Convex Optimization for Machine Learning by Changho Suh

Convex Optimization for Machine Learning by Changho Suh

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Summary

Provides an introduction to convex optimization, one of the powerful and tractable optimization problems that can be efficiently solved on a computer. The goal is to help develop a sense of what convex optimization is, and how it can be used in a widening array of practical contexts, with a particular emphasis on machine learning.

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Convex Optimization for Machine Learning by Changho Suh

This book covers an introduction to convex optimization, one of the powerful and tractable optimization problems that can be efficiently solved on a computer. The goal of the book is tohelp develop a sense of what convex optimization is, and how it can be used in a widening array of practical contexts with a particular emphasis on machine learning.The first part of the book covers core concepts of convex sets, convex functions, and related basic definitions that serve understanding convex optimization and its corresponding models. The second part deals with one very useful theory, called duality, which enables us to: (1) gain algorithmic insights; and (2) obtain an approximate solution to non-convex optimization problems which are often difficult to solve. The last part focuses on modern applications in machine learning and deep learning.A defining feature of this book is that it succinctly relates the “story” of how convex optimization plays a role, via historical examples and trending machine learning applications. Another key feature is that it includes programming implementation of a variety of machine learning algorithms inspired by optimization fundamentals, together with a brief tutorial of the used programming tools. The implementation is based on Python, CVXPY, and TensorFlow. This book does not follow a traditional textbook-style organization, but is streamlined via a series of lecture notes that are intimately related, centered around coherent themes and concepts. It serves as a textbook mainly for a senior-level undergraduate course, yet is also suitable for a first-year graduate course. Readers benefit from having a good background in linear algebra, some exposure to probability, and basic familiarity with Python.
Changho Suh is an Associate Professor of Electrical Engineering at KAIST and an Associate Head of KAIST AI Institute. He received the B.S. and M.S. degrees in Electrical Engineering from KAIST in 2000 and 2002 respectively, and the Ph.D. degree in Electrical Engineering and Computer Sciences from UC Berkeley in 2011. From 2011 to 2012, he was a postdoctoral associate at the Research Laboratory of Electronics in MIT. From 2002 to 2006, he was with Samsung Electronics.
SKU Unavailable
ISBN 13 9781638280521
ISBN 10 1638280525
Title Convex Optimization for Machine Learning
Author Changho Suh
Series Nowopen
Condition Unavailable
Publisher now publishers Inc
Year published 2022-09-30
Number of pages 350
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.