Optimization Algorithms for Data Analysis
Module code: CS7DS2 · Semester: Semester 2
Questions by Year
Topics
- Gradient descent variants: Adam, Adagrad, RMSprop, Polyak momentum, Nesterov LO1–2
- Stochastic and mini-batch gradient descent LO2–3
- Constraints: projected gradient descent, penalty methods, Frank-Wolfe LO2
- Gradient-free methods and hyperparameter optimisation LO2–3
Learning outcomes
- Identify optimisation problems in data analysis and machine learning
- Evaluate and design practical optimisation algorithms for ML
- Compare algorithms on speed, complexity and scalability