MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
PHYS-512: Statistical physics of computationThe students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and m
EE-613: Machine Learning for EngineersThe objective of this course is to give an overview of machine learning techniques used for real-world applications, and to teach how to implement and use them in practice. Laboratories will be done i
CS-503: Visual intelligence : machines and mindsThe course will discuss classic material as well as recent advances in computer vision and machine learning relevant to processing visual data -- with a primary focus on embodied intelligence and visi
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.
EE-311: Fundamentals of machine learningCe cours présente une vue générale des techniques d'apprentissage automatique, passant en revue les algorithmes, le formalisme théorique et les protocoles expérimentaux.