Optimization

Introduction to Machine Learning - 10-701x

Content

  • Unconstrained problems

    • Gradient descent

    • Newton's method

  • Convexity

    • Properties

    • Lagrange function

    • Wolfe dual

  • Batch methods

    • Distributed subgradient

    • Bundle methods

  • Online methods

    • Unconstrained subgradient

Videos

Slides

Slides in Keynote and PDF are here. If you want to extract the equations from the slides you can do so by using LaTeXit, simply by dragging the equation images into it.

Supplementary material