Introduction to Optimization

Introduction to Optimization

MITCBMM via YouTube Direct link

Local vs. global minima

11 of 21

11 of 21

Local vs. global minima

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Introduction to Optimization

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  1. 1 Intro
  2. 2 What you will learn
  3. 3 Before we start
  4. 4 What is the likelihood?
  5. 5 Example: Balls in urns
  6. 6 Maximum likelihood estimator
  7. 7 Example: Coin flips
  8. 8 Likelihood - Cost
  9. 9 Back to the urn problem...
  10. 10 Grid search (brute force)
  11. 11 Local vs. global minima
  12. 12 Convex vs. non-convex functions
  13. 13 Implementation
  14. 14 Lecture attendance problem
  15. 15 Multi-dimensional gradients
  16. 16 Multi-dimensional gradient descent
  17. 17 Differentiable functions
  18. 18 Optimization for machine learning
  19. 19 Stochastic gradient descent
  20. 20 Regularization
  21. 21 Sparse coding

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