Norms are Convex
Steve Brunton
17,425 views
This lecture proves that all norms are convex and discusses the implications of norm complexity for optimization, especially in machine learning.
This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company.
%%% CHAPTERS %%%
00:00 The l2 Norm
02:54 Example Convex Norms
04:45 Non-Convex Pseudonorms
05:55 The l2 Squared in Optimization
10:06 Gradient of l2 Squared
12:14 Proof: All Norms are Convex
16:34 Note on LP Norms & Outro
7 Comments
Would love to see how this helps with least squares, I always end up using some math library to invert a matrix; but I'd prefer to be able to roll my own solutions
Norms are Convex
Steve Brunton
17,425 views
This lecture proves that all norms are convex and discusses the implications of norm complexity for optimization, especially in machine learning.
This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company.
%%% CHAPTERS %%%
00:00 The l2 Norm
02:54 Example Convex Norms
04:45 Non-Convex Pseudonorms
05:55 The l2 Squared in Optimization
10:06 Gradient of l2 Squared
12:14 Proof: All Norms are Convex
16:34 Note on LP Norms & Outro
Well understood,
Thanks Prof