Convex (and non-convex) Optimization

Linear Digressions

• Episode: Convex (and non-convex) Optimization
• Website: Linear Digressions
• Feed URL: http://feeds.feedburner.com/udacity-linear-digressions?format=xml
• Duration: 00:20:00
• Published: 2018-12-17 04:06

Convex optimization is one of the keys to data science, both because some problems straight-up call for optimization solutions and because popular algorithms like a gradient descent solution to ordinary least squares are supported by optimization techniques. But there are all kinds of subtleties, starting with convex and non-convex functions, why gradient descent is really an optimization problem, and what that means for your average data scientist or statistician.