Advanced26 min
Coordinate Descent
Optimising one variable at a time, when it converges, and why it is the method of choice for lasso and large sparse problems.
Assumes you know
Not yet written
This lesson is on the syllabus but has no text yet
The full curriculum is published up front so you can see the whole route and its dependencies. Lessons are being written in curriculum order.
What it will cover
- coordinate descent
- block coordinate
- separable
- sparse