The Modern Algorithmic Toolbox
Description
This course will provide a rigorous and hands-on introduction to the central ideas and algorithms that constitute the core of the modern algorithms toolkit.
Emphasis will be on understanding the high-level theoretical intuitions and principles underlying the algorithms we discuss, as well as developing a concrete understanding of when and how to implement and apply the algorithms.
The course will be structured as a sequence of one-week investigations; each week will introduce one algorithmic idea, and discuss the motivation, theoretical underpinning, and practical applications of that algorithmic idea. Each topic will be accompanied by a mini-project in which students will be guided through a practical application of the ideas of the week.
Topics include hashing, dimension reduction and LSH, boosting, linear programming, gradient descent, sampling and estimation, and an introduction to spectral techniques.