Linear Digressions
Convex (and non-convex) Optimization
- Author: Vários
- Narrator: Vários
- Publisher: Podcast
- Duration: 0:20:00
- More information
Informações:
Synopsis
Convex optimization is one of the keys to data science, both because some problems straight-up call for optimization solutions and because popular algorithms like a gradient descent solution to ordinary least squares are supported by optimization techniques. But there are all kinds of subtleties, starting with convex and non-convex functions, why gradient descent is really an optimization problem, and what that means for your average data scientist or statistician.