dzhou的博客

(I will try my best to make this note clearer. We mainly discuss one_class case while others will be introduced in the future.)Starting from the usage of svm-predict: ./svm-predict svmguide1.t svmguid

(I will try my best to make this note clearer.)We mainly focus on solve_c_svc in this note.Our goal: mindB\displaystyle \min_{\mathbf{d}_B} 12dTB∇2f(αk)dB+∇f(αk)TBdB\frac{1}{2}\mathbf{d}_{B}^{T}\nabla

基本的gradient descent梯度下降法: Batch gradient descent; Stochastic gradient descent; Mini-batch gradient descent

SPCA 稀疏主成分分析 算法的思路推演 和 必要的数学证明

Books

Nelder–Mead Simplex Algorithm

Powell中的line search算法

Powell

DFP和BFGS迭代公式的证明