SPAMS

A non exhaustive tour of optimization-related tools for machine learning and statistics in R

Back Note: part 1 and 2 on Janurary 22nd, 2021 and part 3 on Febrary 12th. The workshop will be divided into two parts. Here https://github.com/gdurif/optimizeR you can find the materials and preliminary requirements (will be updated soon). Both parts will include a presentation and programming tutorials. The first part will focus on efficiently solving standard statistics or machine learning related optimization problems in R. We will talk about several R packages, in particular the following estimation and benchmark libraries: