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Reflecting on Optimisation: A Personal Take on Theory vs. Modern Practice

5d ago· 20 min readenOpinion

Summary

Magnus Ross reflects on his lack of deep study in optimisation, admitting he knows the basics (Adam, AdaGrad, L-BFGS) but zones out when discussions get theoretical. He questions the relevance of learning classical constrained convex optimisation in an era dominated by gradient descent and pre-trained models, drawing a humorous parallel to making the cheapest possible diet. The article appears to be a personal, reflective piece on the perceived gap between classical optimisation theory and modern machine learning practice.

Source

Twitter / XReflecting on Optimisation: A Personal Take on Theory vs. Modern Practicemagnusross.github.io

Key quotes

· 4 pulled
I have never really studied optimisation in depth.
Oh sure, I know my Adam from my AdaGrad and I even used L-BFGS one time, but when people start talking about dual spaces and convergence for L∞ continuous functions, I tend to glaze over a bit.
Why do I need to learn about optimising constrained convex functions in the gradient-descent-for-everything-wait-actually-just-use-a-pre-trained-model era?
Isn't that what they used to, like, make the cheapest possible diet? Boring!
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This is nothing to be proud of, but I have never really studied optimisation in depth. Oh sure, I know my Adam from my AdaGrad and I even used L-BFGS one time, but when people start talking about dual spaces and convergence for L∞L^\infty continuous funct

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