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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 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 • Elastic Net Regression • Fused LASSO • Group LASSO • Multi-Task LASSO
Robust PCA http://perception.csl.illinois.edu/matrix-rank/introduction.html#PCA
Convex Optimization Algorithms • Proximal Gradient • Frank-Wolfe (Conditional Gradient) • Alternating Direction Method of Multipliers • Coordinate Descent