Lecture

Proximal Operators: Optimization Methods

In course

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Description

This lecture covers stochastic subgradient methods, composite convex minimization, and sparse regression in generalized linear models. It introduces proximal operators, proximal gradient methods, and Frank-Wolfe methods. The instructor discusses the convergence analysis of these methods and their applications in various optimization problems.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_xswv1hue

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

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