1.

Record Nr.

UNISA996465342403316

Autore

Lin Zhouchen

Titolo

Accelerated optimization for machine learning : first-order algorithms / / Zhouchen Lin, Huan Li, Cong Fang

Pubbl/distr/stampa

Singapore : , : Springer, , [2020]

©2020

ISBN

981-15-2910-8

9789811529108

Descrizione fisica

1 online resource (286 pages)

Disciplina

006.31

Soggetti

Machine learning - Mathematics

Mathematical optimization

Computer mathematics

Machine Learning

Optimization

Math Applications in Computer Science

Computational Mathematics and Numerical Analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Chapter 1. Introduction -- Chapter 2. Accelerated Algorithms for Unconstrained Convex Optimization -- Chapter 3. Accelerated Algorithms for Constrained Convex Optimization -- Chapter 4. Accelerated Algorithms for Nonconvex Optimization -- Chapter 5. Accelerated Stochastic Algorithms -- Chapter 6. Accelerated Paralleling Algorithms -- Chapter 7. Conclusions.

Sommario/riassunto

This book on optimization includes forewords by Michael I. Jordan, Zongben Xu and Zhi-Quan Luo. Machine learning relies heavily on optimization to solve problems with its learning models, and first-order optimization algorithms are the mainstream approaches. The acceleration of first-order optimization algorithms is crucial for the efficiency of machine learning. Written by leading experts in the field, this book provides a comprehensive introduction to, and state-of-the-art review of accelerated first-order optimization algorithms for



machine learning. It discusses a variety of methods, including deterministic and stochastic algorithms, where the algorithms can be synchronous or asynchronous, for unconstrained and constrained problems, which can be convex or non-convex. Offering a rich blend of ideas, theories and proofs, the book is up-to-date and self-contained. It is an excellent reference resource for users who are seeking faster optimization algorithms, as well as for graduate students and researchers wanting to grasp the frontiers of optimization in machine learning in a short time.