Unit 4: Optimization for Machine Learning
March 23: Machine Learning Applications
Cancelled.
March 25: Machine Learning Applications
- Intro to ML problems
- Formal Optimization problems in ML
- Stochastic vs Batch Optimization Methods
- Stochastic Gradient Analysis
- Dynamic Sample Size Methods
- Gradient Aggregation
- Iterated Averaging Methods
Resources:
- Slides
- Léon Bottou, Frank E. Curtis, Jorge Nocedal. Optimization Methods for Large-Scale Machine Learning (2018)
- An overview of gradient descent optimization algorithms