Questions tagged [optimization]
Use this tag for any use of optimization within statistics.
2,833 questions
1 vote
0 answers
28 views
Is the strong duality of the hard-margin SVM really trivially satisfied all the time?
It is widely known that if you were to calculate the maximizer of the dual SVM program (denote as $\alpha^*$), then the primal minimizer of the hard-margin SVM program, \begin{aligned}&{\underset {...
0 votes
0 answers
39 views
What effect does scaling the data have on an ARMA-GARCH model?
I am playing around with ARMA-GARCH models using log returns which are naturally on the scale $10^{-4}$ up to $10^{-2}$. Due to the potentially small variances, I thought it would be a good idea to ...
- 675
2 votes
0 answers
41 views
What's the distribution of the lagrange multipliers found by quadratic programming? [closed]
I am trying to figure out how to infer C in support vector machine. C is the upper bound on magnitude of lagrange multipliers. These multipliers are not independent. They are probably mutually ...
- 121
10 votes
3 answers
751 views
Maximizing profit given a PMF
A grocery store has $n$ watermelons to sell and makes $\$ 1.00$ on each sale. Say the number of consumers of these watermelons is a random variable with a distribution that can be approximated by $$f(...
- 121
2 votes
1 answer
124 views
A question about minimizing $l_2$ norm with regularization
PREMISES: this question likely arises from my very basic knowledge of the field. Please, be very detailed in the answer, even it can seem that some facts are trivial. Also, sorry for my poor english. ...
- 123
2 votes
2 answers
131 views
How can I get scipy.curve_fit to converge on data involving a wrapping phase angle?
I am trying to fit the phase angle of complex data with a very simple function phi(f) = mf, where m is the gradient and ...
- 23
1 vote
0 answers
61 views
best approaches for multiple root finding when functions are not differentiable
I have a problem similar to one I posted about recently but sufficiently different to warrant its own discussion I think. I have k functions, each of the same k-dimensional vector x, and I want to ...
- 2,532
0 votes
0 answers
34 views
Uniqueness of solution for bias vector in policy evaluation
I have a two dimensional state space MPD with state space $(s,i)$ where $s$ can take values in natural numbers and $i \in \{1,2\}$. I have written the policy evaluation equation for a policy $$r-g+(P-...
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