[Colloquium] REMINDER: 1/15/16 Research at TTIC: Mehrdad Mahdavi, TTIC

[Mary Marre]

*When: *    Friday, January 15th at noon

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

*Who: *     Mehrdad Mahdavi , TTIC

*Title:    *Stochastic optimization with exponentially concave losses:
lower and upper bounds on                    the excess risk

*Abstract:*
Stochastic optimization with exp-concave losses captures several important
learning problems including linear and logistic regression, learning SVMs
with the squared hinge-loss, portfolio selection and more.

In this talk, we derive high probability lower and upper bounds on the
excess risk of stochastic optimization of exponentially concave loss
functions. We demonstrate an $O(d \log n/n)$ upper bound on the excess risk
of stochastic online Newton step algorithm, and an $O(d/n)$ lower bound on
the excess risk of general stochastic exponentially concave optimization
methods, indicating that the obtained upper bound is optimal up to a
logarithmic factor.

The analysis of upper bound is based on a novel concentration inequality
for bounding martingales, which is interesting by its own right, and the
proof technique used to achieve the lower bound is a probabilistic method
and relies on an information-theoretic minimax analysis.


********************************************************************

*Research at TTIC Seminar Series*

TTIC is hosting a weekly seminar series presenting the research currently
underway at the Institute. Every week a different TTIC faculty member will
present their research.  The lectures are intended both for students
seeking research topics and adviser, and for the general TTIC and
University of Chicago communities interested in hearing what their
colleagues are up to.

To receive announcements about the seminar series, please subscribe to the
mailing list: https://groups.google.com/a/ttic.edu/group/talks/subscribe

Speaker details can be found at: http://www.ttic.edu/tticseminar.php.

For additional questions, please contact David McAllester at
mcallester at ttic.edu





Mary C. Marre
Administrative Assistant
*Toyota Technological Institute*
*6045 S. Kenwood Avenue*
*Room 504*
*Chicago, IL  60637*
*p:(773) 834-1757*
*f: (773) 357-6970*
*mmarre at ttic.edu <mmarre at ttic.edu>*
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