Stochastic Optimization Courses and Certifications

Alan Turing Institute

Masterclass for Optimisation - Professor Coralia Cartis, University of Oxford

Explore advanced optimization techniques for large-scale problems with Professor Coralia Cartis. Learn about algorithm development, analysis, and implementation for various problem classes in numerical optimization.

• YouTube
• 1 hour 53 minutes
• On-Demand
• Free Video

USC Probability and Statistics Seminar

Set Valued Hamilton-Jacobi-Bellman Equations - Applications and Theory

Explore set valued PDEs and their applications in stochastic optimization, risk measures, and game theory. Learn about dynamic programming principles and set valued HJB equations.

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

Google TechTalks

Limitations of Stochastic Selection with Pairwise Independent Priors

Explore stochastic selection problems with pairwise-independent priors and matroid constraints, examining limitations and optimal bounds for contention resolution and prophet inequalities.

• YouTube
• 1 hour 6 minutes
• On-Demand
• Free Video

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Revisiting Inexact Fixed-Point Iterations for Min-Max Problems - Stochasticity and Cohypomonotonicity

Explore advanced optimization techniques for constrained min-max problems, focusing on inexact fixed-point iterations and stochastic algorithms for nonconvex-nonconcave scenarios.

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

GERAD Research Center

Adaptive Partitioning for Chance-Constrained Problems - DS4DM Coffee Talk

Explore adaptive partitioning for chance-constrained stochastic optimization, featuring refinement and merging techniques to solve reduced-size models efficiently and optimally.

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

GERAD Research Center

Stochastic Tabu Search and Improvements - Application for Physician Scheduling

Explore stochastic tabu search for physician scheduling, including hyperparameter tuning and learning algorithms to enhance efficiency in radiotherapy centers.

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

Simons Institute

Hitting the High-Dimensional Notes - An ODE for SGD Learning Dynamics in High-Dimensions

Explore stochastic optimization algorithms in high dimensions, analyzing dynamics and performance of SGD and momentum methods using a framework inspired by random matrix theory.

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

Joint Mathematics Meetings

Human-Machine Interaction Models and Stochastic Optimization

Explore stochastic optimization and human-machine interaction models, focusing on utility problems, risk preferences, and mean variance optimization in this mathematical presentation.

• YouTube
• 49 minutes
• On-Demand
• Conference Talk

IEEE

Approximation Algorithms for Stochastic Minimum Norm Combinatorial Optimization

Explore advanced techniques for solving stochastic minimum norm combinatorial optimization problems, focusing on approximation algorithms and their applications in complex decision-making scenarios.

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

Google TechTalks

Differentially Private Online-to-Batch Conversion for Stochastic Optimization

Explore differentially private stochastic optimization techniques, comparing simple preprocessing and custom algorithms. Learn about a novel online-to-batch conversion method for optimal private convergence rates.

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

APS Physics

Decision Making in Automated Experiments - From Bandits and Bayesian Optimization to Reinforcement Learning and Stochastic Optimization

Explore decision-making algorithms for automated experiments, covering bandits, Bayesian optimization, reinforcement learning, and stochastic methods with expert insights.

• YouTube
• 1 hour 4 minutes
• On-Demand
• Free Video

Fields Institute

Avoidance of Traps for Nonconvex Stochastic Optimization and Equilibrium Learning in Games

Explore strategies to overcome challenges in nonconvex stochastic optimization and game theory equilibrium learning, focusing on trap avoidance techniques.

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

Mathematical understanding of uncertainty

Explore probability theory, universal principles, and Markov chains to understand and harness uncertainty in real-world applications, from statistics to deep learning algorithms.

• edX
• 12 weeks, 1-2 hours a week
• On-Demand
• Free Online Course (Audit)

Simons Institute

On Gradient-Based Optimization - Accelerated, Distributed, Asynchronous and Stochastic

1 review

Explore advanced gradient-based optimization techniques for machine learning, including accelerated, distributed, asynchronous, and stochastic methods, with insights from differential geometry and nonconvex optimization.

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

GERAD Research Center

A Tree-Search Heuristic for Stochastic Production-Distribution Planning with Transportation Mode-Dependent Lead Times

Explore a tree-search heuristic for stochastic production-distribution planning, optimizing costs and lead times across transportation modes. Gain insights into efficient problem-solving techniques for complex supply chain scenarios.

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