[Colloquium] Reminder: Guest Speakers @ TTI-C Today (2/23 @ 10:00am)

[Katherine Cumming]

**********TTI-C Guest Speaker Today***********
                               February 23rd
Presented by:  Toyota Technological Institute at Chicago
 
 
Speaker:  Elad Hazan, Princeton University
Speaker's home page:  <http://www.cs.princeton.edu/~ehazan/>
http://www.cs.princeton.edu/~ehazan/
 
Date: Thursday, February 23, 2006 
Location: TTI-C Conference Room
Time:  10:00 am
 
Title:
 
New Techniques in Online Convex Optimization and their Applications
 
 
Abstract:
 
In the first part of the talk we introduce a new algorithm and a new
analysis technique that is applicable to a variety of online optimization
scenarios, including regret minimization for Lipschitz regret functions
studied by Hannan, universal portfolios by Cover, Kalai and Vempala, online
convex optimization by Zinkevich, and others.  The algorithm extends a
method proposed by Hannan in the 1950's, called `Follow the Leader", and
shows a surprising connection to the Newton method for offline optimization.
One application from computational finance is for portfolio management, for
which our algorithm combines optimal regret with computational efficiency.
For more general settings, our algorithm is the first to achieve optimal
regret.
 
Time permitting; in the second part of the talk we survey the applications
of online game playing algorithms for obtaining efficient offline
optimization algorithms. 
 
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If you have questions, or would like to meet the speaker, please contact
Katherine at 773-834-1994 or kcumming at tti-c.org.   
For information on future TTI-C talks and events, please go to the TTI-C
Events page:  http://www.tti-c.org/events.html.  TTI-C (1427 East 60th
Street, Chicago, IL  60637)
 
 
 
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