OPTIMIZE-ML.AU1

First-order and Stochastic Optimization Methods for Machine Learning

Master the mathematical foundations of first-order and stochastic optimization to build faster, scalable, and high-performance machine learning models for large-scale data.

  • Practice in 22 Laboratorios prácticos — nothing to install
  • 8 Lecciones interactivas y 52 topics mapped to the official exam objectives

Intermediate A tu propio ritmo · 1 año de acceso

22 LiveLabs prácticos

Practice real IT tasks in guided environments.

  • Entornos reales
  • Calificación automática
  • Sin instalación
8Lecciones interactivas
52Topics
22Laboratorio en vivo
4Vídeos
86Tarjetas didácticas
86Glosario de términos

01 / Habilidades que obtendrás

What you will be able to do

Try Free → No se requiere tarjeta de crédito

You know the algorithms—linear regression, support vector machines, neural networks—but do you know what truly powers their performance and speed? It's optimization.

This is not just another machine learning course. This intensive program dives deep into the mathematical and algorithmic core of first-order optimization methods. As datasets explode in size, traditional batch methods fail. This course is designed to equip you with the specialized knowledge to thrive in the era of large-scale machine learning by mastering stochastic optimization methods.

If you are a machine learning researcher, data scientist, or engineer serious about developing faster, more scalable, and mathematically sound AI models, this is your next step.

  Upon completion of this course and its hands-on LAB activities, you will be able to:

  • Implement Advanced Model Generalization: Apply foundational models (LR, SVM, NNs) and master essential regularization techniques (Lasso and Ridge) to build models with superior out-of-sample performance.
  • Establish Algorithmic Foundations: Master the theory of Convex Optimization, including Convex Sets, Convex Functions, and Lagrangian and Legendre–Fenchel Duality, forming a basis for rigorous algorithm design.
  • Drive Faster Convergence: Analyze and implement core First-Order Optimization algorithms—from Subgradient Descent to sophisticated Accelerated Gradient Descent methods and the powerful Primal–Dual Method—and perform their quantitative Convergence Analysis.
  • Scale Optimization for Big Data: Design and deploy modern Stochastic Optimization Methods and Variance-Reduced algorithms to efficiently solve Nonconvex Optimization problems and manage large-scale and Distributed Optimization environments.

Course Highlights

  • 8 Lecciones estructuradas Cobertura completa de los objetivos principales del curso
  • 22 LiveLabs prácticos Escenarios interactivos guiados con evaluación instantánea
  • 1 año de acceso completo Aprendizaje a tu propio ritmo, accesible en cualquier momento y en todos los dispositivos

02 / Lecciones y laboratorios

See exactly what you will learn and practice

Descargar esquema (PDF)

Plan de estudios

8 Lecciones interactivas · 52 topics
01 Regularization Techniques for Generalization 8 topics · 4 Laboratorio en vivo
  • Linear Regression
  • Logistic Regression
  • Generalized Linear Models
  • Support Vector Machines
  • Regularization, Lasso, and Ridge Regression
  • Population Risk Minimization
  • Neural Networks
  • Exercises

4 Laboratorio en vivo in this lesson — see the labs panel →

02 Convergence Analysis of Optimization Algorithms 5 topics · 3 Laboratorio en vivo
  • Convex Sets
  • Convex Functions
  • Lagrange Duality
  • Legendre–Fenchel Conjugate Duality
  • Exercises

3 Laboratorio en vivo in this lesson — see the labs panel →

03 Deterministic Convex Optimization 10 topics · 1 Laboratorio en vivo
  • Subgradient Descent
  • Mirror Descent
  • Accelerated Gradient Descent
  • Game Interpretation for Accelerated Gradient Descent
  • Smoothing Scheme for Nonsmooth Problems
  • Primal–Dual Method for Saddle-Point Optimization
  • Alternating Direction Method of Multipliers
  • Mirror-Prox Method for Variational Inequalities
  • Accelerated Level Method
  • Exercises

1 Laboratorio en vivo in this lesson — see the labs panel →

04 Stochastic Convex Optimization 7 topics · 3 Laboratorio en vivo
  • Stochastic Mirror Descent
  • Stochastic Accelerated Gradient Descent
  • Stochastic Convex–Concave Saddle Point Problems
  • Stochastic Accelerated Primal–Dual Method
  • Stochastic Accelerated Mirror-Prox Method
  • Stochastic Block Mirror Descent Method
  • Exercises

3 Laboratorio en vivo in this lesson — see the labs panel →

05 Convex Finite-Sum and Distributed Optimization 5 topics · 3 Laboratorio en vivo
  • Random Primal–Dual Gradient Method
  • Random Gradient Extrapolation Method
  • Variance-Reduced Mirror Descent
  • Variance-Reduced Accelerated Gradient Descent
  • Exercises

3 Laboratorio en vivo in this lesson — see the labs panel →

Laboratorios prácticos Our edge

22 Laboratorio en vivos
  • Performing Linear Regression Using OLS
  • Performing Logistic Regression for Binary Classification
  • Performing Classification Using SVM
  • Training a Neural Network Using the Adam Optimizer
  • Exploring and Visualizing Convex Sets Using Python
  • Analyzing and Visualizing Convex Functions with Python
Los laboratorios se ejecutan en tu navegador; no hay nada que instalar.

03 / Preguntas frecuentes

Preguntas antes de empezar

Contáctanos ↗
Who should take this course?
This course is ideal for machine learning engineers, AI researchers, and Ph.D. students who have a solid background in calculus, linear algebra, and basic machine learning, and who want to gain a deep, theoretical, and practical understanding of modern Stochastic Optimization Methods.
Why is knowing optimization theory critical for Machine Learning?
Understanding the underlying Convergence Analysis and complexity of First-Order Optimization algorithms allows you to select the right algorithm for the right problem, correctly tune hyperparameters (like learning rates), and even invent novel algorithms, especially when dealing with complex Nonconvex Optimization landscapes in deep learning.
Does this course cover deep learning optimizers like Adam and RMSProp?
Yes, the foundational methods discussed (Stochastic Gradient Descent, Mirror Descent, Acceleration, and Regularization) provide the theoretical basis for all modern adaptive optimizers like Adam. You will be able to analyze and understand why they work and how to improve them.
Is there a focus on large-scale or distributed problems?
Absolutely. Modules 5 and 8 are dedicated to scaling up. We cover finite-sum problems, Variance-Reduced techniques (crucial for faster training), and methods for Distributed Optimization to handle data that cannot fit on a single machine.

Ready to Elevate Your ML Expertise?

Enroll Today! Master the foundational and advanced techniques in First-Order Optimization to build the next generation of machine learning systems.

  • 1 año de acceso completo
  • 22 LiveLab incluido
  • Certificado de finalización
Comprar ahora — $239.99 Try Free

No se requiere tarjeta de crédito

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