An introduction to Majorization‐Minimization algorithms for machine learning and statistical estimation

MM (majorization–minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three commonly considered example applications: Gaussian mixture regressi...

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Bibliographic Details

Published in:	Wiley interdisciplinary reviews. Data mining and knowledge discovery Vol. 7; no. 2; pp. np - n/a
Main Author:	Nguyen, Hien D.
Format:	Journal Article
Language:	English
Published:	Hoboken, USA Wiley Periodicals, Inc 01.03.2017 Wiley Subscription Services, Inc
Subjects:	Algorithms Artificial intelligence Data mining Logistics Machine learning Mathematical analysis Mathematical programming Optimization Regression analysis Series (mathematics) Support vector machines Wire
ISSN:	1942-4787, 1942-4795
Online Access:	Get full text
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