Advanced Optimization Techniques for Machine Learning
Chapter 1: Foundations of Optimization in Machine Learning
Revisiting Gradient Descent Variants
The Role of Convexity
Understanding Loss Surfaces
Convergence Analysis Fundamentals
Challenges in Non-Convex Optimization
Numerical Stability Considerations
Practice: Analyzing Convergence Behavior
Chapter 2: Second-Order Optimization Methods
Newton's Method: Theory and Derivation
The Hessian Matrix: Computation and Properties
Challenges with Newton's Method
Quasi-Newton Methods: Approximating the Hessian
BFGS Algorithm Explained
Limited-memory BFGS (L-BFGS)
Trust Region Methods
Hands-on Practical: Implementing L-BFGS
Chapter 3: Adaptive Learning Rate Algorithms
Limitations of Fixed Learning Rates
AdaGrad: Adapting Rates Based on Past Gradients
RMSprop: Addressing AdaGrad's Diminishing Rates
Adam: Combining Momentum and RMSprop
Adamax and Nadam Variants
AMSGrad: Improving Adam's Convergence
Understanding Learning Rate Schedules
Hands-on Practical: Comparing Adaptive Optimizers
Chapter 4: Optimization for Large-Scale Datasets
Stochastic Gradient Descent Revisited: Variance Reduction
Stochastic Average Gradient (SAG)
Stochastic Variance Reduced Gradient (SVRG)
Mini-batch Gradient Descent Trade-offs
Asynchronous Stochastic Gradient Descent
Data Parallelism Strategies
Hands-on Practical: Implementing SVRG
Chapter 5: Distributed Optimization Strategies
Motivation for Distributed Training
Parameter Server Architectures
Synchronous vs. Asynchronous Updates
Communication Bottlenecks and Strategies
All-Reduce Algorithms
Federated Learning Optimization Principles
Hands-on Practical: Simulating Distributed SGD
Chapter 6: Optimization Challenges in Deep Learning
Characteristics of Deep Learning Loss Landscapes
Impact of Network Architecture on Optimization
Normalization Techniques and Optimization
Gradient Clipping and Explosion/Vanishing Gradients
Initialization Strategies and Their Effect
Regularization Methods as Implicit Optimization
Practice: Tuning Optimizers for Deep Networks
Chapter 7: Advanced and Specialized Optimization Topics
Constrained Optimization Fundamentals
Lagrangian Duality and KKT Conditions
Projected Gradient Methods
Derivative-Free Optimization Overview
Bayesian Optimization for Hyperparameter Tuning
Optimization for Reinforcement Learning Policies
Practice: Implementing Projected Gradient Descent
Projected Gradient Methods
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- Convex Optimization, Boyd, Stephen and Vandenberghe, Lieven, 2004 (Cambridge University Press) - Classic textbook on convex optimization, providing theoretical foundations and algorithms including projected gradient methods and projection operators.
- First-Order Methods in Optimization, Beck, Amir, 2017 Vol. 25 (SIAM) DOI: 10.1137/1.9781611974997 - A comprehensive book on first-order optimization methods, covering projected gradient descent, convergence analysis, and various projection examples.
- Towards Deep Learning Models Resistant to Adversarial Attacks, Aleksander Madry, Aleksandar Makelov, Ludwig Schmidt, Dimitris Tsipras, Adrian Vladu, 2018 International Conference on Learning Representations (ICLR) DOI: 10.48550/arXiv.1706.06083 - Introduces the PGD attack as a strong adversarial attack method, illustrating a key application of projected gradient ascent in machine learning security.
- Efficient Projections onto the L1-Ball for Learning, John C. Duchi, Shai Shalev-Shwartz, Yoram Singer, Tushar Chandra, 2008 Proceedings of the 25th International Conference on Machine Learning (ACM) DOI: 10.1145/1390156.1390191 - Provides efficient algorithms for projecting onto the L1-ball, a crucial component for L1-constrained optimization methods often used in sparse learning.
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