Teaching
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.