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Notes on the Frank-Wolfe Algorithm, Part I

Category: optimization
#optimization #Frank-Wolfe

This blog post is the first in a series discussing different theoretical and practical aspects of the Frank-Wolfe algorithm.

Optimization inequalities cheatsheet

Category: optimization
#optimization #cheatsheet

Most proofs in optimization consist in using inequalities for a particular function class in …

Hyperparameter optimization with approximate gradient

Category: optimization
#machine learning #hyperparameters #HOAG

TL;DR: I describe a method for hyperparameter optimization by gradient descent.

Most machine …