Explore the intricacies of convex optimization in this comprehensive lecture by Sebastien Bubeck from Microsoft Research. Delve into topics such as telescopic sum analysis, right and left hand side comparisons, continuous time applications, geometric interpretations, and variance reduction techniques. Gain insights into key ideas and the implementation of minibatch methods in optimization algorithms. Learn from a leading expert in the field and enhance your understanding of advanced optimization concepts and their practical applications.
Overview
Syllabus
Intro
Analysis
Telescopic Sum
Right Hand Side
Left Hand Side
Continuous Time
Geometric Interpretation
Variance Reduction
Key Idea
Minibatch
Taught by
Paul G. Allen School
