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A Casual Chat on Convex Optimization in Machine Learning

A Casual Chat on Convex Optimization in Machine Learning. Data Mining at Iowa Group Qihang Lin 02/09/2014. Optimization Models in Machine Learning. LASSO Graphical LASSO Matrix Completion Robust PCA SVM ……. LASSO. Linear Regression Ridge Regression L1-Regularized Regression

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A Casual Chat on Convex Optimization in Machine Learning

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  1. A Casual Chat on Convex Optimization in Machine Learning Data Mining at Iowa Group Qihang Lin 02/09/2014

  2. Optimization Models in Machine Learning • LASSO • Graphical LASSO • Matrix Completion • Robust PCA • SVM • ……

  3. LASSO • Linear Regression • Ridge Regression • L1-Regularized Regression • Elastic Net Regression • Fused LASSO • Group LASSO • Multi-Task LASSO

  4. Graphical LASSO

  5. Matrix Completion

  6. Robust PCA http://perception.csl.illinois.edu/matrix-rank/introduction.html#PCA

  7. SVM

  8. Convex Optimization Algorithms • Proximal Gradient • Frank-Wolfe (Conditional Gradient) • Alternating Direction Method of Multipliers • Coordinate Descent

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