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Author(s): Shi, Bin, Iyengar, S.S.

Pages: 133 pages, 11 chapters

Publisher: Springer (July 2019)

Edition Statement: 1st ed. ©2020

Language: English

ISBN: 978-3-030-17076-9

Format: PDF

Source: https://www.springer.com/gp/book/9783030170752



Provides a thorough look into the variety of mathematical theories of machine learning



Description



This book studies mathematical theories of machine learning. The first part of the book explores the optimality and adaptivity of choosing step sizes of gradient descent for escaping strict saddle points in non-convex optimization problems. In the second part, the authors propose algorithms to find local minima in nonconvex optimization and to obtain global minima in some degree from the Newton Second Law without friction. In the third part, the authors study the problem of subspace clustering with noisy and missing data, which is a problem well-motivated by practical applications data subject to stochastic Gaussian noise and/or incomplete data with uniformly missing entries. In the last part, the authors introduce an novel VAR model with Elastic-Net regularization and its equivalent Bayesian model allowing for both a stable sparsity and a group selection.



About the Author(s)



Bin Shi is a Ph.D. candidate in the School of Computing and Information Sciences at FIU under the supervision of Professor Sitharama S. Iyengar. His preliminary research focuses on the theory of machine learning, especially on optimization. Bin Shi received his B.S. of Applied Math from Ocean University of China, China in 2006, Master of Pure Mathematics from Fudan University, China in 2011 and Master of Theoretical Physics from University of Massachusetts Dartmouth in 2015. His research interests focus on statistical machine learning and optimization, some theoretical computer science.



Dr. S.S. Iyengar is the Distinguished University Professor, Ryder Professor of Computer Science and Director of the School of Computing and Information Sciences at Florida International University (FIU), Miami. He is also the founding director of the Discovery Lab. Prior to joining FIU, Dr. Iyengar was the Roy Paul Daniel's Distinguished Professor and Chairman of the Computer Science department for over 20 years at Lousiana State University....