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Who is Afraid of Non-Convex Loss Functions?
This video was recorded at NIPS Workshop on Efficient Machine Learning, Whistler 2007. The NIPS community has suffered of an acute convexivitis epidemic: - ML applications seem to have trouble moving beyond logistic regression, SVMs, and exponential-family graphical models; - For a new ML model, convexity is viewed as a virtue; - Convexity is sometimes a virtue; - But it is often a limitation. ML theory has essentially never moved beyond convex models - the same way control theory has not really moved beyond linear systems.
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