Optimization algorithms and methods

Limited-memory BFGS

Limited-memory BFGS (L-BFGS or LM-BFGS) is an optimization algorithm in the family of quasi-Newton methods that approximates the Broyden–Fletcher–Goldfarb–Shanno algorithm (BFGS) using a limited amount of computer memory. It is a popular algorithm for parameter estimation in machine learning. The algorithm's target problem is to minimize over unconstrained values of the real-vector where is a differentiable scalar function. Like the original BFGS, L-BFGS uses an estimate of the inverse Hessian matrix to steer its search through variable space, but where BFGS stores a dense approximation to the inverse Hessian (n being the number of variables in the problem), L-BFGS stores only a few vectors that represent the approximation implicitly. Due to its resulting linear memory requirement, the L-BFGS method is particularly well suited for optimization problems with many variables. Instead of the inverse Hessian Hk, L-BFGS maintains a history of the past m updates of the position x and gradient ∇f(x), where generally the history size m can be small (often ). These updates are used to implicitly do operations requiring the Hk-vector product. (Wikipedia).

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From playlist Computer Literacy - (unit 2) - data and files

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From playlist Computer Science

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CRISPR

If you are interested in learning more about this topic, please visit http://www.gcflearnfree.org/ to view the entire tutorial on our website. It includes instructional text, informational graphics, examples, and even interactives for you to practice and apply what you've learned.

From playlist CRISPR

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Jorge Nocedal: "Tutorial on Optimization Methods for Machine Learning, Pt. 2"

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From playlist GSS2012: Deep Learning, Feature Learning

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This tutorial explains what how log base ten and log base e ( the natural log ) are represented. Join this channel to get access to perks: https://www.youtube.com/channel/UCn2SbZWi4yTkmPUj5wnbfoA/join :)

From playlist All About Logarithms

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www.m4ths.com GCSE and A Level Worksheets, videos and helpbooks. Full course help for Foundation and Higher GCSE 9-1 Maths All content created by Steve Blades

From playlist GCSE Upper and Lower Bounds

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From playlist A-Level Maths Series - Pure Mathematics

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Recorded: Spring 2014 Lecturer: Dr. Erin M. Buchanan Materials: created for Memory and Cognition (PSY 422) using Smith and Kosslyn (2006) Lecture materials and assignments available at statisticsofdoom.com. https://statisticsofdoom.com/page/other-courses/

From playlist PSY 422 Memory and Cognition with Dr. B

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From playlist 2019 - T1 - The Mathematics of Imaging

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From playlist Neural Style Transfer

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From playlist CS231N - Convolutional Neural Networks

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In this video, you’ll learn more about the differences between open-source software and closed-source software. Visit https://edu.gcfglobal.org/en/basic-computer-skills/ for more technology, software, and computer tips. We hope you enjoy!

From playlist Technology Trends

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Harvard AM205 video 4.9 - Quasi-Newton methods

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From playlist Optimizers in Machine Learning

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From playlist GSS2012: Deep Learning, Feature Learning

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From playlist MIT Nonlinear Finite Element Analysis

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Neural Networks Demystified [Part 6: Training]

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From playlist Neural Networks Demystified

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From playlist The Theoretical Basis of Machine Learning 2018 (ML)

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NIPS 2011 Big Learning - Algorithms, Systems, & Tools Workshop: Vowpal Wabbit Tutorial

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From playlist NIPS 2011 Big Learning: Algorithms, System & Tools Workshop

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When is a logarithm undefined? log4 (-32)

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From playlist Rules of Logarithms

Related pages

Convex function | Loss function | SciPy | Online machine learning | Differentiable function | Multinomial logistic regression | ALGLIB | Wolfe conditions | Regularization (mathematics) | Taxicab geometry | Sign (mathematics) | Broyden–Fletcher–Goldfarb–Shanno algorithm | R (programming language) | Backtracking line search | Sparse matrix | Hessian matrix | Quasi-Newton method | Conditional random field | Constraint (mathematics) | Stochastic gradient descent | Algorithm