Schedule
- Links below lead to the slides (in the topic column) or the private repository for the exercise (in the activity column)
- Source code for the slides are available in the UBC-Stat Github Organization
- Homework assignments and project repositories are private to the course members. See here or the Github link in the navigation bar.
| Date | Topic | Activity | Deadlines |
|---|---|---|---|
| 11 Jan | Syllabus, git and Github | Github exercise | |
| 13 Jan | Convex sets and functions | convexity exercise | |
| 18 Jan | Basics and standard problems | transforming problems | |
| 20 Jan | GD and subgradients | Lasso regression w/ GD | P1 due |
| 25 Jan | Prox GD and SGD | ISTA | |
| 27 Jan | Duality | find the dual | HW 1 due (1/31 @ 23:59) |
| 01 Feb | KKT conditions | KKT | |
| 03 Feb | ADMM and CD | Lasso CD and ADMM | |
| 08 Feb | Strong rules and paths | Path for lasso | |
| 10 Feb | QA session | Newton vs GD | HW 2 due (2/15 @ 23:59) |
| 15 Feb | NO CLASS | ||
| 17 Feb | NO CLASS | ||
| 22 Feb | Newton’s method | little quiz | |
| 24 Feb | Project presentations | P2 due |
Homework
For each homework assignment, you will have an individual repo. The README file has instructions. Please be sure you read the section of the syllabus about collaboration
Project
More information will be posted here shortly. Prior to the due date for Checkpoint 1, be sure to notify me of your team so
