Review of Convex Optimization and Approximation (EE 227C) at Berkeley
This past semester, I took Convex Optimization and Approximation (EE 227C). The name of the course is slightly misleading, because it’s not clear why there should be the extra “and approximation” text in the course title. Furthermore, EE 227C is not really a continuation of EE 227B^{1} since 227B material is not a prerequisite. Those two classes are generally orthogonal, and I would almost recommend taking then in the reverse order (EE 227C, then EE 227B) if one of the midterm questions hadn’t depended on EE 227B material. More on that later.
Here’s the course website. The professor was Ben Recht, who amusingly enough, calls the course a different name: “Optimization for Modern Data Analysis”. That’s probably more accurate than “Convex Optimization and Approximation”, if only because “Convex Optimization” implies that researchers and practitioners are dealing with convex functions. With neural network optimization being the goto method for machine learning today, however, the loss functions in reality are nonconvex. EE 227C takes a broader view than just neural network optimization, of course, and this is reflected in the main focus of the course: descent algorithms.
Given a convex function , how can we find the that minimizes it? The first thing one should think of is the gradient descent method: where is the step size. This is the most basic of all the descent methods, and there are tons of variations of it, as well as similar algorithms and/or problem frameworks that use gradient methods. More generally, the idea behind descent methods is to iteratively update our “point of interest”, , with respect to some function, and stop once we feel close enough to the optimal point. Perhaps the “approximation” part of the course title is because we can’t usually get to the optimal point of our problem. On the other hand, in many practical cases, it’s not clear that we do want to get the absolute optimal point. In the real world, is usually a parameter of a machine learning model (often written as ) and the function to minimize is a loss function, showing how “bad” our current model is on a given training data. Minimizing the loss function perfectly usually leads to overfitting on the test data.
Here are some of the most important concepts covered in class that reflect the enormous breadth of descent methods, listed roughly in order of when we discussed them:

Line search. Use these for tuning the step size of the gradient method. There are two main ones to know: exact (but impractical) and backtracking (“stupid,” according to Stephen Boyd, but practical).

Momentum and accelerated gradients. These add in extra terms in the gradient update to preserve “momentum”, the intuition being that if we go in a direction, we’ll want to “keep the momentum going” rather than throwing away information from previous iterations, as is the case with the standard gradient method. The most wellknown of these is Nesterov’s method: .

Stochastic gradients. These are when we use approximations of the gradient that match in expectation. Usually, we deal with them when our loss function is of the form , where each is a specific training data example. The gradient of is the gradient of the individual terms, but we can use a random subset each iteration and our performance is just as good and much, much faster.

Projected gradient. Use these for constrained optimization problems, where we want to find a “good” point , but we have to make sure it satisfies the constraint for some space . The easiest case is when we have componentwise linear constraints of the form . Those are easy because the projection is as follows: if exceeds the range, either decrease it to , or increase it to , depending on which case applies.

Subgradient method. This is like the gradient method, except this time we use a subgradient rather than a gradient. It is not a descent direction, so perhaps this shouldn’t be in the list. Nonetheless, the performance in practice can still be good and, theoretically, it’s not much worse than regular stochastic gradient.

