
A Ray Tracing Technique for the Navigation on a Non-Convex Pareto Front - webdva
https://arxiv.org/abs/2001.03634
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ingenieroariel
These kind of geometrical solutions are easier to grasp than other traditional
solutions. If geometry is not your thing but programming is, I really
recommend Introduction to Applied Linear Algebra – Vectors, Matrices, and
Least Squares [0] by Stanford's prof Boyd, he has written about fast methods
using linear algebra that are guaranteed to converge if they meet certain
criteria [1].

[0] [http://vmls-book.stanford.edu/](http://vmls-book.stanford.edu/) [1]
[https://arxiv.org/abs/1511.06324](https://arxiv.org/abs/1511.06324)

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LolWolf
Yes, would highly recommend the book! Our lab does plenty of work with
optimization theory and linear algebra, but his approach is _very_ practical
:)

It's a book that, when read from front to back along with a good number of the
exercises, you'll come out being able to solve quite a large range of
problems. We've gotten many fun emails from ex-students who said that they got
a few jobs just due to the methods taught in this class!

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cs702
How does it compare _in practice_ to modern forms of stochastic gradient
descent with momentum (e.g., RAdam SGD) when applied to challenging, multi-
million-variable non-convex optimization problems?

