A Casual Chat on Convex Optimization in Machine Learning Data Mining at Iowa Group Qihang Lin 02/09/2014

Optimization Models in Machine Learning LASSO Graphical LASSO Matrix Completion Robust PCA SVM ……

LASSO Linear Regression Ridge Regression L1-Regularized Regression Elastic Net Regression Fused LASSO Group LASSO Multi-Task LASSO

Graphical LASSO

Matrix Completion

Robust PCA

SVM

Convex Optimization Algorithms Proximal Gradient Frank-Wolfe (Conditional Gradient) Alternating Direction Method of Multipliers Coordinate Descent