图 书 馆
乘子交替方向法Alternating Direction Method of Multipliers |
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| 课程网址: | http://videolectures.net/nipsworkshops2011_boyd_multipliers/ |
| 主讲教师: | Stephen P. Boyd |
| 开课单位: | 斯坦福大学 |
| 开课时间: | 2012-06-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Problems in areas such as machine learning and dynamic optimization on a large network lead to extremely large convex optimization problems, with problem data stored in a decentralized way, and processing elements distributed across a network. We argue that the alternating direction method of multipliers is well suited to such problems. The method was developed in the 1970s, with roots in the 1950s, and is equivalent or closely related to many other algorithms, such as dual decomposition, the method of multipliers, Douglas-Rachford splitting, Spingarn's method of partial inverses, Dykstra's alternating projections, Bregman iterative algorithms for $ell_1$ problems, proximal methods, and others. After briefly surveying the theory and history of the algorithm, we discuss applications to statistical and machine learning problems such as the lasso and support vector machines. |
| 关 键 词: | 乘子; 机器学习; 交替方向法 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2020-11-27：yxd |
| 最后编审: | 2020-11-27：yxd |
| 阅读次数: | 53 |