ECE 532 | Matrix Methods in Machine Learning
Syllabus
| Date | Program | Instructor |
|---|---|---|
Course introduction | Grigorios Chrysos | |
| –– | Vectors | Grigorios Chrysos |
| –– | Vectors and Matrices Linear Systems, Norms and Projections | Grigorios Chrysos |
| – | Least Squares | Grigorios Chrysos |
| ––– | The Singular Value Decomposition | Grigorios Chrysos |
First midterm | Grigorios Chrysos | |
| – | Applications of the SVD | Grigorios Chrysos |
| – | PageRank and the SVD | Grigorios Chrysos |
Loss functions | Omar Chehab | |
Optimization algorithms | Omar Chehab | |
Convergence assumptions Homework assignment | Omar Chehab | |
Convergence guarantees | Omar Chehab | |
Second midterm | Omar Chehab | |
TBD Homework assignment | Omar Chehab | |
TBD Quiz | Omar Chehab | |
TBD | Omar Chehab | |
TBD Quiz | Omar Chehab | |
TBD | Omar Chehab | |
Revision session | Omar Chehab | |
No class (study day) | — | |
Final exam | Omar Chehab |
Quizzes take place during the last 20–30 minutes of class. Quizzes and exams are in person; collaboration is not allowed.
Optimization references
- Bubeck: Convex Optimization: Algorithms and Complexity.
- Boyd & Vandenberghe: Convex Optimization.
- Garrigos & Gower: Handbook of Convergence Theorems for (Stochastic) Gradient Methods.
Description
About the course. This course explores the linear algebra behind machine learning, including least squares, regularization, singular value decomposition, and optimization, with applications to regression, classification, clustering, and neural networks. Prior coursework in mathematical foundations and experience with numerical computing (such as Python) are required.
Logistics
- Instructors
- Grigorios Chrysos and Omar Chehab
- Term
- Fall 2026
- Time
- Tuesdays and Thursdays, 4–5:15 p.m.
- Location
- 1800 Engineering Hall
- TAs
- Guruprasad Viswanathan Ramesh
Daiwei Chen
Karan Vikyath Veeranna Rupashree - Office hours
-
Omar — Nov 3 & 10, 5–6 p.m., 2540 Engineering Hall; Nov 17 & 24, Dec 1 & 8, 5:15–6:15 p.m., 1800 Engineering Hall.Guruprasad — Tue, 10:30 a.m.–12:30 p.m., 307 Wendt Commons.Daiwei — Thu, 9–11 a.m., 307 Wendt Commons.Karan — Wed, 3–5 p.m., 307 Wendt Commons.