Optimization for Machine Learning

Clément W. Royer

CIMPA "Control, Optimization and Model Reduction in Machine Learning", February 2025

This repository contains the material for the 6 sessions of the course.

1. Introduction and gradient descent: Slides
2. Lab session around gradient descent: Notebook
3. Stochastic gradient: Slides
4. Lab session around stochastic gradient: Notebook
5. Derivatives and differentiation: Slides
6. Lab differentiation: Notebook

Resources for the CIMPA course "Optimization for Machine Learning", February 2025

Materials available here under CC BY-NC 4.0 license.