Lecturer: A. Célisse
Period: Term 3
ECTS: 6
Schedule: 2h lecture + 2h Tutorials per week
Plan:
a. PCA and CCA and their non-linear counterparts
b. Basis pursuit and L1-regularization
c. Compressive sensing and Sketching
d. Regularization by projection and low-rank approximations
e. Random Fourrier features
f. Implicit regularization