Optimization for Data Analysis

Optimization for Data Analysis

Wright, Stephen J.; Recht, Benjamin

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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