MATH344

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Optimization and Machine Learning Mathematics

Mathematics & Computer Science College of Liberal Arts

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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