Sitemap

This course aims to introduce students to modern state of Machine Learning and Artificial Intelligence. It is designed to take one year (two terms at MIPT) - approximately 2 * 15 lectures and seminars.

Optimization Methods

Undergraduate course, Teaching Assistance, MIPT, Fall term, 2019

Theory: Convex Sets and Functions, Optimality Conditions, Foundations of duality theory
Practice: Optimization Problem Statement, Methods for solving problems without restrictions, Methods for solving problems with simple constraints Linear programming, Cone Optimization Problems and SDP

Optimization and Applications 1

Graduate course, Teaching Assistance, Ozon Masters, Spring, 2020

The introductory course to convex optimization and modern optimization methods.

Optimization and Applications 2

Graduate course, Teaching Assistance, Ozon Masters, Fall, 2020

The focus of this course is on optimization modeling, which includes uncertainty in one form or another. This section includes both well-studied stochastic optimization, which has found an infinite number of applications, and relatively new and actively developing approaches: robust optimization and online optimization. Like the previous part of the course, in this one we try to keep a balance between theory, applications and algorithms.

Optimization and Applications 3

Graduate course, Teaching Assistance, Ozon Masters, Spring, 2021

This course focuses on optimization problems involving uncertainty in data. This section of optimization is very rich in applications: finance, logistics and supply chain optimization, statistical evaluation and others. In this course, we will analyze the basic techniques of stochastic and robust optimization.

Stochastic Gradient Descent Methods (CS 331)

Graduate course, Teaching Assistance, KAUST, Fall, 2021

Stochastic gradient descent (SGD) in one or another of its many variants is the workhorse method for training modern supervised machine learning models. However, the world of SGD methods is vast and expanding, which makes it hard for practitioners and even experts to understand its landscape and inhabitants. This course is a mathematically rigorous and comprehensive introduction to the field, and is based on the latest results and insights. The course develops a convergence and complexity theory for serial, parallel, and distributed variants of SGD, in the strongly convex, convex and nonconvex setup, with randomness coming from sources such as subsampling and compression. Additional topics such as acceleration via Nesterov momentum or curvature information will be covered as well. A substantial part of the course offers a unified analysis of a large family of variants of SGD which have so far required different intuitions, convergence analyses, have different applications, and which have been developed separately in various communities. This framework includes methods with and without the following tricks, and their combinations: variance reduction, data sampling, coordinate sampling, arbitrary sampling, importance sampling, mini-batching, quantization, sketching, dithering and sparsification.

Graduate Seminar (CS 398)

Graduate course, Teaching Assistance, KAUST, Fall, 2022

Graduate seminar focusing on special topics within the field.

Introduction to Optimization Aramco Master course

Graduate course, Teaching Assistance, KAUST, Fall, 2022

Stochastic Gradient Descent Methods (CS 331)

Graduate course, Teaching Assistance, KAUST, Fall, 2022

Stochastic gradient descent (SGD) in one or another of its many variants is the workhorse method for training modern supervised machine learning models. However, the world of SGD methods is vast and expanding, which makes it hard for practitioners and even experts to understand its landscape and inhabitants. This course is a mathematically rigorous and comprehensive introduction to the field, and is based on the latest results and insights. The course develops a convergence and complexity theory for serial, parallel, and distributed variants of SGD, in the strongly convex, convex and nonconvex setup, with randomness coming from sources such as subsampling and compression. Additional topics such as acceleration via Nesterov momentum or curvature information will be covered as well. A substantial part of the course offers a unified analysis of a large family of variants of SGD which have so far required different intuitions, convergence analyses, have different applications, and which have been developed separately in various communities. This framework includes methods with and without the following tricks, and their combinations: variance reduction, data sampling, coordinate sampling, arbitrary sampling, importance sampling, mini-batching, quantization, sketching, dithering and sparsification.

Graduate Seminar (CS 398)

Graduate course, Teaching Assistance, KAUST, Spring, 2023

Graduate seminar focusing on special topics within the field.

TAHAKOM Federated Learning course KAUST Fall 2023

Graduate course, Teaching Assistance, KAUST, Fall, 2023

Grigory Malinovsky

Sitemap

Pages

Posts

portfolio

publications

talks

teaching