Linear Algebra And Optimization With Applications To Machine Learning Volume Ii Fundamentals Of Optimization Theory With Applications To Machine Learning

Author : Jean Gallier,Jocelyn Quaintance
Publisher : World Scientific Publishing Company
Page : 895 pages
File Size : 41,6 Mb
Release : 2020-03-06
Category : Mathematics
ISBN : 9811216568

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Linear Algebra and Optimization with Applications to Machine Learning by Jean Gallier,Jocelyn Quaintance Pdf

Volume 2 applies the linear algebra concepts presented in Volume 1 to optimization problems which frequently occur throughout machine learning. This book blends theory with practice by not only carefully discussing the mathematical under pinnings of each optimization technique but by applying these techniques to linear programming, support vector machines (SVM), principal component analysis (PCA), and ridge regression. Volume 2 begins by discussing preliminary concepts of optimization theory such as metric spaces, derivatives, and the Lagrange multiplier technique for finding extrema of real valued functions. The focus then shifts to the special case of optimizing a linear function over a region determined by affine constraints, namely linear programming. Highlights include careful derivations and applications of the simplex algorithm, the dual-simplex algorithm, and the primal-dual algorithm. The theoretical heart of this book is the mathematically rigorous presentation of various nonlinear optimization methods, including but not limited to gradient decent, the Karush-Kuhn-Tucker (KKT) conditions, Lagrangian duality, alternating direction method of multipliers (ADMM), and the kernel method. These methods are carefully applied to hard margin SVM, soft margin SVM, kernel PCA, ridge regression, lasso regression, and elastic-net regression. Matlab programs implementing these methods are included.

Author : Quaintance Jocelyn,Gallier Jean H
Publisher : World Scientific
Page : 896 pages
File Size : 50,6 Mb
Release : 2020-03-16
Category : Mathematics
ISBN : 9789811216589

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Linear Algebra And Optimization With Applications To Machine Learning - Volume Ii: Fundamentals Of Optimization Theory With Applications To Machine Learning by Quaintance Jocelyn,Gallier Jean H Pdf

Volume 2 applies the linear algebra concepts presented in Volume 1 to optimization problems which frequently occur throughout machine learning. This book blends theory with practice by not only carefully discussing the mathematical under pinnings of each optimization technique but by applying these techniques to linear programming, support vector machines (SVM), principal component analysis (PCA), and ridge regression. Volume 2 begins by discussing preliminary concepts of optimization theory such as metric spaces, derivatives, and the Lagrange multiplier technique for finding extrema of real valued functions. The focus then shifts to the special case of optimizing a linear function over a region determined by affine constraints, namely linear programming. Highlights include careful derivations and applications of the simplex algorithm, the dual-simplex algorithm, and the primal-dual algorithm. The theoretical heart of this book is the mathematically rigorous presentation of various nonlinear optimization methods, including but not limited to gradient decent, the Karush-Kuhn-Tucker (KKT) conditions, Lagrangian duality, alternating direction method of multipliers (ADMM), and the kernel method. These methods are carefully applied to hard margin SVM, soft margin SVM, kernel PCA, ridge regression, lasso regression, and elastic-net regression. Matlab programs implementing these methods are included.

Author : Jean H. Gallier,Jocelyn Quaintance
Publisher : World Scientific Publishing Company
Page : 550 pages
File Size : 45,5 Mb
Release : 2020-01-15
Category : Mathematics
ISBN : 9811207712

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Linear Algebra and Optimization with Applications to Machine Learning - Volume I: Linear Algebra for Computer Vision, Robotics, and Machine Learning by Jean H. Gallier,Jocelyn Quaintance Pdf

This book provides the mathematical fundamentals of linear algebra to practicers in computer vision, machine learning, robotics, applied mathematics, and electrical engineering. By only assuming a knowledge of calculus, the authors develop, in a rigorous yet down to earth manner, the mathematical theory behind concepts such as: vectors spaces, bases, linear maps, duality, Hermitian spaces, the spectral theorems, SVD, and the primary decomposition theorem. At all times, pertinent real-world applications are provided. This book includes the mathematical explanations for the tools used which we believe that is adequate for computer scientists, engineers and mathematicians who really want to do serious research and make significant contributions in their respective fields.

