MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective. ...
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 develops applications of optimal transport to PDEs, functiona ...
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 algorithms to solve constrained and unconstrained problems. ...
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 practically implemented. ...
MATH-410: Riemann surfacesThis course is an introduction to the theory of Riemann surfaces. Riemann surfaces naturally appear is mathematics in many different ways: as a result of analytic continuation, as quotients of complex domains under discontinuous group actions, as algebraic ...
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 and techniques that come from probability, information the ...
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 mechanical engineering applications. ...
MATH-261: Discrete optimizationThis course is an introduction to linear and discrete optimization.
Warning: This is a mathematics course! While much of the course will be algorithmic in nature, you will still need to be able to prove theorems. ...
CS-439: Optimization for machine learningThis course teaches an overview of modern optimization methods, for applications in machine learning and data science. In particular, scalability of algorithms to large datasets will be discussed in theory and in implementation. ...
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 Riemannian geometry (with a focus dictated by computational con ...
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
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 machine learning. ...
COM-309: Introduction to quantum information processingInformation is processed in physical devices. In the quantum regime the concept of classical bit is replaced by the quantum bit. We introduce quantum principles, and then quantum communications, key distribution, quantum entropy, and spin dynamics. No prio ...
MATH-203(b): Analysis IIILe cours étudie les concepts fondamentaux de l'analyse vectorielle et l'analyse de Fourier en vue de leur utilisation pour
résoudre des problèmes pluridisciplinaires d'ingénierie scientifique. ...
MATH-564: Convex geometric analysisIn this course we study the fundamental notion of convexity at the interface of analysis and geometry, an area that has seen remarkable progress in recent years.
MATH-351: Advanced numerical analysis IIThe student will learn state-of-the-art algorithms for solving differential equations. The analysis and implementation of these algorithms will be discussed in some detail. ...
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part covers the main theorems in the field (law of large numbers, central limit theorem), while the second part focuses on the theory of martingales and concentration inequalit ...