Lecture

Trust Region Methods: Why, with an Example

In course

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Description

This lecture introduces trust region methods, explaining their historical development from Levenberg to modern Riemannian manifolds. The instructor discusses the transition from gradient descent to Newton's method and presents an example of Max-Cut Burer-Monteiro rank 2 optimization.

In MOOC

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_zxc4hymz

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Ontological neighbourhood

Mathematics

Geometry: Differential geometry

Statistics

Data analysis: Regression analysis

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