Author : Jean H Gallier,Jocelyn Quaintance
Publisher : World Scientific
Page : 799 pages
File Size : 53,8 Mb
Release : 2022-01-19
Category : Mathematics
ISBN : 9789811245046

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Homology, Cohomology, And Sheaf Cohomology For Algebraic Topology, Algebraic Geometry, And Differential Geometry by Jean H Gallier,Jocelyn Quaintance Pdf

For more than thirty years the senior author has been trying to learn algebraic geometry. In the process he discovered that many of the classic textbooks in algebraic geometry require substantial knowledge of cohomology, homological algebra, and sheaf theory. In an attempt to demystify these abstract concepts and facilitate understanding for a new generation of mathematicians, he along with co-author wrote this book for an audience who is familiar with basic concepts of linear and abstract algebra, but who never has had any exposure to the algebraic geometry or homological algebra. As such this book consists of two parts. The first part gives a crash-course on the homological and cohomological aspects of algebraic topology, with a bias in favor of cohomology. The second part is devoted to presheaves, sheaves, Cech cohomology, derived functors, sheaf cohomology, and spectral sequences. All important concepts are intuitively motivated and the associated proofs of the quintessential theorems are presented in detail rarely found in the standard texts.

Author : Edwin K. P. Chong,Wu-Sheng Lu,Stanislaw H. Żak
Publisher : John Wiley & Sons
Page : 677 pages
File Size : 52,6 Mb
Release : 2023-09-11
Category : Business & Economics
ISBN : 9781119877653

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An Introduction to Optimization by Edwin K. P. Chong,Wu-Sheng Lu,Stanislaw H. Żak Pdf

An Introduction to Optimization Accessible introductory textbook on optimization theory and methods, with an emphasis on engineering design, featuring MATLAB® exercises and worked examples Fully updated to reflect modern developments in the field, the Fifth Edition of An Introduction to Optimization fills the need for an accessible, yet rigorous, introduction to optimization theory and methods, featuring innovative coverage and a straightforward approach. The book begins with a review of basic definitions and notations while also providing the related fundamental background of linear algebra, geometry, and calculus. With this foundation, the authors explore the essential topics of unconstrained optimization problems, linear programming problems, and nonlinear constrained optimization. In addition, the book includes an introduction to artificial neural networks, convex optimization, multi-objective optimization, and applications of optimization in machine learning. Numerous diagrams and figures found throughout the book complement the written presentation of key concepts, and each chapter is followed by MATLAB® exercises and practice problems that reinforce the discussed theory and algorithms. The Fifth Edition features a new chapter on Lagrangian (nonlinear) duality, expanded coverage on matrix games, projected gradient algorithms, machine learning, and numerous new exercises at the end of each chapter. An Introduction to Optimization includes information on: The mathematical definitions, notations, and relations from linear algebra, geometry, and calculus used in optimization Optimization algorithms, covering one-dimensional search, randomized search, and gradient, Newton, conjugate direction, and quasi-Newton methods Linear programming methods, covering the simplex algorithm, interior point methods, and duality Nonlinear constrained optimization, covering theory and algorithms, convex optimization, and Lagrangian duality Applications of optimization in machine learning, including neural network training, classification, stochastic gradient descent, linear regression, logistic regression, support vector machines, and clustering. An Introduction to Optimization is an ideal textbook for a one- or two-semester senior undergraduate or beginning graduate course in optimization theory and methods. The text is also of value for researchers and professionals in mathematics, operations research, electrical engineering, economics, statistics, and business.

Author : Charu C. Aggarwal
Publisher : Springer Nature
Page : 507 pages
File Size : 44,6 Mb
Release : 2020-05-13
Category : Computers
ISBN : 9783030403447

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Linear Algebra and Optimization for Machine Learning by Charu C. Aggarwal Pdf

This textbook introduces linear algebra and optimization in the context of machine learning. Examples and exercises are provided throughout the book. A solution manual for the exercises at the end of each chapter is available to teaching instructors. This textbook targets graduate level students and professors in computer science, mathematics and data science. Advanced undergraduate students can also use this textbook. The chapters for this textbook are organized as follows: 1. Linear algebra and its applications: The chapters focus on the basics of linear algebra together with their common applications to singular value decomposition, matrix factorization, similarity matrices (kernel methods), and graph analysis. Numerous machine learning applications have been used as examples, such as spectral clustering, kernel-based classification, and outlier detection. The tight integration of linear algebra methods with examples from machine learning differentiates this book from generic volumes on linear algebra. The focus is clearly on the most relevant aspects of linear algebra for machine learning and to teach readers how to apply these concepts. 2. Optimization and its applications: Much of machine learning is posed as an optimization problem in which we try to maximize the accuracy of regression and classification models. The “parent problem” of optimization-centric machine learning is least-squares regression. Interestingly, this problem arises in both linear algebra and optimization, and is one of the key connecting problems of the two fields. Least-squares regression is also the starting point for support vector machines, logistic regression, and recommender systems. Furthermore, the methods for dimensionality reduction and matrix factorization also require the development of optimization methods. A general view of optimization in computational graphs is discussed together with its applications to back propagation in neural networks. A frequent challenge faced by beginners in machine learning is the extensive background required in linear algebra and optimization. One problem is that the existing linear algebra and optimization courses are not specific to machine learning; therefore, one would typically have to complete more course material than is necessary to pick up machine learning. Furthermore, certain types of ideas and tricks from optimization and linear algebra recur more frequently in machine learning than other application-centric settings. Therefore, there is significant value in developing a view of linear algebra and optimization that is better suited to the specific perspective of machine learning.

