Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

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Publisher : Now Publishers Inc
ISBN 13 : 160198460X
Total Pages : 138 pages
Book Rating : 4.6/5 (19 download)

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Book Synopsis Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers by : Stephen Boyd

Download or read book Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers written by Stephen Boyd and published by Now Publishers Inc. This book was released on 2011 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: Surveys the theory and history of the alternating direction method of multipliers, and discusses its applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others.

Alternating Direction Method of Multipliers for Machine Learning

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Author :
Publisher : Springer Nature
ISBN 13 : 9811698406
Total Pages : 274 pages
Book Rating : 4.8/5 (116 download)

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Book Synopsis Alternating Direction Method of Multipliers for Machine Learning by : Zhouchen Lin

Download or read book Alternating Direction Method of Multipliers for Machine Learning written by Zhouchen Lin and published by Springer Nature. This book was released on 2022-06-15 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Machine learning heavily relies on optimization algorithms to solve its learning models. Constrained problems constitute a major type of optimization problem, and the alternating direction method of multipliers (ADMM) is a commonly used algorithm to solve constrained problems, especially linearly constrained ones. Written by experts in machine learning and optimization, this is the first book providing a state-of-the-art review on ADMM under various scenarios, including deterministic and convex optimization, nonconvex optimization, stochastic optimization, and distributed optimization. Offering a rich blend of ideas, theories and proofs, the book is up-to-date and self-contained. It is an excellent reference book for users who are seeking a relatively universal algorithm for constrained problems. Graduate students or researchers can read it to grasp the frontiers of ADMM in machine learning in a short period of time.

Machine Learning for Asset Management

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Publisher : John Wiley & Sons
ISBN 13 : 1786305445
Total Pages : 460 pages
Book Rating : 4.7/5 (863 download)

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Book Synopsis Machine Learning for Asset Management by : Emmanuel Jurczenko

Download or read book Machine Learning for Asset Management written by Emmanuel Jurczenko and published by John Wiley & Sons. This book was released on 2020-10-06 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.

Proximal Algorithms

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Publisher : Now Pub
ISBN 13 : 9781601987167
Total Pages : 130 pages
Book Rating : 4.9/5 (871 download)

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Book Synopsis Proximal Algorithms by : Neal Parikh

Download or read book Proximal Algorithms written by Neal Parikh and published by Now Pub. This book was released on 2013-11 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proximal Algorithms discusses proximal operators and proximal algorithms, and illustrates their applicability to standard and distributed convex optimization in general and many applications of recent interest in particular. Much like Newton's method is a standard tool for solving unconstrained smooth optimization problems of modest size, proximal algorithms can be viewed as an analogous tool for nonsmooth, constrained, large-scale, or distributed versions of these problems. They are very generally applicable, but are especially well-suited to problems of substantial recent interest involving large or high-dimensional datasets. Proximal methods sit at a higher level of abstraction than classical algorithms like Newton's method: the base operation is evaluating the proximal operator of a function, which itself involves solving a small convex optimization problem. These subproblems, which generalize the problem of projecting a point onto a convex set, often admit closed-form solutions or can be solved very quickly with standard or simple specialized methods. Proximal Algorithms discusses different interpretations of proximal operators and algorithms, looks at their connections to many other topics in optimization and applied mathematics, surveys some popular algorithms, and provides a large number of examples of proximal operators that commonly arise in practice.

Fixed-Point Algorithms for Inverse Problems in Science and Engineering

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Publisher : Springer Science & Business Media
ISBN 13 : 1441995692
Total Pages : 409 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Fixed-Point Algorithms for Inverse Problems in Science and Engineering by : Heinz H. Bauschke

