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Lecture 9 - scribblesTuesday, October 2, 2018 14:31

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some references:

for convex optimization: Boyd & Vandenberghe's book ○

DL book -- chapter 4.3 on gradient-based optimization○

Matrix Differential Calculus with Applications in Statistics and Econometrics, Heinz Neudecker and Jan R. Magnus -- free online

for matrix calculus: ○

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https://web.stanford.edu/~boyd/cvxbook/

http://www.deeplearningbook.org/contents/numerical.html

http://www.janmagnus.nl/misc/mdc2007-3rdedition

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online

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http://www.janmagnus.nl/misc/mdc2007-3rdedition

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