图 书 馆
关于严格正函数的拟牛顿方法的有效性Efficiency of Quasi-Newton Methods on Strictly Positive Functions |
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| 课程网址: | http://videolectures.net/nipsworkshops2010_nesterov_eqn/ |
| 主讲教师: | Yurii Nesterov |
| 开课单位: | 卢旺天主教大学 |
| 开课时间: | 2011-01-13 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | In this talk we consider a new class of convex optimization problems, which admit faster black-box optimization schemes. For analyzing their rate of convergence, we introduce a notion of mixed accuracy of an approximate solution, which is a convenient generalization of the absolute and relative accuracies. We show that for our problem class, a natural Quasi-Newton method is always faster than the standard gradient method. At the same time, after an appropriate normalization, our results can be extended onto the general convex unconstrained minimization problems. |
| 关 键 词: | 黑箱优化; 混合精度; 计算机科学 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2022-12-21：chenjy |
| 最后编审: | 2023-05-11：chenjy |
| 阅读次数: | 11 |