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francisbach.com
[AI summary] This mathematical post explores the geometry of positive semi-definite matrices using the von Neumann entropy and related Bregman divergences to derive concentration inequalities for random matrices. |
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tcsmath.github.io
Continuous-time mirror descent analysis |
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statisticaloddsandends.wordpress.com
Let's say we have a convex, differentiable function $latex f: \mathbb{R}^p \rightarrow \mathbb{R}$ and that we want to minimize it. In this previous post, we saw that a gradient descent step at time $latex t$ (from point $latex \beta^t$) could be viewed as the minimizer of a quadratic approximation of $latex f$ at $latex \beta^t$:... |
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rapuran.wordpress.com
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