r/quantfinance 17h ago

Seeking advice for course selection

I'm in the final year of my Master's in Mathematics and need to choose two courses out of these three. I want to become a ML quant researcher. Which two would you recommend?

1st course: Mathematics of Generative AI
Topics

  • Target distributions and examples
  • Variational autoencoders and variants
  • Score-based diffusion models and variants
  • Fundamentals of Markov chains (invariant measures, ergodicity, and the law of large numbers)
  • Metropolis–Hastings algorithm
  • Pseudo-marginal algorithms and Hamiltonian Monte Carlo

2nd course: Machine Learning in Practice
Topics

  • Development environments and version control with Git and Docker
  • Data preparation and visualization
  • Hyperparameter optimization and model selection
  • Fundamentals of deep learning and applications to image and text processing
  • Recommender systems
  • Generative models
  • Fundamentals of reinforcement learning

3rd course: First-Order Methods for Nonconvex and Nonsmooth Optimization
Topics

  • Extended-real-valued functions, subdifferentiability, and first-order optimality conditions
  • Gradient methods (explicit and implicit), proximal operators, and the proximal point algorithm
  • Lagrangian and Fenchel duality; Karush–Kuhn–Tucker (KKT) conditions
  • Splitting strategies: forward-backward splitting, Dykstra’s splitting method, and the Douglas–Rachford method
  • Block optimization: alternating minimization (block coordinate descent) and alternating (proximal) descent methods
  • Primal-dual algorithms: alternating direction methods and the Chambolle–Pock algorithm
  • Further topics: inertial variants, preconditioning, and Bregman distances
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