Author : Jean H. Gallier,Jocelyn Quaintance
Publisher : Unknown
Page : 823 pages
File Size : 42,7 Mb
Release : 2020
Category : Electronic books
ISBN : 9811206406

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Linear Algebra and Optimization with Applications to Machine Learning by Jean H. Gallier,Jocelyn Quaintance Pdf

Author : Jeffrey Paul Wheeler
Publisher : CRC Press
Page : 475 pages
File Size : 42,5 Mb
Release : 2023-12-07
Category : Mathematics
ISBN : 9781003803591

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An Introduction to Optimization with Applications in Machine Learning and Data Analytics by Jeffrey Paul Wheeler Pdf

The primary goal of this text is a practical one. Equipping students with enough knowledge and creating an independent research platform, the author strives to prepare students for professional careers. Providing students with a marketable skill set requires topics from many areas of optimization. The initial goal of this text is to develop a marketable skill set for mathematics majors as well as for students of engineering, computer science, economics, statistics, and business. Optimization reaches into many different fields. This text provides a balance where one is needed. Mathematics optimization books are often too heavy on theory without enough applications; texts aimed at business students are often strong on applications, but weak on math. The book represents an attempt at overcoming this imbalance for all students taking such a course. The book contains many practical applications but also explains the mathematics behind the techniques, including stating definitions and proving theorems. Optimization techniques are at the heart of the first spam filters, are used in self-driving cars, play a great role in machine learning, and can be used in such places as determining a batting order in a Major League Baseball game. Additionally, optimization has seemingly limitless other applications in business and industry. In short, knowledge of this subject offers an individual both a very marketable skill set for a wealth of jobs as well as useful tools for research in many academic disciplines. Many of the problems rely on using a computer. Microsoft’s Excel is most often used, as this is common in business, but Python and other languages are considered. The consideration of other programming languages permits experienced mathematics and engineering students to use MATLAB® or Mathematica, and the computer science students to write their own programs in Java or Python.

Author : Marc Peter Deisenroth,A. Aldo Faisal,Cheng Soon Ong
Publisher : Cambridge University Press
Page : 391 pages
File Size : 53,9 Mb
Release : 2020-04-23
Category : Computers
ISBN : 9781108470049

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Mathematics for Machine Learning by Marc Peter Deisenroth,A. Aldo Faisal,Cheng Soon Ong Pdf

Distills key concepts from linear algebra, geometry, matrices, calculus, optimization, probability and statistics that are used in machine learning.

Author : Xian-Da Zhang
Publisher : Springer Nature
Page : 844 pages
File Size : 47,9 Mb
Release : 2020-05-23
Category : Computers
ISBN : 9789811527708

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A Matrix Algebra Approach to Artificial Intelligence by Xian-Da Zhang Pdf

Matrix algebra plays an important role in many core artificial intelligence (AI) areas, including machine learning, neural networks, support vector machines (SVMs) and evolutionary computation. This book offers a comprehensive and in-depth discussion of matrix algebra theory and methods for these four core areas of AI, while also approaching AI from a theoretical matrix algebra perspective. The book consists of two parts: the first discusses the fundamentals of matrix algebra in detail, while the second focuses on the applications of matrix algebra approaches in AI. Highlighting matrix algebra in graph-based learning and embedding, network embedding, convolutional neural networks and Pareto optimization theory, and discussing recent topics and advances, the book offers a valuable resource for scientists, engineers, and graduate students in various disciplines, including, but not limited to, computer science, mathematics and engineering.

Author : Tshilidzi Marwala,Collins Achepsah Leke
Publisher : World Scientific
Page : 321 pages
File Size : 55,5 Mb
Release : 2019-11-21
Category : Computers
ISBN : 9789811205682

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Handbook Of Machine Learning - Volume 2: Optimization And Decision Making by Tshilidzi Marwala,Collins Achepsah Leke Pdf

Building on , this volume on Optimization and Decision Making covers a range of algorithms and their applications. Like the first volume, it provides a starting point for machine learning enthusiasts as a comprehensive guide on classical optimization methods. It also provides an in-depth overview on how artificial intelligence can be used to define, disprove or validate economic modeling and decision making concepts.

