08. Subgradient Method

본 장에서는 subgradient 개념을 이용하여 컨벡스 함수이지만 미분 가능하지 않은 함수에서도 적용할 수 있는 subgradient method를 살펴보고, subgradient method의 수렴성과 수렴도를 예시와 함께 살펴보도록 하겠다.

• 08-01 Subgradient Method
• 08-01-01 Step size choices
• 08-01-02 Basic Inequality
• 08-01-03 Convergence analysis
• 08-01-04 Convergence rate
• 08-01-05 Example: Regularized Logistic Regression
• 08-01-06 Polyak step sizes
• 08-01-07 Example: Intersection of sets
• 08-01-08 Projected Subgradient Method
• 08-02 Stochastic Subgradient Method
• 08-02-01 Stochastic Subgradient Method
• 08-02-02 Convergence of Stochastic Methods
• 08-02-03 Convergence Rate of Stochastic Method
• 08-02-04 Batch vs Stochastic Methods
• 08-03 Improving on the Subgradient Method