Download or read book Fixed-Point Algorithms for Inverse Problems in Science and Engineering written by Heinz H. Bauschke and published by Springer Science & Business Media. This book was released on 2011-05-27 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Fixed-Point Algorithms for Inverse Problems in Science and Engineering" presents some of the most recent work from top-notch researchers studying projection and other first-order fixed-point algorithms in several areas of mathematics and the applied sciences. The material presented provides a survey of the state-of-the-art theory and practice in fixed-point algorithms, identifying emerging problems driven by applications, and discussing new approaches for solving these problems. This book incorporates diverse perspectives from broad-ranging areas of research including, variational analysis, numerical linear algebra, biotechnology, materials science, computational solid-state physics, and chemistry. Topics presented include: Theory of Fixed-point algorithms: convex analysis, convex optimization, subdifferential calculus, nonsmooth analysis, proximal point methods, projection methods, resolvent and related fixed-point theoretic methods, and monotone operator theory. Numerical analysis of fixed-point algorithms: choice of step lengths, of weights, of blocks for block-iterative and parallel methods, and of relaxation parameters; regularization of ill-posed problems; numerical comparison of various methods. Areas of Applications: engineering (image and signal reconstruction and decompression problems), computer tomography and radiation treatment planning (convex feasibility problems), astronomy (adaptive optics), crystallography (molecular structure reconstruction), computational chemistry (molecular structure simulation) and other areas. Because of the variety of applications presented, this book can easily serve as a basis for new and innovated research and collaboration.

Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics

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Publisher : SIAM
ISBN 13 : 0898712300
Total Pages : 301 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics by : Roland Glowinski

Download or read book Augmented Lagrangian and Operator Splitting Methods in Nonlinear Mechanics written by Roland Glowinski and published by SIAM. This book was released on 1989-01-01 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume deals with the numerical simulation of the behavior of continuous media by augmented Lagrangian and operator-splitting methods.

Proceedings of the 21th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining

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Publisher :
ISBN 13 : 9781450336642
Total Pages : 2338 pages
Book Rating : 4.3/5 (366 download)

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Book Synopsis Proceedings of the 21th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining by : Longbing Cao

Download or read book Proceedings of the 21th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining written by Longbing Cao and published by . This book was released on 2015 with total page 2338 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Modeling, Simulation and Optimization for Science and Technology

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Publisher : Springer
ISBN 13 : 9789402406740
Total Pages : 0 pages
Book Rating : 4.4/5 (67 download)

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Book Synopsis Modeling, Simulation and Optimization for Science and Technology by : William Fitzgibbon

Download or read book Modeling, Simulation and Optimization for Science and Technology written by William Fitzgibbon and published by Springer. This book was released on 2016-09-27 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains thirteen articles on advances in applied mathematics and computing methods for engineering problems. Six papers are on optimization methods and algorithms with emphasis on problems with multiple criteria; four articles are on numerical methods for applied problems modeled with nonlinear PDEs; two contributions are on abstract estimates for error analysis; finally one paper deals with rare events in the context of uncertainty quantification. Applications include aerospace, glaciology and nonlinear elasticity. Herein is a selection of contributions from speakers at two conferences on applied mathematics held in June 2012 at the University of Jyväskylä, Finland. The first conference, “Optimization and PDEs with Industrial Applications” celebrated the seventieth birthday of Professor Jacques Périaux of the University of Jyväskylä and Polytechnic University of Catalonia (Barcelona Tech) and the second conference, “Optimization and PDEs with Applications” celebrated the seventy-fifth birthday of Professor Roland Glowinski of the University of Houston. This work should be of interest to researchers and practitioners as well as advanced students or engineers in computational and applied mathematics or mechanics.

First-order and Stochastic Optimization Methods for Machine Learning

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Publisher : Springer Nature
ISBN 13 : 3030395685
Total Pages : 591 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis First-order and Stochastic Optimization Methods for Machine Learning by : Guanghui Lan

Download or read book First-order and Stochastic Optimization Methods for Machine Learning written by Guanghui Lan and published by Springer Nature. This book was released on 2020-05-15 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms. In spite of the intensive research and development in this area, there does not exist a systematic treatment to introduce the fundamental concepts and recent progresses on machine learning algorithms, especially on those based on stochastic optimization methods, randomized algorithms, nonconvex optimization, distributed and online learning, and projection free methods. This book will benefit the broad audience in the area of machine learning, artificial intelligence and mathematical programming community by presenting these recent developments in a tutorial style, starting from the basic building blocks to the most carefully designed and complicated algorithms for machine learning.

