Convex Optimization for Machine Learning - (Nowopen) by Changho Suh (Hardcover)

About the Book

Covers an introduction to convex optimization, one of the powerful and tractable optimization problems that can be efficiently solved on a computer. The goal of the book is to help develop a sense of what convex optimization is, and how it can be used in a widening array of practical contexts with a particular emphasis on machine learning

Book Synopsis

This book covers an introduction to convex optimization, one of the powerful and tractable optimization problems that can be efficiently solved on a computer. The goal of the book is to help develop a sense of what convex optimization is, and how it can be used in a widening array of practical contexts with a particular emphasis on machine learning. The first part of the book covers core concepts of convex sets, convex functions, and related basic definitions that serve understanding convex optimization and its corresponding models. The second part deals with one very useful theory, called duality, which enables us to: (1) gain algorithmic insights; and (2) obtain an approximate solution to non-convex optimization problems which are often difficult to solve. The last part focuses on modern applications in machine learning and deep learning. A defining feature of this book is that it succinctly relates the "story" of how convex optimization plays a role, via historical examples and trending machine learning applications. Another key feature is that it includes programming implementation of a variety of machine learning algorithms inspired by optimization fundamentals, together with a brief tutorial of the used programming tools. The implementation is based on Python, CVXPY, and TensorFlow. This book does not follow a traditional textbook-style organization, but is streamlined via a series of lecture notes that are intimately related, centered around coherent themes and concepts. It serves as a textbook mainly for a senior-level undergraduate course, yet is also suitable for a first-year graduate course. Readers benefit from having a good background in linear algebra, some exposure to probability, and basic familiarity with Python.

Review Quotes

I have looked at the manuscript and my impression is positive, the aims and scope are actual and comprehensive. The intended audience is senior undergraduates and early graduate, which differs the book significantly from several competing books, and this should be an advantage. I would say that a good senior undergraduate level textbook on convex optimization would, in my opinion, be very timely. Arkadi Nemirovski, Georgia Tech, USA--Arkadi Nemirovski (3/15/2022 12:00:00 AM)

The topic is surely still of great interest, since courses on Convex Optimization, in conjunction or not with Machine Learning applications, are ubiquitous in Engineering curricula around the world. What appears as somewhat novel here is the juxtaposition of Part I and II on convex optimization and duality with Part III on machine learning applications. The emphasis on Python, TensorFlow etc. is also practically very important and surely appreciated by the students, especially if presented via challenging practical problems. More than completeness, I believe that what is important is that the book gives a meaningful "cut" through these topics, as this books appears to do. It seems important that the author tries to motivate and link together as much as possible part III with the previous parts, explaining why part I and II are important for part III, but also highlighting what the limits of convex models are and at which point they need be superseded by more general models. Giuseppe Carlo Calafiore, Professor at the Politecnico di Torino, Italy, and visiting Professor at UC Berkeley--Giuseppe Carlo Calafiore (5/1/2022 12:00:00 AM)