Bayesian Optimization: Learning Where to Evaluate Next
Gaussian-process conditioning, expected improvement, and a finite-domain GP-UCB regret bound, with reproducible Python examples.
Blog
Convex Optimization III: A Reference to Convex Functions
Convexity properties and derivatives of common losses, norms, and penalty functions.
Convex Optimization II: Duality and KKT Conditions
Lagrangian duality, KKT conditions, and worked examples of constrained convex optimization.
Convex Optimization I: Convexity and Examples
First- and second-order criteria for convexity, with worked examples.