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Machine Learning
book

Machine Learning

by Sergios Theodoridis
April 2015
Intermediate to advanced content levelIntermediate to advanced
1062 pages
40h 35m
English
Academic Press
Content preview from Machine Learning

6.11 The Coordinate and Cyclic Coordinate Descent Methods

So far, we have discussed the steepest descent and Newton’s method for optimization. We will conclude the discussion with a third method, which can also be seen as a member of the steepest descent family of methods. Instead of the Euclidean and quadratic norms, let us consider the following minimization task for obtaining the normalized descent direction,

v=argminzzTJ,

si183_e  (6.57)

s.t.||z||1=1,

si184_e  (6.58)

where ||⋅||1 denotes the 1 norm, defined as

||z||1:=i=1l|zi|.

Most of Chapter 9 ...

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Publisher Resources

ISBN: 9780128015223