[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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