Spring school on Optimization and Algorithms in Dynamic Environments
Objective
Introduction to the current concepts and mathematical approaches to the design of optimization algorithms in dynamically evolving environments. The aim of this school is two-fold: covering basic concepts and presenting actual research directions toward the goal of discovering the hidden geometry in machine learning and in non-stochastic, non-stationary adversarial settings.
Courses
-
Christoph Dürr, Competitive analysis of online algorithms.
- Nguyễn Việt Hưng, Introduction to Stochastic Programming.
- Nguyễn Kim Thắng and Lê Hải Yến, Online Learning/Online Convex Optimization.
More details can be found in the lecture plan. The courses require only basic knowledge of linear algebra, calculus, and probability.
Related Event
The school is followed by a closely related workshop “Algorithms, Optimization and Learning in Dynamic Environments” organized at the Vietnam Institute of Mathematics (VAST) and the Vietnam Institute for Advanced Study in Mathematics (VIASM) in Hanoi from 4 March to 8 March 2019.