'Stochastic gradient' presentation slideshows

Stochastic Approximation and Simulated Annealing

Stochastic Approximation and Simulated Annealing. Lecture 8. Leonidas Sakalauskas Institute of Mathematics and Informatics Vilnius, Lithuania EURO Working Group on Continuous Optimization. Content. Introduction. Stochastic Approximation : SPSA with Lipschitz perturbation operator;

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Stochastic Linear Programming by Series of Monte-Carlo Estimators

Stochastic Linear Programming by Series of Monte-Carlo Estimators. Leonidas SAKALAUSKAS Institute of Mathematics&Informatics Vilnius, Lithuania E-mail: <sakal;@ktl.mii.lt>. CONTENT. Introduction Monte-Carlo estimators Stochastic differentiation Dual solution approach ( DS )

602 views • 47 slides

Behavioral Data Mining

Behavioral Data Mining. Lecture 7 Linear and Logistic Regression. Outline. Linear Regression Regularization Logistic Regression Stochastic Gradient Fast Stochastic Methods Performance tips. Linear Regression. Predict a response variable Y from a vector of inputs using a linear model:

657 views • 42 slides

Jorge Nocedal Northwestern University With S. Hansen, R. Byrd and Y. Singer IPAM, UCLA, Feb 2014

A Stochastic Quasi-Newton Method for Large-Scale Learning. Jorge Nocedal Northwestern University With S. Hansen, R. Byrd and Y. Singer IPAM, UCLA, Feb 2014. Propose a robust quasi-Newton method that operates in the stochastic approximation regime

512 views • 39 slides

Jorge Nocedal Northwestern University With S. Hansen, R. Byrd and Y. Singer IPAM, UCLA, Feb 2014

A Stochastic Quasi-Newton Method for Large-Scale Learning. Jorge Nocedal Northwestern University With S. Hansen, R. Byrd and Y. Singer IPAM, UCLA, Feb 2014. Propose a robust quasi-Newton method that operates in the stochastic approximation regime

393 views • 39 slides

PEGASOS Primal Estimated sub-GrAdient Solver for SVM

PEGASOS Primal Estimated sub-GrAdient Solver for SVM. Ming TIAN 04-20-2012. Reference. [1] Shalev-Shwartz, S., Singer, Y., & Srebro, N. (2007). Pegasos: primal estimated sub-gradient solver for svm. ICML, 807-814. Mathematical Programming, Series B, 127(1):3-30, 2011.

666 views • 36 slides

Stochastic Differentiation

Stochastic Differentiation. Lecture 3. Leonidas Sakalauskas Institute of Mathematics and Informatics Vilnius, Lithuania EURO Working Group on Continuous Optimization. Content. Concept of stochastic gradient Analytical differentiation of expectation

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Semi-Stochastic Gradient Descent Methods

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CHAPTER 5 S TOCHASTIC G RADIENT F ORM OF S TOCHASTIC A PROXIMATION

Slides for Introduction to Stochastic Search and Optimization ( ISSO ) by J. C. Spall. CHAPTER 5 S TOCHASTIC G RADIENT F ORM OF S TOCHASTIC A PROXIMATION. Organization of chapter in ISSO Stochastic gradient Core algorithm Basic principles Nonlinear regression Connections to LMS

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CHAPTER 5 S TOCHASTIC G RADIENT F ORM OF S TOCHASTIC A PROXIMATION

Slides for Introduction to Stochastic Search and Optimization ( ISSO ) by J. C. Spall. CHAPTER 5 S TOCHASTIC G RADIENT F ORM OF S TOCHASTIC A PROXIMATION. Organization of chapter in ISSO Stochastic gradient Core algorithm Basic principles Nonlinear regression Connections to LMS

104 views • 10 slides