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CS 5590/MATH 5555 Optimization in Machine Learning

Analysis of various optimization methods and their application in training common machine learning models. Gradient descent, line search, Newton’s method, and their implementation in standard PyTorch optim interface. Specific topics include: quasi-Newton method, (stochastic) gradient descent, and momentum. Coding these methods using the optimizer class interface in PyTorch, and competing on Kaggle with your classmates.