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epfml/OptML_course

EPFL university course CS-439 teaching mathematical optimization methods for machine learning and data science.

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This repository contains lecture materials and exercises for an EPFL course on optimization for machine learning. The course covers modern optimization algorithms including gradient methods, stochastic optimization, accelerated methods, and second-order methods. Advanced topics include distributed optimization, federated learning, and non-convex optimization for training neural networks.

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