Linear Algebra And Optimization With Applications To Machine Learning - Volume Ii: Fundamentals Of Optimization Theory With Applications To Machine Learning (Quaintance Jocelyn (Univ Of Pennsylvania Usa))(Pevná vazba)

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EAN: 9789811216565

Volume 2 applies the linear algebra concepts presented in Volume 1 to optimization problems which frequently occur throughout machine learning. This book blends theory with practice by not only carefully discussing the mathematical under pinnings of each optimization technique but by applying these techniques to linear programming, support vector machines (SVM), principal component analysis (PCA), and ridge regression. Volume 2 begins by discussing preliminary concepts of optimization theory such as metric spaces, derivatives, and the Lagrange multiplier technique for finding extrema of real valued functions. The focus then shifts to the special case of optimizing a linear function over a region determined by affine constraints, namely linear programming. Highlights include careful derivations and applications of the simplex algorithm, the dual-simplex algorithm, and the primal-dual

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Linear Algebra and Optimization with Applications to Machine Learning - Volume II: Fundamentals of Optimization Theory with Applications to Machine Le (Gallier Jean H.)(Pevná vazba)

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