Alternating Direction Method of Multipliers for Machine Learning
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Overview
Machine learning heavily relies on optimization algorithms to solve its learning models. Constrained problems constitute a major type of optimization problem, and the alternating direction method of multipliers (ADMM) is a commonly used algorithm to solve constrained problems, especially linearly constrained ones. Written by experts in machine learning and optimization, this is the first book providing a state-of-the-art review on ADMM under various scenarios, including deterministic and convex optimization, nonconvex optimization, stochastic optimization, and distributed optimization. Offering a rich blend of ideas, theories and proofs, the book is up-to-date and self-contained. It is an excellent reference book for users who are seeking a relatively universal algorithm for constrained problems. Graduate students or researchers can read it to grasp the frontiers of ADMM in machine learning in a short period of time.
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Details
- ISBN-13: 9789811698422
- ISBN-10: 9811698422
- Publisher: Springer
- Publish Date: June 2023
- Dimensions: 9.21 x 6.14 x 0.6 inches
- Shipping Weight: 0.9 pounds
- Page Count: 263
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