Continuous Optimization
Pointers for Continuous Optimization
Literature
Machine Learning Applications
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Francis Bach. Learning Theory from First Principles (2024)
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Léon Bottou, Frank E. Curtis, Jorge Nocedal. Optimization Methods for Large-Scale Machine Learning (2018)
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Leon Bottou, Olivier Bousquet. The Tradeoffs of Large Scale Learning. Table 2 compares the computation costs for each iterate.
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Tutorial: An overview of gradient descent optimization algorithms