Convex Optimization for Machine Learning

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 to help develop a sense of what convex optimization is, and how it can be used in a widening array of practical conte...

Full description

Bibliographic Details
Main Author: Suh, Changho
Format: eBook
Language:English
Published: Now Publishers 2022
Series:NowOpen
Subjects:
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
LEADER 03035nma a2200301 u 4500
001 EB002143358
003 EBX01000000000000001281484
005 00000000000000.0
007 cr|||||||||||||||||||||
008 230202 ||| eng
020 |a 9781638280521 
020 |a 9781638280538 
100 1 |a Suh, Changho 
245 0 0 |a Convex Optimization for Machine Learning  |h Elektronische Ressource 
260 |b Now Publishers  |c 2022 
300 |a 1 electronic resource (379 p.) 
653 |a Convex Optimization, Deep Learning, Generative Adversarial Networks (GANs), TensorFlow, Supervised Learning, Wasserstein GAN, Strong Duality, Weak Duality, Computed Tomography 
653 |a Optimization / bicssc 
653 |a thema EDItEUR::P Mathematics and Science::PB Mathematics::PBU Optimization 
041 0 7 |a eng  |2 ISO 639-2 
989 |b DOAB  |a Directory of Open Access Books 
490 0 |a NowOpen 
500 |a Creative Commons (cc), https://creativecommons.org/licenses/by-nc/4.0/ 
024 8 |a 10.1561/9781638280538 
856 4 0 |u https://library.oapen.org/bitstream/20.500.12657/60495/1/9781638280538.pdf  |7 0  |x Verlag  |3 Volltext 
856 4 2 |u https://directory.doabooks.org/handle/20.500.12854/95746  |z DOAB: description of the publication 
082 0 |a 500 
520 |a 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 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. 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.