MATH344
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Optimization and Machine Learning Mathematics
Course Subject Code
MATH
Course Number
344
Status
Active
Course Short Title
Optimization
Course Long Title
Optimization and Machine Learning Mathematics
Course Description
Presents the mathematics behind how and why optimization algorithms work; finding maximum and minimum values of functions with and without constraints; convexity and concavity, the Hessian matrix, Newton-Raphson Method, classical unconstrained optimization (gradient methods, Newton’s Method), classical constrained optimization (Lagrange Multipliers, Kuhn-Tucker Theory), and linear algebra topics (orthogonality, orthogonal projections, Gram-Schmidt orthogonalization, QR factorization, least squares and weighted least squares, symmetric matrices and quadratic forms, singular value decomposition (SVD) and principal component analysis (PCA)).
Min
4
Repeatable
-
Course Attributes
CEA: ProgCLA-CEA and Au Pair, EMMT: Major-Mathematics Elective, ENMH: Minor-Mathematics Elective, MMAT: Major-Mathematics, NMAT: Minor-Mathematics, ULVL: Upper Level UG Course
Equivalent Course(s)
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