0.0

credits

Average Course Rating

An introduction to stochastic search and optimization, including discrete and continuous optimization problems. Topics will include the “no free lunch” theorems, beneficial effects of injected Monte Carlo randomness, algorithms for global and local optimization problems, random search, recursive least squares, stochastic approximation, simulated annealing, evolutionary and genetic algorithms, machine (reinforcement) learning, and statistical multiple comparisons. Students should have knowledge of basic matrix algebra. Recommended Course Background: Graduate course in probability and statistics