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Accelerated Optimization for Machine Learning - First-Order Algorithms (Hardcover, 1st ed. 2020)
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Accelerated Optimization for Machine Learning - First-Order Algorithms (Hardcover, 1st ed. 2020)
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This book on optimization includes forewords by Michael I. Jordan,
Zongben Xu and Zhi-Quan Luo. Machine learning relies heavily on
optimization to solve problems with its learning models, and
first-order optimization algorithms are the mainstream approaches.
The acceleration of first-order optimization algorithms is crucial
for the efficiency of machine learning. Written by leading experts
in the field, this book provides a comprehensive introduction to,
and state-of-the-art review of accelerated first-order optimization
algorithms for machine learning. It discusses a variety of methods,
including deterministic and stochastic algorithms, where the
algorithms can be synchronous or asynchronous, for unconstrained
and constrained problems, which can be convex or non-convex.
Offering a rich blend of ideas, theories and proofs, the book is
up-to-date and self-contained. It is an excellent reference
resource for users who are seeking faster optimization algorithms,
as well as for graduate students and researchers wanting to grasp
the frontiers of optimization in machine learning in a short time.
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