Convex optimization for statistics and machine learning.
I decided to separate out this effort into two books: book 1 for analysis, and book 2 for algorithms.
This repo is for book 1. Currently I'm done with Parts 2 and 3.
Plan:
- Write Part 4 (duality and optimality)
- Get feedback on Parts 2-4, which make up (more or less) core topics for a graduate course on convex analysis
- Write Part 5 (case studies on lasso and SVMs), get feedback
- Solicit ideas for Part 6 (advanced topics)
- Write Part 1 (intro) and appendix