Transcription of ConvexOptimization:Algorithmsand Complexity
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ConvexOptimization:Algorithmsand Complexity
Foundations and TrendsR in Machine LearningVol. 8, No. 3-4 (2015) 231 357c 2015 S. BubeckDOI: Optimization: Algorithms andComplexityS bastien BubeckTheory Group, Microsoft Some convex optimization problems in machine learning . Basic properties of convexity .. Why convexity? .. Black-box model .. Structured optimization .. Overview of the results and disclaimer ..2402 Convex optimization in finite The center of gravity method .. The ellipsoid method .. Vaidya s cutting plane method .. Conjugate gradient ..2583 Dimension-free convex Projected subgradient descent for Lipschitz functions.
fluenced by Nesterov’s seminal book and Nemirovski’s lecture notes, includes the analysis of cutting plane methods, as well as (acceler- ... In regression one has Y= R. Taking f i(x) = ... ridge regression, logistic regression, LASSO, sparse covariance
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