Week 10- Data Fitting

Click here to read about Week 10.

Welcome to Week 10. During this week we will cover Chapter 6 of CVX-book, which focuses on data fitting applications of convex optimization. We will talk about the meaning of different norms and penalty functions which can be imposed when trying to fit data. Three primary topics will be robustness to outliers, regularization and sparsity, and stochastic and worst case approximation, amongst others.

Your fifth homework assignment is due next Sunday at midnight.

Here are more details on what you need to do this week:

• Go through module 9 and complete the week 10 readings.
• Attend our second meetup on Monday at 6:45 p.m. ET on Zoom
• Finish working on Lab 5