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EPFLx: Introduction to optimization on smooth manifolds: first order methods

Learn to optimize on smooth, nonlinear spaces: Join us to build your foundations (starting at "what is a manifold?") and confidently implement your first algorithm (Riemannian gradient descent).

Introduction to optimization on smooth manifolds: first order methods
6 semanas
5–6 horas por semana
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Comienza el 17 may

Sobre este curso

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Optimization on manifolds is the result of smooth geometry and optimization merging into one elegant modern framework.

We start the course at "What is a manifold?", and give the students a firm understanding of submanifolds embedded in real space. This covers numerous applications in engineering and the sciences.

All definitions and theorems are motivated to build time-tested optimization algorithms. The math is precise, to promote understanding and enable computation.

We build our way up to Riemannian gradient descent: the all-important first-order optimization algorithm on manifolds. This includes analysis and implementation.

The lectures follow (and complement) the textbook "An introduction to optimization on smooth manifolds" written by the instructor, also available on his webpage.

From there, students can explore more with numerical tools (such as the toolbox Manopt, which is the subject of the last week of the course). They will also be in a good position to tackle more advanced theoretical tools necessary for second-order optimization algorithms (e.g., Riemannian Hessians). Those are covered in further video lectures available on the instructor's textbook webpage.

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  • Institution EPFLx
  • Subject Matemáticas
  • Level Advanced
  • Prerequisites

    Linear algebra, Multivariable calculus, some numerical analysis.

  • Language English
  • Video Transcript English

Lo que aprenderás

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By the end of the course, you will be able to:

  • Recognize smooth manifolds and do calculus on them.
  • Manipulate concepts from differential and Riemannian geometry.
  • Develop geometric tools to work on new manifolds of interest.
  • Recognize and formulate a Riemannian optimization problem.
  • Analyze and implement first-order Riemannian optimization algorithms.
  • Use toolboxes to accelerate prototyping.

Plan de estudios

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1. Introduction

2. Manifolds and tangent spaces

3. Functions, differentials, retractions and vector fields

4. Riemannian manifolds and gradients

5. Riemannian gradient descent

6. Manopt (toolbox for optimization on manifolds)

¿Quién puede hacer este curso?

Lamentablemente, las personas residentes en uno o más de los siguientes países o regiones no podrán registrarse para este curso: Irán, Cuba y la región de Crimea en Ucrania. Si bien edX consiguió licencias de la Oficina de Control de Activos Extranjeros de los EE. UU. (U.S. Office of Foreign Assets Control, OFAC) para ofrecer nuestros cursos a personas en estos países y regiones, las licencias que hemos recibido no son lo suficientemente amplias como para permitirnos dictar este curso en todas las ubicaciones. edX lamenta profundamente que las sanciones estadounidenses impidan que ofrezcamos todos nuestros cursos a cualquier persona, sin importar dónde viva.

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