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LABORATORY MANUAL 
ECE 403/503 
OPTIMIZATION for MACHINE LEARNING 
 
This manual was prepared by 
Wu-Sheng Lu 
 
University of Victoria 
Department of Electrical and Computer Engineering 
 
 
© University of Victoria 
May 2020 
2
Preparing Your Laboratory Report 
 
The objective of the experiments described in this manual is to familiarize the student 
with computer simulations and implementation of several optimization as well as data 
processing techniques as they are applied to machine learning problems. The primary 
software tool required in all experiments is MATLAB to which the student can access 
during the laboratory sessions. An appendix, that introduces main functions in MATLAB 
and their usage, is included to facilitate the students in preparing their MATLAB code. 
 
PREPARATION 
 
Successful completion of an experiment depends critically on error-free MATLAB 
programming. Therefore, preparation prior to the laboratory period is essential. 
Specifically, the student should study the description of the experiment and prepare 
useable MATLAB codes required in the preparation section(s) before the experiment is 
carried out. The student will be required to present the preparation at the beginning of the 
lab session. 
 
THE LABORATORY REPORT 
 
A laboratory report is required from each group for each experiment performed. The lab 
report should be submitted within one week after the experiment. The front page of the 
report is shown on the next page and should be used for each laboratory report. 
 
The report should be divided into the following parts: 
(a) Objectives. 
(b) Introduction. 
(c) Results including relevant MATLAB programs and figures, and description of the 
implementations. 
(d) Discussion. 
(e) Conclusions. 
where {( , ), 1, 2,...,314}p py p x used in (E1.5) are from train data {Xh_tr,y_tr}, 
while {( , ), 1, 2,...,78}t ty t x used in (E1.6) are from test data {Xh_te,y_te}, both 
were prepared in Sec. 2.3. Report your numerical results in terms of RMSEtrain and 
RMSEtest. 
3.6 For comparison, in a single figure, plot the “ground truth” output y_te as a curve 
colored in blue and its prediction ˆ ˆ{ , 1,2,...,78}T t t 
 w x as the second curve colored 
in red. Comment on your visual inspection of the figure. 
 
Include your MATLAB code in the lab report. 
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