Machine Learning — Lagrange multiplier & Dual decomposition

Optimization is a critical step in ML. In this Machine Learning series, we will take a quick look into the optimization problems and then look into two specific optimization methods, namely Lagrange…

Lagrange multipliers, examples (article)

What are Lagrange multiplier and dual decomposition methods (machine learning, optimization, Lagrange multipliers, dual decompposition, statistics)? - Quora

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Machine Learning — Lagrange multiplier & Dual decomposition, by Jonathan Hui

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Method of Lagrange Multipliers: The Theory Behind Support Vector Machines (Part 2: The Non-Separable Case)

RL — Dual Gradient Descent. Dual Gradient Descent is a popular…, by Jonathan Hui

PDF) Contextual Restless Multi-Armed Bandits with Application to Demand Response Decision-Making

Fixed Perimeter + Maximum Area = Square