Convex optimization for statistics and machine learning.
To make this more manageable, I decided to separate out this effort into two books: book 1 for analysis, and book 2 for algorithms.
(Still, will I ever finish? One can be hopeful.)
This repo is for book 1. Currently I'm done with Parts 2 and 3.
Plan:
- Write Part 4 (duality and optimality)
- Lagrange duality
- KKT conditions
- Duality correspondences
- Write Part 5 (case studies on lasso and SVMs)
- Work on/solicit ideas for Part 6 (advanced topics)
- Write Part 1 (intro) and appendix