Lecture 9 - scribblesslacoste/teaching/ift6269/A19/notes/lecture9... · Lecture 9 - scribbles...

Preview:

Citation preview

Lecture 9 - scribblesTuesday, October 2, 2018 14:31

IFT6269 Page 1

IFT6269 Page 2

IFT6269 Page 3

IFT6269 Page 4

some references:

for convex optimization: Boyd & Vandenberghe's book ○

DL book -- chapter 4.3 on gradient-based optimization○

Matrix Differential Calculus with Applications in Statistics and Econometrics, Heinz Neudecker and Jan R. Magnus -- free online

for matrix calculus: ○

IFT6269 Page 5

IFT6269 Page 7

IFT6269 Page 8

IFT6269 Page 9

Recommended