[Colloquium] Talks at TTIC: Praneeth Netrapalli, Univ of Texas at Austin

[Dawn Ellis]

When:     Wednesday, January 29th at 11am

Where:    TTIC, 6045 S Kenwood Avenue, 5th Floor, Room #526

Who:       Praneeth Netrapalli, Univ of Texas at Austin

Title:       Statistical Guarantees for Alternating Minimization

Abstract:

Alternating minimization (AltMin) is a generic term for a widely popular
approach in non-convex inference: often, it is possible to partition the
variables into two (or more) sets, so that the problem is convex/tractable
in one set if the other is held fixed (and vice versa). This allows for
alternating between optimally updating one set of variables, and then the
other. AltMin methods typically do not have associated global consistency
guarantees; even though they are empirically observed to perform better
than methods (e.g. based on convex optimization) that do have guarantees.

In this talk, we will present rigorous performance guarantees for AltMin in
three statistical inference settings: low rank matrix completion, phase
retrieval and learning sparsely-used dictionaries. The overarching theme
behind our results consists of two parts: (i) devising new initialization
procedures (as opposed to doing so randomly, as is typical), and (ii)
establishing exponential local convergence from this initialization.

Host: Madhur Tulsiani, madhurt at ttic.edu

-- 
*Dawn Ellis*
Administrative Coordinator,
Bookkeeper
773-834-1757
dellis at ttic.edu

TTIC
6045 S. Kenwood Ave.
Chicago, IL. 60637
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