Advanced30 min
Quasi-Newton Methods
Secant conditions, the BFGS update derived, limited-memory L-BFGS, and why the Hessian is approximated rather than formed.
Assumes you know
Not yet written
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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
- BFGS
- L-BFGS
- secant
- curvature update