The class is taking place on Friday afternoon from 2pm till 5:15pm at ENSTA
Document for class projects
The following document contains the list of project. Register directly within the document.
Slides and Exercices
Class of November 28, 2025: Slides
Exercises of November 28, 2025: Exercise 1
Class of December 5, 2025: Slides with notes
Class of December 11, 2025: Slides with notes
Class of December 19, 2025: Slides with notes
Exercices of December 19 2025: Exercice sheet on CMA
Class of January 9 2026: Slides with notes
Class of January 16 2026: Slides with notes
Class of January 23 2026: Slides with notes, Invariance and learning inverse Hessian, Sketch of proof affine-invariance BFGS
Examples of exam from previous year: Exam 2019 (I did not define ECDF plots this year, so you cannot do Q2 and Q3 of exercice 2) Exam 2025 (the last exercice and the questions with ECDF plots could not be asked this year)
The exam will take place on Friday, February 13, in room 1324. No documents are allowed. The duration is two hours.