Unconstrained maximum problem with SGD and BFGS

The Computational mathematics for learning and data analysis exam’s project consists of:

The problem of estimating the matrix norm-2 of A for a (possibly rectangular) matrix, using its definition as an (unconstrained) maximum problem. Using:

  • A standard gradient descent (steepest descent) approach.
  • A quasi-Newton method such as BFGS.

Skills acquired:

  • Using MATLAB
  • Implementing from scratch optimization algorithm in Python

Team members:

  • Michele Morisco
  • Margherita Pensa
Michele Morisco
Michele Morisco
MSc in Artificial Intelligence | Lead Programmer at GlaringBit games | Programmer at B.K. - Brain and Knowledge

My academic interests include Deep Learning, Machine Learning, Computational Healthcare and 3D geometric processing.

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