An up-to-date account of the interplay between optimization and machine learning, accessible to students and researchers in both communities. The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields. Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.
(Athena Scientific, Belmont, MA, 1999) S. Boyd, N. Parikh, E. Chu, B. Peleato, J. Eckstein, Distributed optimization and statistical learning via the alternating direction method of multipliers. Found. Trends Mach. Learn.
The aim of this book is to present some of the innovative techniques in the field of optimization and machine learning, and to demonstrate how to apply them in the fields of engineering.
This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms.
In this discussion, the advantages of both the algorithms are evaluated and elaborated for solving a problem. ... In: Stochastic recursive algorithms for optimization, lecture notes in control and information sciences, 434, Springer, ...
This textbook introduces linear algebra and optimization in the context of machine learning. Examples and exercises are provided throughout this text book together with access to a solution’s manual.
Non-convex Optimization for Machine Learning takes an in-depth look at the basics of non-convex optimization with applications to machine learning.
This book discusses the future improvements and possible intelligent optimization models using artificial intelligence, deep learning techniques and other hybrid models to improve the performance of cloud.
"The book provides an original treatment of machine learning (ML) using convex, robust and mixed integer optimization that leads to solutions to central ML problems at large scale that can be found in seconds/minutes, can be certified to be ...
This is a step-by-step guide to hyperparameter optimization, starting with what hyperparameters are and how they affect different aspects of machine learning models.
A comprehensive introduction to optimization with a focus on practical algorithms for the design of engineering systems. This book offers a comprehensive introduction to optimization with a focus on practical algorithms.