An introduction to optimization for machine learning

DEUG This course was given during a summer school on AI in Cotonou, Benin, July-Aug. 2021. The school was organized by the Benin Excellence NGO and the Vallet Foundation. The course provides basic concepts about numerical optimization i) for an audience interested in machine learning ii) with a background corresponding to 1 year after high school iii) through examples coded in R from scratch. The algorithms are not exactly those used in state-of-the-art deep learning, but the main underlying concepts are presented.