Announcements

May 22

Final Exam Date & Info About Extra Credit

HW6 will be posted Friday 27 May. It will be an extra credit assignment due Tuesday 31 May @ 23:59 PST. The material on this homework will appear on the final exam, so even if you do not do the hw for extra credit, you are responsible for understanding it since it will be fair game for the final.

The final exam will be posted Friday 3 June @ 8:00 PST. It will be a take home exam just like the midterm. The final will be comprehensive and cover the material from all modules. This includes homework exercises and Python/Section exercises. The final exam will include both numerical exercises in Python and handwritten exercises like the midterm. As we have promised, if you do better on the final than the midterm, we will replace your midterm score with the final exam score.

Info

Practice scanning and uploading your exam in a legible format. Also practice printing your Python notebook to a pdf. Google this to see the many posts about how you can do this. We will not grade your exam if it is not legible.

May 08

HW 4 & Lectures this week

Homework 4 has been posted. This week we will continue our discussion of spectral methods. Monday we will discuss PCA and its connections to SVD and low rank approximation. Wednesday we will talk about PCR (principal component regression), KernelPCA and potentially spectral clustering depending on time. The week of 2022-05-16 we will start Module 4 on convexity and that will be the last module.

May 04

Mod2-N3 Posted

The Mod2-N3 notebook on least squares classification with MNIST has been posted.

All Announcements

Calendar

Note

For all dates in the future from the time you are reading this, the schedule below is only a rough outline, and is subject to change. We need to be flexible with the timing for different modules as it may take longer than expected to get through them.

Topic Notebooks homework
Week 1
Mon 03/28
MOD1-L1 Mod 1: Linear Algebra I
slides: pdf
resources: M1L1-RV, M1-L1 template
Released
HW0
Linear Algebra Prelims
Due 11:59pm
Wed 03/30
MOD1-L2 Mod 1: Linear Algebra II
slides: pdf
resources: M1L2-RV, M1-L2 template
Released
M1-N1
K-means Clustering (Due 4/10 23:59)
Due 11:59pm
Fri 04/01
SEC 01 M1: Linear Algebra Review
Week 2
Mon 04/04
MOD1-L3 Mod 1: Linear Algebra III
slides: pdf
resources: M1L3-RV, M1-L3 template
Released
HW1
Linear Algebra (Due 4/10 23:59)
Due 11:59pm
Wed 04/06
MOD1-L4 Mod 1: Linear Algebra IV
slides: pdf
resources: M1L4-RV, M1-L4 template
Fri 04/08
SEC 02 M1: k-means & LA review
resources: recorded sec
worksheet: blank solution
Week 3
Mon 04/11
MOD1-L5 Mod 1: Linear Algebra V
slides: pdf
resources: M1L5-RV, M1-L5 template
Released
M2-N1
Least Squares System Identification (Due 4/17 23:59)
Due 11:59pm
Released
HW2
Linear Algebra II (Due 4/17 23:59)
Due 11:59pm
Wed 04/13
MOD2-L1 Least Squares Problem
Fri 04/15
SEC 03 M1/M2: LA review & Intro to Least Squares
Week 4
Mon 04/18
MOD2-L2 Data Fitting
Released
M2-N2
Data Fitting w/ Polynomials (Due 4/24 23:59)
Due 11:59pm
Released
HW3
Least Squares & Data Fitting (Due 4/24 23:59)
Due 11:59pm
Wed 04/20
MOD2-L3 Least Squares Classification
Fri 04/22
SEC 04 M2: Data Fitting
Week 5
Mon 04/25
MOD2-L4 Multi-Class Classification & Kernel Regression
Wed 04/27
Review Midterm Review
Fri 04/29
EXAM Midterm Exam: Take Home
Week 6
Mon 05/02
MOD3-L1 Spectral Decomposition
Released
M2-N3
Least Squares Classification (Due 5/11 23:59)
Due 11:59pm
Wed 05/04
MOD3-L2 SVD & Low Rank Approximation
Fri 05/06
SEC 05 M2: Least Squares Classification MNIST
Week 7
Mon 05/09
MOD3-L3 Principle Component Analysis
Released
HW4
Spectral Methods (Due 5/15 23:59)
Due 11:59pm
Wed 05/11
MOD3-L4 PCR & Kernel PCA
Released
M3-N1
PCA for Visualizing Classification (Due 5/18 23:59)
Due 11:59pm
Fri 05/13
SEC 06 M3: PCA
Week 8
Mon 05/16
MOD4-L1 Convexity & Convex Sets
Wed 05/18
MOD4-L2 Convex Functions, Unconstrained Minimization, & Gradient Descent
Fri 05/20
SEC 07 Convex Sets & Functions & Gradient Descent
Week 9
Mon 05/23
MOD4-L3 Convex Opt: ML Models I
slides: pdf
resources: M4L3-template, M4L3-RV
Released
HW5
Convexity (Due 5/29 23:59)
Due 11:59pm
Wed 05/25
MOD4-L4 Convex Opt: ML Models II
slides: pdf
resources: M4L4-template, M4L4-RV
Released
M4-N2
Logistic Regression (Due 6/1 23:59)
Due 11:59pm
Fri 05/27
SEC 08 Convex Modeling w/ Applications to ML
resources: video
worksheet: blank solution
Released
HW6
Convexity (Due 5/31 23:59)
Due 11:59pm
Week 10
Mon 05/30
Holiday Memorial Day [No Class]
Wed 06/01
Review Final Exam Review
slides: pdf
resources: annotated slides
Fri 06/03
EXAM Final Exam: Take Home