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tcsmath.github.io
| | fa.bianp.net

Most proofs in optimization consist in using inequalities for a particular function class in some creative way. This is a cheatsheet with inequalities that I use most often. It considers class of functions that are convex, strongly convex and $L$-smooth. MathJax.Hub.Config({ extensions: ["tex2jax.js"], jax: ["input/TeX ...
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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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| | lucatrevisan.wordpress.com

(This is the sixth in a series of posts on online optimization techniques and their ``applications'' to complexity theory, combinatorics and pseudorandomness. The plan for this series of posts is to alternate one post explaining a result from the theory of online convex optimization and one post explaining an ``application.'' The first two posts were...
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| | nulliq.dev

In search of a better dot product
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