The Subgradient Algorithm

Hope you will enjoy this video. I know my voiceover is lacking some emotion but i will try my best to improve that for my next video.

I recommend you watch in 1.25x or 1.5x to not waste time.

We formulate

Chapter 5: Convex Numerical algorithms 5.1:

lecture4 04 subgradient algorithm

... what we saw for gradient descent

Neither the lasso nor the SVM objective function is differentiable, and we had to do some work for each to optimize with ...

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We show two useful properties of the function values for

This is a recorded lecture for the graduate-level course on convex optimization offered at UCSB Computer Science Department.

Chapter 5: Convex Numerical algorithms 5.1:

Note: sound cuts out for last 20 minutes or so, sorry!

Lecture 7 Subgradient Method

This is a recorded lecture for the graduate-level course on convex optimization offered at UCSB Computer Science Department.

Okay so that was the end of our subgradient lecture we're going to jump right into

... the lecture for today is

In this video we start looking at non-smooth optimization. We take a look at

In this video, we dive deep into

Ryan Tibshirani @ Stats, CMU. http://www.stat.cmu.edu/~ryantibs/convexopt/

This video derives the oracle complexity of