Proximal point. To me, these are nonintuitive. These methods combine a gradient step with a proximal method. They also perform a projection.
Then later, we had special topics, such as Newton’s method and zeroorder derivatives (a.k.a., finite differences). For the former, quadratic convergence is nice, but the method is almost useless in practice. For the latter, we can use it, but avoid if possible.
As mentioned earlier, Ben Recht was the professor for the class, and this is the second class he’s taught for me (the first being CS 281A) so by now I know his style well. I generally had an easier time with this course than CS 281A, and one reason was that we had typedup lecture notes released beforehand, and I could read them in great detail. Each lecture’s material was contained in a 510 page handout with the main ideas and math details, though in class we didn’t have time to cover most proofs. The notes had a substantial amount of typos (which is understandable) so Ben offered extra credit for those who could catch typos. Since “catching typos” is one of my areas of specialty (along with “reading lecture notes before class”) I soon began highlighting and posting on Piazza all the typos I found, though perhaps I went overkill on that. Since I don’t post anonymously on Piazza, the other students in the class also probably thought it was overkill^{2}.
The class had four homework assignments, all of which were sufficiently challenging but certainly doable. I reached out to a handful of other students in the class to work together, which helped. A fair warning: the homeworks also contain typos, so be sure to check Piazza. One of the students in class told me he didn’t know we had a Piazza until after the second homework assignment was due, and that assignment had a notable typo; the way it was originally written meant it was unsolvable.
Just to be clear: I’m not here to criticize Ben for the typos. I think it’s actually a good thing, because he has to start writing these lecture notes and assignments from scratch. This isn’t one of those courses that’s been taught every year for 20 years and where Ben can reuse the material. The homework problems are also brand new questions; one student who took EE 227C last spring showed me his assignments which were vastly different.
In addition to the homeworks, we had one midterm just before spring break. It was a 25.5hour take home midterm, but Ben said students should be able to finish the midterm in two hours. To state my opinion: while I agree that there are students in the class who can finish the midterm in less than two hours, I don’t think that’s the case for the majority of students. At least, it wasn’t for me — I needed about six hours — and I got a good score. The day we got our midterms back, Ben said that if we got above an 80 on the midterm, we shouldn’t talk to him to “complain about our grades.”
Incidentally, the midterm had four questions. One question wasn’t even related to the material that much (it was about critical points) and another was about duality and Lagrange multipliers, so that probably gave people like me who took EE 227B an advantage (these concepts were not covered much in class). The other two questions were based more on stuff directly from lecture.
The other major work component of EE 227C was the usual final project for graduatelevel EE and CS courses. I worked on “optimization for robot grasping”, which is one of my ongoing research projects, so that was nice. Ben expects students to have final projects that coincide with their research. We had a poster session rather than presentations, but I managed to survive it as well as I could.
My overall thought about the class difficulty is that EE 227C is slightly easier than EE 227B, slightly more challenging than CS 280 and CS 287, and around the same difficulty as CS 281A.
To collect some of my thoughts together, here are a few positive aspects of the course:
 The material is interesting both theoretically and practically. It is heavily related to machine learning and AI research.
 Homework assignments are solid and sufficiently challenging without going overboard.
 Lecture notes make it easy to review material before (and after!) class.
 The student body is a mix of EE, CS, STAT, and IEOR graduate students, so it’s possible to meet people from different departments.
Here are the possibly negative aspects of EE 227C:
 We had little grading transparency and feedback on assignments/midterms/projects, in part because of the relatively large class (around 50 students?) and only one GSI. But it’s a graduatelevel course and my GPA almost doesn’t matter anymore so it was not a big deal to me.
 We started in Etcheverry Hall, but had to move to a bigger room in Donner Lab (uh … where is that?!?) when more students stayed in the class than expected. This move meant we had to sit in cramped, auditoriumstyle seats, and I had to constantly work to make sure my legs didn’t bump into whoever was sitting next to me. Am I the only one who runs into this issue?
 For some reason, we also ended class early a lot. The class was listed as being from 3:305:00PM, which means in Berkeley, it goes from 3:405:00PM. But we actually ran from 3:404:50PM, especially near the end of the semester. Super Berkeley time, maybe?
To end this review on a more personal note, convex optimization was one of those topics that I struggled with in undergrad. At Williams, there’s no course like this (or EE 227B … or even EE 227A!!^{3}) so when I was working on my undergraduate thesis, I never deeply understood all of the optimization material that I needed to know for my topic, which was about the properties of a specific probabilistic graphical model architecture. I spent much of my “learning” time on Wikipedia and reading other class websites. After two years in Berkeley, with courses such as CS 281A, CS 287, EE 227B, and of course, this one, I finally have formal optimization education, and my understanding of related material and research topics has vastly improved. On our last lecture, I asked Ben what to take after this. He mentioned that this was a terminal course, but the closest would be a Convex Analysis course, as taught in the math department. I checked, and Bernd Sturmfels’s Gemoetry of Convex Optimization class would probably be the closest, though it looks like that’s not going to be taught for a while, if at all. In the absence of a course like that, I’m probably going to shift gears and take classes in different topics, but optimization was great to learn. I honestly felt like I enjoyed this course more than any other in my time at Berkeley.
Thanks for a great class, Ben!

For some reason, Convex Optimization is still called EE 227BT instead of EE 227B. Are Berkeley’s course naming rules really that bad that we can’t get rid of the “T” there? ↩

I’m not even sure if I got extra credit for those. ↩

One of the odd benefits of graduate school is that I can easily rebel against my liberal arts education. ↩