Course Schedule and Catalog
Course Catalog - 2024-2025
INDE 517 - MATH OPT FOUND OF DATA SCIENCE
Long Title: MATHEMATICAL OPTIMIZATION FOUNDATIONS OF DATA SCIENCE
Department: Industrial Engineering
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Must be enrolled in one of the following Degree(s):
Master of Computer Science
Master of Comp Sci & Eng
Master of Statistics
Master of Electrical Comp Eng
Master of Eng Mgmt & Leadershp
Master of Industrial Eng
Master of Mechanical Eng
Master of Comp & Appl Math
Master of Data Science
Description: Optimization methods for machine learning. Topics included are as follows: basics of optimization theory, gradient-based optimization (e.g., gradient descent, stochastic gradient descents, AdaGrad, Adam, RMSProp, etc.), linear regression and its extensions (e.g., ridge regression and lasso), least-squares classification and logistic regression, Newton methods in machine learning, basics of constrained optimization, Lagrangian relaxation and duality, support vector machines, and optimization in neural networks.