BFGS, Optimization, and Burritos

Hey ya’ll. Hope your summer is going well! In the season of peaches and watermelon, it’s easy to take things for granted. No one has experienced this more than the optimization algorithms used in, well, just about every single machine learning and computational problem.

I thought, for this post, I would dive into one of the classics: the Broyden Fletcher Goldfarb Shanno algorithm, also known as BFGS, named after these ballers right here.

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