STAT 9910-303
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STAT9910-303: Large-Scale Optimization for Data Science

Yuxin Chen, University of Pennsylvania, Fall 2023

Instructor

  • Yuxin Chen, 313 Academic Research Building, yuxinc at wharton dot upenn dot edu

    • Office hours: by appointment

Lecture Times

  • Tue, Thu 3:30 PM - 5 PM

Location

  • Room: JMHH G92

Assessment

  • Homeworks. There will be a few (optional) homework assignments that involve both theory and programming components.

  • Course project. See the description here.

Course Policies

  • Prerequisites. Students should have backgrounds in basic linear algebra and in basic probability (measure-theoretic probability is not needed), as well as knowledge of a programming language like MATLAB or Python to conduct simple simulation exercises. Students should also know the basic notion of convexity and optimization; a course such as STAT4810 (Convex Optimization for Statistics and Data Science) would be beneficial.

  • Piazza. The main mode of electronic communication between students and staff, as well as amongst students, will be through http:www.piazza.com/. It is intended for general questions about the course, clarifications about assignments, student questions to each other, discussions about material, and so on. We strongly encourage students to participate in discussion, ask and answer questions through this site. The course staff will monitor discussions closely.