MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
MATH-329: Continuous optimizationThis course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorith
CS-526: Learning theoryMachine learning and data analysis are becoming increasingly central in many sciences and applications. This course concentrates on the theoretical underpinnings of machine learning.
CS-433: Machine learningMachine learning methods are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and pr
COM-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
MATH-437: Calculus of variationsIntroduction to classical Calculus of Variations and a selection of modern techniques. The Calculus of Variations aims at showing the existence of minimisers (or critical points) of functionals that n
ME-390: Foundations of artificial intelligenceThis course provides the students with 1) a set of theoretical concepts to understand the machine learning approach; and 2) a subset of the tools to use this approach for problems arising in mechanica