一个在线的sparse coding学习算法,最近很多应用类的文章都用这个算法。 The SPArse Modelling Software (SPAMS) can be downloaded here . It includes fast implementations of LARS, OMP, a dictionary learning algorithm and its variants for NMF, sparse PCA, as well as efficient sparse solvers ba ...
1.《Convex Optimization》这本是是斯坦福的 Stephen P. Boyd教授写的,非常权威,书的主页: http://www.stanford.edu/~boyd/cvxbook/ 2.《Nonlinear Programming: 2nd Edition》by Dimitri P. Bertsekas 3.《Numerical Optimization》by Nocedal and Wright 这几本应该是非常经典的书籍。