First-order and Stochastic Optimization Methods for Machine Learning

This book covers not only foundational materials but also the most recent progresses made during the past few years on the area of machine learning algorithms. In spite of the intensive research and development in this area, there does not exist a systematic treatment to introduce the fundamental concepts and recent progresses on machine learning algorithms, especially on those based on shastic optimization methods, randomized algorithms, nonconvex optimization, distributed and online learn...