ECE 4803: Mathematical Foundations of Data Science

Course overview

Introduction to data science: Notes, Lecture

Least squares optimization

Solving systems of equations using least squares, regression: Notes, Lecture
Solving the least squares problem: Notes, Lecture
The singular value decomposition: Notes, Lecture
Stable least squares, the closest point problem: Notes, Lecture
Gradient descent for least squares: Notes, Lecture

Unconstrained optimization

Convex functions: Notes, Lecture
Gradient descent for convex minimization: Notes
Accelerated gradient descent and Newton's method: Notes
Nonsmooth optimization: Notes, Lecture

Constrained optimization

Lagrangian duality Notes, Lecture
Algorithms for constrained optimization Notes