- Jacobian and Hessian Matrices | Notes | |
Lecture4- Convexity and Convex functions | Slides || ||Notes | |
Lecture5&6- Taylor Approximation and Hessian Matrix | Notes | |
Lecture7- Subgradients-I | Notes | |
Lecture8- Subgradients-II | Notes | |
Tutorial-I link | ||
Lecture9-Gradient Descent - Line Search | Notes | |
Lecture10-Gradient Descent - Backtracking | Notes | |
Lecture11-Gradient Descent -Continued | Notes | |
Tutorial-II link | ||
Lecture12-Gradient Descent with Momentum-I | Notes | |
Lecture13-GD with Momentum and Nestorev Accelerated Gradient Descent Method | Notes Convergence Analysis | |
Lecture14- Stochastic Gradient Descent Method | Notes | |
Lecture15- Adagrad, RMSProp and ADAM | Notes | |
Tutorial-IIIlink | ||
Lecture16- Bias Correction in ADAM | Notes | |
Lecture17- Projection Gradient Descent | Notes | |
Lecture18- Subgradient Method | Notes | |
Lecture19,20 and 21- Application of Optimization Techniques- Adversarial Samples | Notes | |
Lecture22- Second Order Gradient Descent Method-I | Notes | Notes |
Lecture23- Second Order Gradient Descent Method-II | Notes | |
Lecture24- Linear Programming-I | Notes | Notes External Material |
Lecture23- Duality in Linear Programming-II | .. | Notes |
Lecture24- Examples for Linear Programming | Notes | |
Lecture25- Lagrange Multipliers | .. | |
Lecture26- SVM Dual formulation | Notes | Notes |
Assignments
Midsem
Course Projects
Examples
Text books
- Boyd, Stephen, and Lieven Vandenberghe. Convex optimization. Cambridge university press, 2004.
- Yurii, Nesterov, Introductory lectures on convex optimization: a basic course. Kluwer Academic Publishers, 2004.
- Luenberger, D. G., and Y. Ye. Linear and nonlinear programming, Springer New York, 2008.
- Nocedal, Jorge, and Stephen Wright. Numerical optimization. Springer Science & Business Media, 2006.