Below are the courses that I teach at UCLA.

STATS 102B: Intro to Computing and Optimization

This is an undergraduate level course, and is offered in Spring 2025, Spring 2024, Spring 2023.

STATS 202B: Matrix Algebra and Optimization

This is a graduate level course that introduces students to algorithms and their theoretical underpinnings extensively used in modern machine learning. It covers:

  • first order methods, including gradient descent and its variants;
  • conditions for optimality for convex constrained optimization problems and basics of duality theory;
  • challenges posed by non-convex problems.

This course is offered in Winter 2025, Winter 2024, Winter 2023.

STATS 417: Models in Finance

This is graduate level course, and is offered in Winter 2025, Winter 2024.