Stephen Wright: Fundamentals of Optimization in Signal Processing

Stephen Wright: Fundamentals of Optimization in Signal Processing

Hausdorff Center for Mathematics via YouTube Direct link

Steepest Descent

10 of 17

10 of 17

Steepest Descent

Class Central Classrooms beta

YouTube videos curated by Class Central.

Classroom Contents

Stephen Wright: Fundamentals of Optimization in Signal Processing

Automatically move to the next video in the Classroom when playback concludes

  1. 1 Group Sparsity
  2. 2 Three Scenarios
  3. 3 Non-overlapping Groups
  4. 4 Tree-Structured Groups
  5. 5 Matrix Inference Problems
  6. 6 Nuclear Norm Regularization
  7. 7 Another Matrix Inference Problem: Inverse Covariance
  8. 8 Atomic-Norm Regularization
  9. 9 References
  10. 10 Steepest Descent
  11. 11 Backtracking
  12. 12 Weakly convex: 1/k sublinear rate
  13. 13 Linear convergence without strong convexity
  14. 14 The slow linear rate is typical!
  15. 15 Multistep Methods: The Heavy-Ball
  16. 16 Conjugate Gradient
  17. 17 Accelerated First-Order Methods

Never Stop Learning.

Get personalized course recommendations, track subjects and courses with reminders, and more.

Someone learning on their laptop while sitting on the floor.