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M1

Technische Universität München, Department of Mathematics

Lecture

Optimization Methods for Machine Learning (Modern Methods in Nonlinear Optimization)

Prof. Dr. Michael Ulbrich

Summer Term 2017


Contents - News - Dates - Lecture Notes - Exercises - Exam - Literature


Contents

Machine learning has become a highly important field of research, especially in the context of big data. Many models in supervised learning such as support vector machines or neural networks require training based on data, which calls for suitable nonlinear optimization techniques. This course gives an introduction to modern optimization methods that are well-suited for machine learning tasks. In particular, they a) take into account the specific problem structure that arises in empirical risk minimization, b) are compatible with the results of statistical learning theory, and c) are designed to handle huge amounts of data efficiently. Numerical aspects and illustrative examples will also be part of the lecture.

Module number: MA4503. The module description can be found here.

Prerequisites: MA2503 (Nichtlineare Optimierung: Grundlagen), MA3503 (Nonlinear Optimization: Advanced)

News

2017-10-12 The grades of the resit exam have been published on TUMonline. The inspection takes place on Tuesday, October 17th (see Exam).
2017-09-27 The room for the resit exam has changed, see Exam.
2017-08-11 The exam grades have been published on TUMonline. The inspection takes place on Monday, August 21st (see Exam).
2017-07-26 The lecture notes have been updated.
2017-07-26 An updated version of the solution of the third exercise sheet has been uploaded.
2017-07-26 The solution of the seventh exercise sheet has been uploaded.
2017-07-25 An updated version of the seventh exercise sheet has been uploaded.
2017-07-21 The seventh exercise sheet has been uploaded. It will be discussed in the exercise classes from July 24th to July 26th.
2017-07-20 The solution of the sixth exercise sheet has been uploaded. Note that exercise 6.3c) has been updated.
2017-07-19 The lecture notes have been updated.
2017-07-13 The solution of the fifth exercise sheet has been uploaded.
2017-07-13 There will be an additional lecture on Thursday, July 20th, 14:15, at MI HS 3 due to the canceled lectures in May.
2017-07-12 The lecture notes have been updated.
2017-07-06 The lecture notes have been updated.
2017-07-06 The sixth exercise sheet has been uploaded. It will be discussed in the exercise classes from July 10th to July 12th.
2017-07-03 The solution of the fourth exercise sheet has been uploaded.
2017-07-01 The lecture notes have been updated.
2017-06-23 The fifth exercise sheet has been uploaded. It will be discussed in the exercise classes from June 26th to June 28th.
2017-06-20 The lecture notes have been updated (they contain a small amount of material that will be covered next week).
2017-06-13 The solution of the third exercise sheet has been uploaded.
2017-06-08 Information about the exam is available now.
2017-06-08 The fourth exercise sheet has been uploaded. It will be discussed in the exercise classes from June 12th to June 14th.
2017-06-02 The solution of the second exercise sheet has been uploaded.
2017-06-02 An updated version of the third exercise sheet has been uploaded.
2017-05-31 The solution of the first exercise sheet has been uploaded.
2017-05-29 There will be no lecture on May 29th. It will be rescheduled.
2017-05-26 The third exercise sheet has been uploaded. It will be discussed in the exercise classes from May 29th to May 31st.
2017-05-17 The second exercise sheet has been updated (exercises 2.1c) and 2.2).
2017-05-12 There will be no lecture on May 15th. It will be rescheduled.
2017-05-12 The lecture notes have been updated.
2017-05-10 The second exercise sheet has been uploaded. It will be discussed in the exercise classes from May 15th to May 17th.
2017-05-08 An updated version of the first exercise sheet has been uploaded. Note that the lecture has been moved to room 019, LMU Hörsaal im Physik Werkstattgebäude.
2017-04-24 The schedule of the tutorials has been fixed. A first version of the lecture notes has been uploaded.
2017-04-20 A preliminary schedule of the exercise classes is online now. Please note that the exercise classes take place biweekly and start in the second week of the term. The first session of Group 1 is postponed from May 1st to May 8th.
2017-04-12 The website of the course is online now. The first lecture will take place on Monday, April 24th.

Dates

Lecture
  Monday 14:15 - 15:45 019, LMU Hörsaal im Physik Werkstattgebäude Prof. Dr. Michael Ulbrich    

Exercises (biweekly)
Group 1 Monday 12:15 - 13:45 MI 02.04.011 Sebastian Garreis/Philipp Jarde next date: ---  
Group 2 Tuesday 10:15 - 11:45 MI 02.08.020 Sebastian Garreis/Philipp Jarde next date: ---  
Group 3 Wednesday 12:30 - 14:00 MI 03.08.011 Sebastian Garreis/Philipp Jarde next date: ---  

Lecture Notes

A current version of the lecture notes is available for download (last update: July 26th, 2017).
The lecture notes will be dynamically updated as the course proceeds.

Exercises

Exercise sheets
First sheet: Sheet 1 Solution 1    
Second sheet: Sheet 2 Solution 2    
Third sheet: Sheet 3 Solution 3    
Fourth sheet: Sheet 4 Solution 4 logregression.m logregression_sol.m
Fifth sheet: Sheet 5 Solution 5    
Sixth sheet: Sheet 6 Solution 6   svm_bc.m
Seventh sheet: Sheet 7 Solution 7    

Exam

Dates
Main exam Friday, August 4th, 2017 14:00 - 15:00 MW 0001
Resit exam Friday, October 6th, 2017 11:00 - 12:00 MW 1801

Important information (about the main exam):

Inspection (Klausureinsicht):

Information about the resit exam:

Literature

This list will be updated as the course proceeds.