===== 6 - Learning and Optimization ======

March 2nd, 2010.

=== Slides ===

[[cos424>slides/6-opt.pdf|PDF]] [[cos424>slides/6-opt.djvu|DJVU]]

=== Scribe Notes ===

N/A. :-(


=== Summary ===

   * Comments about homework.

   * Taxonomy of Optimization 
   * Line search algorithms
   * Simple Gradient descent algorithms
   * The Hessian matrix and its uses
   * Stochastic gradient algorithms

=== Recommended books ===

Two very different books:

   * P. G. Ciarlet: //Introduction to Numerical Linear Algebra and Optimization//. Cambridge University Press, 1989. 
   * Yu. Nesterov: //Introductory Lectures On Convex Optimization//. Springer-Verlag, 2003.