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2021

Useful prox-operators and their derivations

5 minute read

I often use the Proximal Gradient Descent (PGD) method as my starting point for solving regularized optimization problems. This method is very simple to impl...

Naming of Newton methods explained

3 minute read

Whenever people do high-order optimization, they tend to mention “Newton method” as a Hessian-involving optimization method. Shortly after, they may refer to...

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2020

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