Here are links to course material for courses that have been/will be offered by me at IIT Kanpur.
[New Course] Optimization Techniques
Note: this course will be offered in the Autumn 2016-17 semester.
Description: The area of optimization plays a critical role in several contemporary areas such as decision and control, signal processing, and machine learning. This course intends to present a thorough treatment of optimization techniques with specific emphasis on modern applications. This will provide students with a sound background in the area and benefit those who wish to pursue doctoral or master level theses in this subject, or apply these techniques to their own areas.
Prerequisites: Familiarity with basics of real analysis, linear algebra, and probability and statistics. Prior exposure to fields such as machine learning, signal processing, operations research, or decision and control, would be valuable as source of, and motivation for, optimization problems. Please see the course website for details.
Topics: Preliminaries, first order methods, second order methods, stochastic optimization, non convex optimization. Please see the course website for details.
[New Course] Online Learning and Optimization
Description: This is intended to be a course on advanced techniques used in optimization and learning. The course would cover topics in sequential prediction, and optimization on large-scale streaming data. These are the methods of choice for massive learning tasks and form the basis for a large family of optimization and learning routines.
Prerequisites: Familiarity with basics of probability and statistics, and linear algebra would be essential. Prior exposure to machine learning would be desirable. Please see the course website for details.
Topics: Online prediction with full and partial feedback, online convex optimization. Please see the course website for details.