Convex Optimization

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Publisher : Cambridge University Press
ISBN 13 : 9780521833783
Total Pages : 744 pages
Book Rating : 4.8/5 (337 download)

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Book Synopsis Convex Optimization by : Stephen P. Boyd

Download or read book Convex Optimization written by Stephen P. Boyd and published by Cambridge University Press. This book was released on 2004-03-08 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

Machine Learning Refined

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Publisher : Cambridge University Press
ISBN 13 : 1108480721
Total Pages : 597 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis Machine Learning Refined by : Jeremy Watt

Download or read book Machine Learning Refined written by Jeremy Watt and published by Cambridge University Press. This book was released on 2020-01-09 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: An intuitive approach to machine learning covering key concepts, real-world applications, and practical Python coding exercises.

Stochastic Hybrid Systems

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Publisher : CRC Press
ISBN 13 : 1420008544
Total Pages : 301 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Stochastic Hybrid Systems by : Christos G. Cassandras

Download or read book Stochastic Hybrid Systems written by Christos G. Cassandras and published by CRC Press. This book was released on 2018-10-03 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

Artificial Intelligence, Evolutionary Computing and Metaheuristics

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Publisher : Springer
ISBN 13 : 3642296947
Total Pages : 797 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Artificial Intelligence, Evolutionary Computing and Metaheuristics by : Xin-She Yang

Download or read book Artificial Intelligence, Evolutionary Computing and Metaheuristics written by Xin-She Yang and published by Springer. This book was released on 2012-07-27 with total page 797 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alan Turing pioneered many research areas such as artificial intelligence, computability, heuristics and pattern formation. Nowadays at the information age, it is hard to imagine how the world would be without computers and the Internet. Without Turing's work, especially the core concept of Turing Machine at the heart of every computer, mobile phone and microchip today, so many things on which we are so dependent would be impossible. 2012 is the Alan Turing year -- a centenary celebration of the life and work of Alan Turing. To celebrate Turing's legacy and follow the footsteps of this brilliant mind, we take this golden opportunity to review the latest developments in areas of artificial intelligence, evolutionary computation and metaheuristics, and all these areas can be traced back to Turing's pioneer work. Topics include Turing test, Turing machine, artificial intelligence, cryptography, software testing, image processing, neural networks, nature-inspired algorithms such as bat algorithm and cuckoo search, and multiobjective optimization and many applications. These reviews and chapters not only provide a timely snapshot of the state-of-art developments, but also provide inspiration for young researchers to carry out potentially ground-breaking research in the active, diverse research areas in artificial intelligence, cryptography, machine learning, evolutionary computation, and nature-inspired metaheuristics. This edited book can serve as a timely reference for graduates, researchers and engineers in artificial intelligence, computer sciences, computational intelligence, soft computing, optimization, and applied sciences.

Optimizing Methods in Statistics

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Publisher : Academic Press
ISBN 13 : 1483260348
Total Pages : 505 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Optimizing Methods in Statistics by : Jagdish S. Rustagi

Download or read book Optimizing Methods in Statistics written by Jagdish S. Rustagi and published by Academic Press. This book was released on 2014-05-10 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimizing Method in Statistics is a compendium of papers dealing with variational methods, regression analysis, mathematical programming, optimum seeking methods, stochastic control, optimum design of experiments, optimum spacings, and order statistics. One paper reviews three optimization problems encountered in parameter estimation, namely, 1) iterative procedures for maximum likelihood estimation, based on complete or censored samples, of the parameters of various populations; 2) optimum spacings of quantiles for linear estimation; and 3) optimum choice of order statistics for linear estimation. Another paper notes the possibility of posing various adaptive filter algorithms to make the filter learn the system model while the system is operating in real time. By reducing the time necessary for process modeling, the time required to implement the acceptable system design can also be reduced One paper evaluates the parallel structure between duality relationships for the linear functional version of the generalized Neyman-Pearson problem, as well as the duality relationships of linear programming as these apply to bounded-variable linear programming problems. The compendium can prove beneficial to mathematicians, students, and professor of calculus, statistics, or advanced mathematics.

