Course Syllabus
Gradients & Descent
Calculus foundations, gradients, Jacobians, level curves, and the gradient descent algorithm.
Convex Sets
Convex combinations, metric spaces, hyperplanes, norm balls, and operations preserving convexity.
Analysis
Foundations of topology: Infimum, Supremum, Open/Closed Sets, Interior, and Boundary.
Convex Functions
Jensen's inequality, First/Second order conditions, Log-Sum-Exp, and Log-Determinant.
Convex Optimization Problems
Standard forms, optimality conditions, and problem transformations.
Duality
Lagrange multipliers, geometric intuition, and the transformation from primal to dual.
Recommender Systems
Matrix factorization, loss functions, and gradient descent for recommendations.
Support Vector Machines
Max-margin classifiers, primal/dual formulations, and the kernel trick.