[Colloquium] TTI-C Colloquium: S V N Vishwanathan, Purdue

Julia MacGlashan macglashan at tti-c.org
Mon Oct 26 14:57:58 CDT 2009


When:             *Monday, Nov 2 @ 1:00pm*

Where:           * TTI-C Conference Room #526*, 6045 S Kenwood Ave

Who:               *S V N Vishwanathan*, Purdue (
http://www.stat.purdue.edu/~vishy <http://www.stat.purdue.edu/%7Evishy>)

Title:          *      **A Quasi-Newton Approach to Nonsmooth Convex
Optimization*


Regularized risk minimization is at the heart of many machine learning
algorithms. The underlying objective function to be minimized is convex, and
often non-smooth. Classical optimization algorithms cannot handle this
efficiently. In this talk we present our work on extending the well known
BFGS quasi-Newton algorithm to handle non-smooth functions. Our extensions
are justified both theoretically and experimentally.

Joint work with Simon Guenter, Nic Schraudolph, Choon-Hui Teo and Jin Yu.

Speaker Schedule: http://www.tti-c.org/colloquium.php

Contact:          Nati Srebro, TTI-C       nati at tti-c.org
834-7493
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