Role of convex optimization

[samihaq]

Hi,

Does convex optimization play a vital role in machine learning ?? Is it worth and absolutely necessary to learn it inside out in great detail to get mastery in machine learning?

thanks

[yaser]

Originally Posted by samihaq

Does convex optimization play a vital role in machine learning ?? Is it worth and absolutely necessary to learn it inside out in great detail to get mastery in machine learning?

Optimization is a utility in machine learning, where you need to know enough to be able to use it properly. If you are new to the subject, no need to know it "inside out," but that can't hurt either. On the research front, some topics that have strong optimization content such as submodular functions and deep learning are currently active.

[samihaq]

Thank you very much Professor. I am new to the subject so it seems i should read a book or two about it as i think in every machine learning problem, we need to optimize some objective function, so i think convex optimization would help in global optimization of the objective functions in ML. Is this correct ?

Thank you very much

[yaser]

Originally Posted by samihaq

Thank you very much Professor. I am new to the subject so it seems i should read a book or two about it as i think in every machine learning problem, we need to optimize some objective function, so i think convex optimization would help in global optimization of the objective functions in ML. Is this correct ?

Convex optimization is an excellent subject to learn about, even if it does not apply directly to many (non-convex) objective functions.

[samihaq]

Thank you very much Professor. I really appreciate your help and guidance.