Optimization Theory and Applications
Theory of Descent Directions -A Mathematical Derivation of Steepest Descent and Newton Steps — 2 (Continued)Continue reading on Medium »
Search fresh public links, source activity, and post angles for Differentiable Programming.
Fresh curated links around differentiable programming are collected here so marketers can spot useful updates and turn timely ideas into posts faster.
Recent items include:
Recent curated links from global sources. Generate one free draft from any story, then use SocialBu to schedule and refine your content calendar.
Theory of Descent Directions -A Mathematical Derivation of Steepest Descent and Newton Steps — 2 (Continued)Continue reading on Medium »
When a function is not differentiable in the classical sense there are multiple ways to compute a generalized derivative. This post will look at three generalizations of the classi...
Whenever you can rewrite an optimization problem so that fixing some variables makes the rest separable, you could try Benders. The post Benders’ Decomposition 101: How to Crack Op...
Большинство ML-систем для трейдинга оптимизируют MSE, а оценивают по коэффициенту Sharpe. В DiffQuant этот разрыв убран: весь путь от рыночных признаков до позиции, PnL и издержек...
How to make decisions when your spreadsheet is lying about the future The post A Gentle Introduction to Stochastic Programming appeared first on Towards Data Science.
Use SocialBu to discover ideas, generate post drafts, and schedule them across your social channels.