Lecture

Newton's method: Hessian and optimization

In course

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Description

This lecture covers the application of Newton's method in optimization problems, focusing on the calculation of the Hessian matrix and its role in minimizing the cost function. The instructor explains how to find the Hessian matrix using matrix-vector notation and demonstrates its application in solving least square optimization problems. The lecture concludes with a detailed explanation of how Newton's method can efficiently solve optimization tasks after just one iteration.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_agnstcw5

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