machine learning(11) -- classification: advanced optimization

  • 其它的比gradient descent快, 在某些场合得到广泛应用的求cost function的最小值的方法

Conjugate gradient, BFGS,L-BFGS很复杂,可以在不明白详细原理的情况下进行应用。

可以使用Octave和matlab的函数库直接进行应用,这些软件里面的build-in libarary已经很好的实现了这些算法。

当要使用其它的语言来实现这些算法时,如c,c++,Java等,要多试几种实现,因为不同的实现方法在性能上相差很大。

时间: 09-12

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