000 01734nam a22002057a 4500
005 20250507155123.0
008 250507b2022 |||||||| |||| 00| 0 eng d
020 _a9781316518984
082 _a005.7 WRI-S
100 _aWright, Stephen J.
245 _aOptimization for data analysis /
_cStephen J. Wright and Benjamin Recht
260 _aIndia
_bCambridge University Press
_c2022
300 _a227p.
500 _aOptimization techniques are at the core of data science, including data analysis and machine learning. An understanding of basic optimization techniques and their fundamental properties provides important grounding for students, researchers, and practitioners in these areas. This text covers the fundamentals of optimization algorithms in a compact, self-contained way, focusing on the techniques most relevant to data science. An introductory chapter demonstrates that many standard problems in data science can be formulated as optimization problems. Next, many fundamental methods in optimization are described and analyzed, including: gradient and accelerated gradient methods for unconstrained optimization of smooth (especially convex) functions; the stochastic gradient method, a workhorse algorithm in machine learning; the coordinate descent approach; several key algorithms for constrained optimization problems; algorithms for minimizing nonsmooth functions arising in data science; foundations of the analysis of nonsmooth functions and optimization duality; and the back-propagation approach, relevant to neural networks.
650 _aBig data
650 _aMathematical Optimization
650 _aQuantitative Research
650 _aArtificial Intelligence
650 _aMathematics - General
999 _c93486
_d93486