Optimization for Machine Learning

Sra, Paul H.

ISBN 10: 026201646X / ISBN 13: 9780262016469

Published by MIT Press, 2011

About this Item

Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # 41387796-20

Bibliographic Details

Title: Optimization for Machine Learning

Publisher: MIT Press

Publication Date: 2011

Binding: Hardcover

Condition: Good

About this title

Synopsis:

An up-to-date account of the interplay between optimization and machine learning, accessible to students and researchers in both communities.

The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields.
Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.

About the Author:

Suvrit Sra is a Research Scientist at the Max Planck Institute for Biological Cybernetics, Tübingen, Germany. Sebastian Nowozin is a Postdoctoral Researcher at Microsoft Research, Cambridge, UK. Stephen J. Wright is Professor in the Computer Sciences Department at the University of Wisconsin, Madison.