First Order Methods | Notes from YYYe's ORML Intensive Lectures
I used to think first-order methods (FOM) were mostly just warm-up materials. But after sitting through Professor Ye’s lightning-fast 3-hour tour of the topic… FOM are probably the best! I can’t do a full overview of FOMs here. Here are some takeaways from the lecture: a few highlights that are surprisingly insightful and fun so worth pausing over. We’ll skip zero-order methods. Sure, you can do bisection (aka binary search) if you assume strong structure on the objective function....