Lecture Schedule

  • Sep 23: No lecture

  • Sep 26: Administrivia, Basics Notes

  • Sep 28: Convexity Notes Corrected Proof

  • Sep 30: Convexity contd.

  • Oct 3: Line Search Notes

  • Oct 5: No lecture

  • Oct 7: Analysis of Gradient Descent: Smooth Functions Notes

  • Oct 10: Analysis of Gradient Descent: Strongly Convex Functions Notes

  • Oct 12: Accelerated Gradient Method

  • Oct 14:

  • Oct 17:

  • Oct 19:

  • Oct 21:

  • Oct 24: No lecture

  • Oct 26:

  • Oct 28:

  • Oct 31:

  • Nov 2: Joseph Geumlek – Optimal Black Box Reduction between Optimization Objectives

  • Nov 4: Nishant Gurnani – Identifying and Attacking the Saddle-point Problem in High-dimensional Non-convex Optimization

  • Nov 7: Songbai Yan – Katyusha: The First Direct Acceleration of Stochastic Gradient Methods

  • Nov 9: Shuang Liu – First Order Methods for Geodesically Convex Optimization

  • Nov 11: No lecture, Veterans Day!

  • Nov 14: Chicheng Zhang – Low-Rank Matrix Completion using Alternating Minimization

  • Nov 16: No lecture

  • Nov 18: Yuchao Liu – Gradient Descent only Converges to Minimizers

  • Nov 21: Siyang Wang – Noisy Tensor Completion via the Sum-of-Squares Hierarchy

  • Nov 23: Jongha Ryu – Highly Smooth Zero-th Order Online Optimization

  • Nov 25: No lecture, Thanksgiving!

  • Nov 28: Huma Sibghat – Non-convex Robust PCA

  • Nov 30: Yizhen Wang – Stochastic Variance Reduction for Non-convex Optimization

  • Dec 2: Shuang Song