Optimization for data analysis

Optimization for data analysis

by Wright, Stephen J.

Type Book
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"Optimization formulations and algorithms have long played a central role in data analysis and machine learning. Maximum likelihood concepts date to Gauss and Laplace in the late 1700s ; problems of this type drove developments in unconstrained optimization in the latter half of the 20th century. Mangasarian's papers in the 1960s on pattern separation using linear programming made an explicit connection between machine learning and optimization in the early days of the former subject. During th…

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Title Statements

  • Full title :Optimization for data analysis / Stephen J. Wright and Benjamin Recht.

Summary

"Optimization formulations and algorithms have long played a central role in data analysis and machine learning. Maximum likelihood concepts date to Gauss and Laplace in the late 1700s ; problems of this type drove developments in unconstrained optimization in the latter half of the 20th century. Mangasarian's papers in the 1960s on pattern separation using linear programming made an explicit connection between machine learning and optimization in the early days of the former subject. During the 1990s, optimization techniques (especially quadratic programming and duality) were key to the development of support vector machines and kernel learning. The period 1997-2010 saw many synergies emerge between regularized / sparse optimization, variable selection, and compressed sensing. In the current era of deep learning, two optimization techniques-stochastic gradient and automatic differentiation (a.k.a. back-propagation)-are essential"--

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Edition Statements

  • Publication Date:©2022

Publication Statements

The Physical Object

  • Description:x, 227 pages : : illustrations ; : 24 cm

Edition Identifiers

  • ISBN:9781316518984, 1316518981
  • oclc:on1240306218
  • LC Classification:QA76.9.B45
  • Dewey Decimal:005.7

Subjects

artificial intelligence Big data Données volumineuses Mathematical optimization MATHEMATICS -- General Optimisation mathématique Quantitative research Recherche quantitative

Writers

Wright, Stephen J. Recht, Benjamin

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