We take one of the machine learning task from Kaggle, house price prediction, as the topic of this final project. One of the main reasons is that the provided dataset is relatively easy to parse and manipulate. It turns out that we have much time to do a thorough feature analysis for both numerical and
Category: Fall (2017)
Convex Optimization Homework 4
In this homework, I am working on the relationships between primal problems and dual problems, which is derived by solving Lagrange Multiplier. Among textbook problems, there are two coding problems that need to be solved with cvx package in MATLAB. Experiment results and codes are attached in the report.
Convex Optimization Homework 3
The first part of this homework is problems extracted from textbook. They are mainly about log-concavity of Gaussian cumulative function, solving optimization problems with constraints, simplification of general optimization problems to specific quadratic problems, and generalized posynomials and geometric programming. Later on, for the second of the homework, I need to solve a predefined maximum
Convex Optimization Homework 2
For the first part of this homework, I am asked some questions about Kullback-Leibler divergence and the differentiation between convex, concave, quasiconvex, and quasi concave functions. For the second part, I need to derive the update for log-sum-exp formula and implement a simple function to simulate Least Action principle in Physics with cvx package in
Convex Optimization Homework 1
In the very first homework of this class, I first work on textbook problems, such as Voronoi sets and polyhedral decomposition, positive semidefinite cones, and properties of dual cones. Later, I am asked to find out the minimum polyhedron that can cover a sphere that is centered at (r, r, r) with radius r.
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