Books

• Convex optimization (Boyd et al.) 
• Elements of statistical learning (Hastie, Tibshirani, Friedman)
• Introduction to Machine Learning (A. Smola)
• Dive into Python 3 (M. Pilgrim)
• Matrix Cookbook (Petersen and Pedersen)
• Numerical Recipes in C (limited access)

Video Lectures

• Convex Optimization 1 (Boyd)
• Convex Optimization 2 (Boyd)

Software

• PyCharm (Best Python IDE)
• Gurobi – fast QP solver with permissive academic license

Other

• Digital Ocean, really nice virtual server hosting

 

Code Snippets

Quick cookbook recipes for simple tasks:

• Python plotting
• Projection onto unit simplex (to be completed)