18.S096 | January IAP 2023 | Undergraduate

Matrix Calculus for Machine Learning and Beyond

Lecture 4 Part 2: Nonlinear Root Finding, Optimization, and Adjoint Gradient Methods

Description: Nonlinear root finding by Newton’s method and optimization by gradient descent. “Adjoint” methods (reverse-mode/backpropagation) let us find gradients efficiently for large-scale engineering optimization.

Instructors: Alan Edelman, Steven G. Johnson

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January IAP 2023
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