The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields. Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.

In the 1990s, a new type of learning algorithm was developed, based on results from statistical learning theory: the Support Vector Machine (SVM). This gave rise to a new class of theoretically elegant learning machines that use a central concept of SVMs-kernels—for a number of learning tasks. Kernel machines provide a modular framework that can be adapted to different tasks and domains by the choice of the kernel function and the base algorithm. They are replacing neural networks in a variety of fields, including engineering, information retrieval, and bioinformatics. Learning with Kernels provides an introduction to SVMs and related kernel methods. Although the book begins with the basics, it also includes the latest research. It provides all of the concepts necessary to enable a reader equipped with some basic mathematical knowledge to enter the world of machine learning using theoretically well-founded yet easy-to-use kernel algorithms and to understand and apply the powerful algorithms that have been developed over the last few years.