# Questions tagged [optimization]

Use this tag for any use of optimization within statistics.

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Say we have a dataset $D$ of 2-tuples $(x, y)$ where $y$ is the target variable and a function $f_\theta$: $$D = \{(1, 3), (2, 5), (3, 8), (4, 6), (5, 9)\},\quad f_\theta(x) = \theta_0 + \theta_1 x. ... 0 votes 0 answers 19 views ### Minecraft performance lower than before? [closed] I recently compressed the .png files located in my minecraft resource pack. I was hoping for a little bit better performance since a smaller resource pack is usually faster. But as i found out, while ... 0 votes 0 answers 11 views ### Shrinkage / L1 regularization as a loss term versus a constraint (post-process step) with momentum optimizers I have a complex model with very non-linear operations (divisions, exponentials, matrix inversions, square roots, Cholesky decompositions, etc...) for which I want to optimize the parameters. However, ... 0 votes 0 answers 41 views ### Estimating Top n Prices points on a given day for a particular product which would maximize revenue Problem Statement :- On any given date of the year, get top n prices which would maximize the revenue for that day for a particular platform. Dataset :- Date Price (p_{i}) Platform X_{1,i}, X_{... 0 votes 0 answers 17 views ### Finding feature values for regression model such that output is more than a given value? Suppose you have an (online) shop. You have a dataset containing p features (representing customer characteristics) X = (x_1, \ldots, x_p) and a feature y, representing how much money a customer ... 0 votes 0 answers 17 views ### Detailed comparison of two methods for obtaining the ridge regression solution I have come across two different ways of obtaining the ridge regression solution, which are as follows: Method1:-(obtained from here) RSS(\beta) = (Y-X\beta)^T\cdot(Y-X\beta)+\lambda\beta^T\Omega\... 0 votes 0 answers 14 views ### Non linear knapsack optimization Problem: Primarily problem to solve: Allocate budget for most revenue given ROIs at a given investment. Secondarily problem: Minimize budget to meet a certain revenue threshold. All while having some ... 2 votes 1 answer 72 views ### Should folds in k-fold CV actually be representative? I have read somewhere that the k of the k-fold CV should be picked in such a manner as to have representative validation sets (folds). This seems to me to be contradictory since the leave-one-out CV ... 0 votes 0 answers 19 views ### Finding an optimal value for a function [closed] I am trying to implement a change point model for stock prices, (finding the point in time where there is an abrupt shift in the time series trend) Essentially I want to find an optimal value for the ... 0 votes 0 answers 33 views ### Why does Adam optimizer with gradient clipping perform better than simple Adam optimizer? Since Adam optimizer uses the first and second moments of gradients to adapt the learning rate, what purpose does the gradient clipping serve when used with Adam optimizer or any adaptive learning ... 0 votes 0 answers 22 views ### weighted maximum likelihood as loss function I have built a little neural network that I use for regression. ... 0 votes 0 answers 14 views ### How to conduct EM algorithm when there are some outliers in GMM Models? I'm just confused about the problem of adding an outlier component directly to the primary form of GMM models: Suppose that the observed data contains several outliers. The mixture model could be:$$ ...
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One of the complementary slackness conditions for a support vector machine states that $$\alpha_i ( y_i (\langle w, x_i \rangle + b ) -1 ) = 0,$$ where $\alpha_i$ is the lagrange variable. One can ...