Lecturer

Peter Richtarik
School of Mathematics
University of Edinburgh
United Kingdom

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Contact

Schedule and place

This course will take place on October 26, 28, 30 and November 16, 18, 20, 2015 at UCL, Bâtiment Euler, 4 av. Georges Lemaître, 1348 Louvain-la-Neuve (room A002, ground floor).

Schedule : 9:00-12:30

Travel instructions are available here.

Description

More information soon.

List of topics

  • Randomized methods for linear systems
  • Randomized gradient-type methods
  • Machine learning and empirical risk minimization
  • Randomization and duality
  • Randomization and curvature
  • Parallel and distributed methods

Prerequisites

Elements of: calculus, matrix theory, algorithm design, optimization and probability.

Course material

Will be provided.

Evaluation

To be discussed with the students at the beginning of the course.