Convex Optimization: Algorithms and Complexity (Foundations and Trends in Machine Learning)

Bubeck, Sébastien

ISBN 10: 1601988605 / ISBN 13: 9781601988607

Verlag: Now Publishers, 2015

Beschreibung

PRINT ON DEMAND pp. 144.

Bestandsnummer des Verkäufers 18374567188

Bibliografische Details

• Titel: Convex Optimization: Algorithms and Complexity (Foundations and Trends in Machine Learning)
• Verlag: Now Publishers
• Erscheinungsjahr: 2015
• Sprache: Englisch
• ISBN-10: 1601988605
• ISBN-13: 9781601988607
• Einband: Softcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. It begins with the fundamental theory of black-box optimization and proceeds to guide the reader through recent advances in structural optimization and stochastic optimization. The presentation of black-box optimization, strongly influenced by the seminal book by Nesterov, includes the analysis of cutting plane methods, as well as (accelerated) gradient descent schemes. Special attention is also given to non-Euclidean settings (relevant algorithms include Frank-Wolfe, mirror descent, and dual averaging), and discussing their relevance in machine learning. The text provides a gentle introduction to structural optimization with FISTA (to optimize a sum of a smooth and a simple non-smooth term), saddle-point mirror prox (Nemirovski's alternative to Nesterov's smoothing), and a concise description of interior point methods. In stochastic optimization it discusses stochastic gradient descent, mini-batches, random coordinate descent, and sublinear algorithms. It also briefly touches upon convex relaxation of combinatorial problems and the use of randomness to round solutions, as well as random walks based methods.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.