Optimization for Data Analysis

Optimization for Data Analysis

Recht, Benjamin; Wright, Stephen J.

Cambridge University Press

04/2022

238

Dura

Inglês

9781316518984

15 a 20 dias

450

1. Introduction; 2. Foundations of smooth optimization; 3. Descent methods; 4. Gradient methods using momentum; 5. Stochastic gradient; 6. Coordinate descent; 7. First-order methods for constrained optimization; 8. Nonsmooth functions and subgradients; 9. Nonsmooth optimization methods; 10. Duality and algorithms; 11. Differentiation and adjoints.
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