1. A Casual Chat on Convex Optimization in Machine Learning Data Mining at Iowa Group Qihang Lin 02/09/2014

2. Optimization Models in Machine Learning LASSO Graphical LASSO Matrix Completion Robust PCA SVM ……

3. LASSO Linear Regression Ridge Regression L1-Regularized Regression Elastic Net Regression Fused LASSO Group LASSO Multi-Task LASSO

4. Graphical LASSO

5. Matrix Completion

6. Robust PCA http://perception.csl.illinois.edu/matrix-rank/introduction.html#PCA

7. SVM

8. Convex Optimization Algorithms Proximal Gradient Frank-Wolfe (Conditional Gradient) Alternating Direction Method of Multipliers Coordinate Descent