Mathematics for Machine Learning

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Publisher : Cambridge University Press
ISBN 13 : 1108569323
Total Pages : 392 pages
Book Rating : 4.1/5 (85 download)

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Book Synopsis Mathematics for Machine Learning by : Marc Peter Deisenroth

Download or read book Mathematics for Machine Learning written by Marc Peter Deisenroth and published by Cambridge University Press. This book was released on 2020-04-23 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fundamental mathematical tools needed to understand machine learning include linear algebra, analytic geometry, matrix decompositions, vector calculus, optimization, probability and statistics. These topics are traditionally taught in disparate courses, making it hard for data science or computer science students, or professionals, to efficiently learn the mathematics. This self-contained textbook bridges the gap between mathematical and machine learning texts, introducing the mathematical concepts with a minimum of prerequisites. It uses these concepts to derive four central machine learning methods: linear regression, principal component analysis, Gaussian mixture models and support vector machines. For students and others with a mathematical background, these derivations provide a starting point to machine learning texts. For those learning the mathematics for the first time, the methods help build intuition and practical experience with applying mathematical concepts. Every chapter includes worked examples and exercises to test understanding. Programming tutorials are offered on the book's web site.

Foundations of Data Science

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Publisher : Cambridge University Press
ISBN 13 : 1108617360
Total Pages : 433 pages
Book Rating : 4.1/5 (86 download)

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Book Synopsis Foundations of Data Science by : Avrim Blum

Download or read book Foundations of Data Science written by Avrim Blum and published by Cambridge University Press. This book was released on 2020-01-23 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the mathematical and algorithmic foundations of data science, including machine learning, high-dimensional geometry, and analysis of large networks. Topics include the counterintuitive nature of data in high dimensions, important linear algebraic techniques such as singular value decomposition, the theory of random walks and Markov chains, the fundamentals of and important algorithms for machine learning, algorithms and analysis for clustering, probabilistic models for large networks, representation learning including topic modelling and non-negative matrix factorization, wavelets and compressed sensing. Important probabilistic techniques are developed including the law of large numbers, tail inequalities, analysis of random projections, generalization guarantees in machine learning, and moment methods for analysis of phase transitions in large random graphs. Additionally, important structural and complexity measures are discussed such as matrix norms and VC-dimension. This book is suitable for both undergraduate and graduate courses in the design and analysis of algorithms for data.

Introduction to Statistical Machine Learning

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Publisher : Morgan Kaufmann
ISBN 13 : 0128023503
Total Pages : 535 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Introduction to Statistical Machine Learning by : Masashi Sugiyama

Download or read book Introduction to Statistical Machine Learning written by Masashi Sugiyama and published by Morgan Kaufmann. This book was released on 2015-10-31 with total page 535 pages. Available in PDF, EPUB and Kindle. Book excerpt: Machine learning allows computers to learn and discern patterns without actually being programmed. When Statistical techniques and machine learning are combined together they are a powerful tool for analysing various kinds of data in many computer science/engineering areas including, image processing, speech processing, natural language processing, robot control, as well as in fundamental sciences such as biology, medicine, astronomy, physics, and materials. Introduction to Statistical Machine Learning provides a general introduction to machine learning that covers a wide range of topics concisely and will help you bridge the gap between theory and practice. Part I discusses the fundamental concepts of statistics and probability that are used in describing machine learning algorithms. Part II and Part III explain the two major approaches of machine learning techniques; generative methods and discriminative methods. While Part III provides an in-depth look at advanced topics that play essential roles in making machine learning algorithms more useful in practice. The accompanying MATLAB/Octave programs provide you with the necessary practical skills needed to accomplish a wide range of data analysis tasks. - Provides the necessary background material to understand machine learning such as statistics, probability, linear algebra, and calculus - Complete coverage of the generative approach to statistical pattern recognition and the discriminative approach to statistical machine learning - Includes MATLAB/Octave programs so that readers can test the algorithms numerically and acquire both mathematical and practical skills in a wide range of data analysis tasks - Discusses a wide range of applications in machine learning and statistics and provides examples drawn from image processing, speech processing, natural language processing, robot control, as well as biology, medicine, astronomy, physics, and materials