This schedule should be considered tentative and subject to change, at least until it actually takes place!

Week Date Notes, Readings, and HW
1 Tue, Aug 22 Introduction
  • NO, sec 2.1

  • Getting-to-know you survey on Canvas

Thu, Aug 24 Optimization and linear algebra refresher
  • ESL, sec 3.1-3.2

  • ALA, sec 3.2-3.2

2 Tue, Aug 29 Regularized linear least squares
Thu, Aug 31 Sparse least squares and iterations
3 Tue, Sep 05 Stochastic gradients, scaling, and Newton
Thu, Sep 07 Randomized numerical linear algebra
4 Tue, Sep 12 Latent factor models
Thu, Sep 14 SVD and other low-rank decompositions
5 Tue, Sep 19 Non-negative matrix factorization
Thu, Sep 21 Tensor basics, HOSVD, Tucker, and ALS
6 Tue, Sep 26 CP decomposition and algorithms, CUR and tensor trains
Thu, Sep 28 Nonlinear dimensionality reduction
7 Tue, Oct 03 Function approximation fundamentals
Thu, Oct 05 Low-dim structure in function approximation
8 Tue, Oct 10 Fall break
Thu, Oct 12 Low-dim structure in function approximation
9 Tue, Oct 17 Many interpretations of kernels
Thu, Oct 19 Approaches to kernel selection
10 Tue, Oct 24 Computing with kernels
Thu, Oct 26 Scalable kernel methods
11 Tue, Oct 31 Matrices associated with graphs
Thu, Nov 02 Function approximation on graphs
12 Tue, Nov 07 Graph clustering and partitioning
Thu, Nov 09 Centrality measures
13 Tue, Nov 14 Learning linear system dynamics
Thu, Nov 16 Learned dynamics and extrapolation
14 Tue, Nov 21 Koopman theory and lifting
Thu, Nov 23 Thanksgiving break
15 Tue, Nov 28 Learning nonlinear dynamics
Thu, Nov 30 Special topics