### Sarah Dean PRO

asst prof in CS at Cornell

Prof. Sarah Dean

MW 2:45-4pm

110 Hollister Hall

0. Announcements & Recap

1. Derivative-Free Optimization

2. Simple Random Search

3. PG with Trajectories

4. PG with Q & A functions

HW2 released tonight, due 3/28

Suggestion: start written portion before prelim

5789 Paper Review Assignment (weekly pace *suggested*)

Should I mask during lecture? PollEv.com/sarahdean011

Prelim **Tuesday 3/22** at **7:30-9pm in Phillips 101**

Closed-book, definition/equation sheet for reference will be provided

Focus: mainly Unit 1 (known models) but many lectures in Unit 2 revisit important key concepts

Study Materials: Lecture Notes 1-15, HW0&1

Lecture on Monday 3/21 will be a review

- Gradient Ascent

\(\theta_{t+1} = \theta_t + \alpha \nabla J(\theta_t)\) - Stochastic Gradient Ascent

\(\theta_{t+1} = \theta_t + \alpha g_t\) where \(\mathbb E[g_t] = \nabla J(\theta_t)\) - SGD with sampling in risk minimization: \(\displaystyle \min_\theta \underbrace{\mathbb E[\ell(f_\theta(x),y)]}_{ \mathcal R(\theta) }\)

\(g_t = \nabla \ell(f_\theta(x_i),y_i) \) where \(x_i,y_i\) sampled i.i.d., \(\mathbb E[g_t ] = \nabla \mathcal R(\theta)\) - No gradients without models :(

*Not knowing transition \(P(s,a)\) is like not knowing the (whole) loss function!*

By Sarah Dean