Optimization for data science (2023-2024)
This repository contains four lab projects and a final project for the "Optimization for data science" - DS-Télécom-20 course followed at Télécom Paris for the Master 2 Data Science of IP Paris - Ecole Polytechnique during the academic year 2023-2024.
Lab 1: First order methods on regression models
Lab 2: Logistic and linear regression with deterministic and stochastic first order methods
Lab 3: Proximal/cyclic/greedy coordinate descent
Lab 4: quasi-Newton methods
Project: Optimization strategies for the multiclass multinomial logistic regression with non-smooth penalties