Week 11- Stats and Machine Learning

Click here to read about Week 11.
Author

George I. Hagstrom

Published

April 7, 2025

Welcome to Week 11. During this week we will cover the beginning of Chapter 7 of CVX-book, which focuses on both parametric and non-parametric statistics applications of convex optimization, and section 8.6 of CVX-book, which focuses on classication. We will revisit maximum likelihood methods and introduce maximum a posteriori methods. We will talk about entropy maximimization and the KL-divergence, and then introduce support vector machines for classification.

Your sixth homework assignment is due three weeks from today, Sunday April 27th at midnight.

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