Second-order methods converge faster due to quadratic convergence but are expensive due to O(n³) per iteration
Image: Hans Hillewaert, CC BY-SA 4.0, via Wikimedia Commons
Second-order methods converge faster due to quadratic convergence but are expensive due to O(n³) per iteration
Finite element method
Runge-Kutta method improves Euler by providing higher-order accuracy with k₁,k₂,k₃,k₄
approximation algorithms guarantee: solution within factor α of optimal
Can we always find the best solution quickly?
Overlapping subproblems
Ever calculated a huge Fibonacci sequence by hand?
iterative methods (CG, GMRES) do: solve Ax=b without explicitly inverting A
Iterative methods solve Ax=b without explicitly inverting A
the momentum term does: v_t = βv_{t-1} + ∇L, accumulates gradient direction
Momentum term accelerates convergence in the gradient direction
Greedy vs dynamic programming: greedy makes locally optimal choices, DP considers all subproblems
Greedy: locally optimal choices; DP: considers all subproblems
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