Exploring Lecture 6 Gradient Descent Continued Subgradients

Exploring Lecture 6 Gradient Descent Continued Subgradients reveals several interesting facts.

  • Neither the lasso nor the SVM objective function is differentiable, and we had to do some work for each to optimize with ...
  • 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.
  • But last time you guys did
  • proof of
  • Dimitri Bertsekas: "Incremental Gradient, Subgradient, and Proximal Methods for Convex Optimization"

In-Depth Information on Lecture 6 Gradient Descent Continued Subgradients

Okay so that this rest of today's Ryan Tibshirani @ Stats, CMU. http://www.stat.cmu.edu/~ryantibs/convexopt/ This is a recorded Note: sound cuts out for last 20 minutes or so, sorry!

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

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