Convex Optimization

Convex problems have one valley. Neural networks have millions. Knowing the difference matters.

Build 1.5 hr Python

Prerequisites: Phase 1, Lessons 04 (Calculus for ML), 08 (Optimization)

#Learning Objectives

  • Test whether a function is convex using the definition, second derivative, and Hessian criteria
  • Implement Newton's method and compare its quadratic convergence against gradient descent
  • Solve constrained optimization problems using Lagrange multipliers and interpret KKT conditions
  • Explain why neural network loss landscapes are non-convex yet SGD still finds good solutions
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The text and code of this lesson are based on AI Engineering from Scratch by Rohit Ghumare, MIT licensed.