Difference between revisions of "Optimization"
From MIPAL
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* [http://www.stat.cmu.edu/~ryantibs/convexopt/ Course on Convex Optimization - Ryan Tibshrani @ CMU] | * [http://www.stat.cmu.edu/~ryantibs/convexopt/ Course on Convex Optimization - Ryan Tibshrani @ CMU] | ||
* [https://wiseodd.github.io/techblog/2018/03/14/natural-gradient/ Nice Blog post on Natural Gradient and Fisher's Information Matrix] | * [https://wiseodd.github.io/techblog/2018/03/14/natural-gradient/ Nice Blog post on Natural Gradient and Fisher's Information Matrix] | ||
| + | * [https://ruder.io/optimizing-gradient-descent/ Gradient descent and its variants] | ||
Revision as of 08:46, 9 January 2020
- Homepage of Lieven Vandenberghe - Lectures on optimization
- Animations for optimization algorithms
- Convex optimization by Boyd and Vandenberghe (Textbook and slides are downloadable)
- Levenberg-Marquardt algorithm - Wikipedia
- Iterative methods for optimization by Kelley (Textbook is downloadable)
- Course on numerical linear algebra by Xiangmin Jiao @ stonybrook
- Course on Convex Optimization - Ryan Tibshrani @ CMU
- Nice Blog post on Natural Gradient and Fisher's Information Matrix
- Gradient descent and its variants
