Julia for optimization and learning

B0B36JUL

Julia programming language is increasingly known by the community for its suitability in the field of numerical calculations. The course consists of two parts. The first part presents the basics of Julia. The second part introduces mathematical optimization and its application in machine learning, statistics and optimal control of differential equations. While the first part shows the individual concepts of Julia, the second part combines them into longer logical sections of code. We explain each application theoretically. Students are encouraged both to write simple functions by themselves and compare them with already existing packages. The course ends with a final project. Students can either choose a topic connected to their theses or join a Kaggle competition with real data.

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