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Use this tag for any use of optimization within statistics.
10
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4
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What exactly is a "solver" in optimization?
I am really confused by the usage of solver in computational optimization. … What differentiate optimization softwares and solvers?
I know this sounds like a really rudimentary question, but I have only done optimization in MATLAB. …
8
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1
answer
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Are there any "convex neural networks"?
Are there any neural network training procedure that involves solving a convex problem?
Note that I am referring more to MLPs, instead of (multi-class) logistic regression which is a neural network wi …
22
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2
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What does "vanilla" mean?
This term is literally never seen in any optimization textbooks.
For instance, in this post, it says:
This is the simplest form of gradient descent technique. …
1
vote
2
answers
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Can someone come up with a concrete example of ML estimation with uniformly distributed noise?
I am currently reading Boyd's book on convex optimization of maximum likelihood estimation problem http://web.stanford.edu/class/ee364a/lectures/stat.pdf
I have zero background in statistics so I am totally …
5
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1
answer
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Online convex optimization: Why use strongly convex regularizer for regularized-follow-the-l...
I've read through Hazan's paper on online convex optimization. I don't quite understand why the regularization term must be strongly convex instead of more relaxed condition such as strictly convex. …
2
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0
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634
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What is GloVe model's loss function actually minimizing?
First of all, this is an optimization problem, where our loss function is $J$. … But unlike a standard optimization problem, $\min_{x \in \mathbb{R}^n} f(x)$, no argument of $J$ is supplied, so that we do not know is our objective variable (nor the domain of these parameters, which …
8
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2
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In online convex optimization, what is a leader in FTL algorithm?
I am currently reading into online convex optimization. Can someone please explain me what exactly is a leader in the Follow-The-Leader algorithm and its variants? …