Author : Mohammad "Sufian" Badar
Publisher : Springer Nature
Page : 273 pages
File Size : 41,8 Mb
Release : 2023-06-21
Category : Science
ISBN : 9783031222061

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A Guide to Applied Machine Learning for Biologists by Mohammad "Sufian" Badar Pdf

This textbook is an introductory guide to applied machine learning, specifically for biology students. It familiarizes biology students with the basics of modern computer science and mathematics and emphasizes the real-world applications of these subjects. The chapters give an overview of computer systems and programming languages to establish a basic understanding of the important concepts in computer systems. Readers are introduced to machine learning and artificial intelligence in the field of bioinformatics, connecting these applications to systems biology, biological data analysis and predictions, and healthcare diagnosis and treatment. This book offers a necessary foundation for more advanced computer-based technologies used in biology, employing case studies, real-world issues, and various examples to guide the reader from the basic prerequisites to machine learning and its applications.

Author : David G. Luenberger,Yinyu Ye
Publisher : Springer Nature
Page : 609 pages
File Size : 43,8 Mb
Release : 2021-10-31
Category : Business & Economics
ISBN : 9783030854508

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Linear and Nonlinear Programming by David G. Luenberger,Yinyu Ye Pdf

The 5th edition of this classic textbook covers the central concepts of practical optimization techniques, with an emphasis on methods that are both state-of-the-art and popular. One major insight is the connection between the purely analytical character of an optimization problem and the behavior of algorithms used to solve that problem. End-of-chapter exercises are provided for all chapters. The material is organized into three separate parts. Part I offers a self-contained introduction to linear programming. The presentation in this part is fairly conventional, covering the main elements of the underlying theory of linear programming, many of the most effective numerical algorithms, and many of its important special applications. Part II, which is independent of Part I, covers the theory of unconstrained optimization, including both derivations of the appropriate optimality conditions and an introduction to basic algorithms. This part of the book explores the general properties of algorithms and defines various notions of convergence. In turn, Part III extends the concepts developed in the second part to constrained optimization problems. Except for a few isolated sections, this part is also independent of Part I. As such, Parts II and III can easily be used without reading Part I and, in fact, the book has been used in this way at many universities. New to this edition are popular topics in data science and machine learning, such as the Markov Decision Process, Farkas’ lemma, convergence speed analysis, duality theories and applications, various first-order methods, stochastic gradient method, mirror-descent method, Frank-Wolf method, ALM/ADMM method, interior trust-region method for non-convex optimization, distributionally robust optimization, online linear programming, semidefinite programming for sensor-network localization, and infeasibility detection for nonlinear optimization.

Author : Ian Goodfellow,Yoshua Bengio,Aaron Courville
Publisher : MIT Press
Page : 801 pages
File Size : 49,8 Mb
Release : 2016-11-10
Category : Computers
ISBN : 9780262337373

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Deep Learning by Ian Goodfellow,Yoshua Bengio,Aaron Courville Pdf

An introduction to a broad range of topics in deep learning, covering mathematical and conceptual background, deep learning techniques used in industry, and research perspectives. “Written by three experts in the field, Deep Learning is the only comprehensive book on the subject.” —Elon Musk, cochair of OpenAI; cofounder and CEO of Tesla and SpaceX Deep learning is a form of machine learning that enables computers to learn from experience and understand the world in terms of a hierarchy of concepts. Because the computer gathers knowledge from experience, there is no need for a human computer operator to formally specify all the knowledge that the computer needs. The hierarchy of concepts allows the computer to learn complicated concepts by building them out of simpler ones; a graph of these hierarchies would be many layers deep. This book introduces a broad range of topics in deep learning. The text offers mathematical and conceptual background, covering relevant concepts in linear algebra, probability theory and information theory, numerical computation, and machine learning. It describes deep learning techniques used by practitioners in industry, including deep feedforward networks, regularization, optimization algorithms, convolutional networks, sequence modeling, and practical methodology; and it surveys such applications as natural language processing, speech recognition, computer vision, online recommendation systems, bioinformatics, and videogames. Finally, the book offers research perspectives, covering such theoretical topics as linear factor models, autoencoders, representation learning, structured probabilistic models, Monte Carlo methods, the partition function, approximate inference, and deep generative models. Deep Learning can be used by undergraduate or graduate students planning careers in either industry or research, and by software engineers who want to begin using deep learning in their products or platforms. A website offers supplementary material for both readers and instructors.

Author : Stephen Boyd,Neal Parikh,Eric Chu
Publisher : Now Publishers Inc
Page : 138 pages
File Size : 48,9 Mb
Release : 2011
Category : Computers
ISBN : 9781601984609

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Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers by Stephen Boyd,Neal Parikh,Eric Chu Pdf

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.