Stochastic Optimization Courses and Certifications

Simons Institute

Stochastic Programming Approach to Optimization Under Uncertainty

Explore optimization under uncertainty using stochastic programming, focusing on theoretical foundations and practical applications in decision-making processes.

• YouTube
• 59 minutes
• On-Demand
• Free Video

Simons Institute

The Importance of Better Models in Stochastic Optimization

Explore stochastic optimization models, focusing on robustness, stability, and asymptotic minimax theory. Learn about weak convexity, sharp growth problems, and practical experiments.

• YouTube
• 47 minutes
• On-Demand
• Free Video

Simons Institute

First-Order Stochastic Optimization

Explore first-order stochastic optimization techniques for machine learning, covering gradient descent, adaptive learning, and convergence rates in data science applications.

• YouTube
• 58 minutes
• On-Demand
• Free Video

IEEE Signal Processing Society

Distributed Stochastic Non-Convex Optimization - Optimal Regimes and Tradeoffs

Explore optimal regimes and tradeoffs in distributed stochastic non-convex optimization with Usman A. Khan. Gain insights into advanced data science concepts and their applications in signal processing.

• YouTube
• 1 hour 5 minutes
• On-Demand
• Free Video

Society for Industrial and Applied Mathematics

Stochastic Primal Dual Splitting Algorithms for Convex and Nonconvex Composite Optimization in Imaging

Explore stochastic primal dual splitting algorithms for convex and nonconvex composite optimization in imaging, focusing on SPDFP and SVRG-PDFP methods and their applications.

• YouTube
• 49 minutes
• On-Demand
• Free Video

BIMSA

Global Convergence in Stochastic Optimization - ICBS 2024

Explore stochastic optimization algorithms with adaptive variance for non-convex functions, featuring provable convergence rates and numerical examples.

• YouTube
• 59 minutes
• On-Demand
• Free Video

GERAD Research Center

Decision-Based Scenario Clustering - General Bounds for Stochastic Optimization Models

Explore decision-based scenario clustering for stochastic optimization models. Learn to derive efficient bounds and address computational challenges in uncertainty-driven decision-making.

• YouTube
• 52 minutes
• On-Demand
• Free Video

USC Probability and Statistics Seminar

Private Stochastic Optimization with Large Worst-Case Lipschitz Parameter

Explore differentially private stochastic optimization techniques for loss functions with large worst-case Lipschitz parameters, addressing outliers and heavy-tailed data for improved excess risk bounds.

• YouTube
• 58 minutes
• On-Demand
• Free Video

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Stochastic Algorithms for Constrained Continuous Optimization

Explore stochastic-gradient-based algorithms for constrained continuous optimization, focusing on interior-point and sequential-quadratic-programming methods with convergence guarantees and practical applications.

• YouTube
• 29 minutes
• On-Demand
• Free Video

Max Planck Science

Shuffling-based Stochastic Optimization Methods: Bridging the Theory-practice Gap

Explore shuffling-based stochastic optimization methods and their practical applications in bridging theoretical concepts with real-world implementation.

• YouTube
• 1 hour 2 minutes
• On-Demand
• Free Video

Society for Industrial and Applied Mathematics

Inference in Stochastic Optimization with Heavy Tailed Input

Explore advanced stochastic optimization techniques for infinite variance models, focusing on practical applications in insurance, healthcare, and machine learning, with insights into monitoring SGD solution quality.

• YouTube
• 1 hour 7 minutes
• On-Demand
• Free Video

Centre de recherches mathématiques - CRM

A Study of Stochastic and Noisy Oracles in Unconstrained Continuous Optimization

Explore stochastic and noisy oracles in continuous optimization, covering inexact computations, derivative-free methods, and their effects on algorithmic behavior.

• YouTube
• 1 hour 9 minutes
• On-Demand
• Free Video

Institut des Hautes Etudes Scientifiques (IHES)

Slow Convergence of Stochastic Optimization Algorithms Without Derivatives Is Avoidable

Discover how adaptive stochastic algorithms from Evolution Strategy can achieve geometric convergence rates for derivative-free optimization, overcoming the slow convergence limitations of traditional methods like Kiefer-Wolfowitz.

• YouTube
• 51 minutes
• On-Demand
• Free Video

GERAD Research Center

Learning and Stochastic Optimization for Industrial Mining Complexes

Explorez une approche novatrice intégrant l'apprentissage automatique et l'optimisation pour la prise de décision dans les complexes miniers industriels face aux incertitudes d'approvisionnement et de demande.

• YouTube
• 45 minutes
• On-Demand
• Free Video

GERAD Research Center

Online Time-Varying Stochastic Quasar-Convex Optimization

Explore online dynamic stochastic optimization with quasar-convex loss functions, examining applications in linear dynamical systems, phase retrieval, and tomographic reconstruction with theoretical and numerical results.

• YouTube
• 32 minutes
• On-Demand
• Free Video