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机器学习中的优化算法

Optimization Algorithms in Machine Learning
课程网址: http://videolectures.net/nips2010_wright_oaml/  
主讲教师: Stephen J. Wright
开课单位: 威斯康星大学
开课时间: 2011-01-12
课程语种: 英语
中文简介:
优化为思考,制定和解决机器学习中的许多问题提供了有价值的框架。由于支持向量分类中出现的二次规划问题的专用技术是在20世纪90年代发展起来的,优化与机器学习之间的交叉受精越来越多,机械学习应用的大尺寸和计算需求推动了最近的算法研究的优化。本教程回顾了机器学习中适用于优化算法的主要计算范例,然后讨论了对这些应用程序施加的算法工具。我们特别关注最近感兴趣的suchalgorithmic工具,如随机和增量梯度方法,在线优化,增广拉格朗日方法,以及最近在稀疏和规范化优化中应用的各种工具。
课程简介: Optimization provides a valuable framework for thinking about, formulating, and solving many problems in machine learning. Since specialized techniques for the quadratic programming problem arising in support vector classification were developed in the 1990s, there has been more and more cross-fertilization between optimization and machine learning, with the large size and computational demands of machine learning applications driving much recent algorithmic research in optimization. This tutorial reviews the major computational paradigms in machine learning that are amenable to optimization algorithms, then discusses the algorithmic tools that are being brought to bear on such applications. We focus particularly on such algorithmic tools of recent interest as stochastic and incremental gradient methods, online optimization, augmented Lagrangian methods, and the various tools that have been applied recently in sparse and regularized optimization.
关 键 词: 机器学习; 向量分类; 拉格朗日方法
课程来源: 视频讲座网
最后编审: 2020-07-14:yumf
阅读次数: 48