Avis aux étudiants de master EDP & Proba-Stat : Cours accéléré
Nous informons les étudiants de 1 et 2 (les trois spécialités) qu'un cours accéléré sera donné par
selon le programme suivant :
- Dimanche 05/05/2024 de 10h00 à 12h00.
- Lundi 06/05/2024 de 09h00 à 11h00.
- Mardi 07/05/2024 de 09h00 à 11h00.
- Mercredi 06/05/2024 de 11h00 à 12h30.
Abstract : This course provides an introduction to risk-averse machine learning with an emphasis on their mathematical foundations. The curriculum includes an introduction to safety in machine learning, foundational concepts in convex analysis, and first-order optimization methods. Students will explore convex risk measures and their minimization in large-scale settings. The course is structured around detailed proofs and extensive mathematical discussions, suitable for students with a solid background in mathematics and an interest in theoretical machine-learning frameworks.