Fall 2021: Randomized Numerical Linear Algebra in Machine Learning

This course will focus on numerical linear algebra (NLA), which describes a large suite of algorithms that power a huge number of scientific, data science, and machine learning applications. The use of randomization has been allowing these methods to scale to tremendous data sizes in efficient ways. We will study recent research results in randomized NLA, tradeoffs in terms of computation, data requirements, and accuracy, as well as some specific applications in machine learning and scientific computing.