Hi!
Do you know any books on math optimization that are essential for anybody getting into this field? Is there any classical literature for optimization related to ML? Thanks!
My current list includes:
1. Numerical Optimization by Jorge Nocedal Stephen J. Wright
2. Algorithms for Optimization
- introduction to optimization with a focus on practical algorithms
3. Algorithms for Decision Making
- a broad introduction to algorithms for decision making under uncertainty
My current list includes:
1. Numerical Optimization by Jorge Nocedal Stephen J. Wright
2. Algorithms for Optimization - introduction to optimization with a focus on practical algorithms
3. Algorithms for Decision Making - a broad introduction to algorithms for decision making under uncertainty
[2] https://algorithmsbook.com/optimization/
[3] https://algorithmsbook.com/