[Colloquium] 6/10 Research at TTIC: John Lafferty; University of Chicago, TTIC

[Mary Marre]

When:     Friday, June 10th at noon

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

Who:       John Lafferty; University of Chicago, TTIC

Title:       The Complexity of Minimizing Individual Convex Functions


Abstract: How difficult is it to minimize a specific convex function?  This
question is tricky to formalize--traditional complexity analysis is
expressed in terms of the worst case over a large class of instances. We
extend the classical minimax analysis of stochastic convex optimization by
introducing a localized form of minimax complexity for individual
functions.  We give function-specific lower and upper bounds on the number
of stochastic subgradient evaluations needed to optimize either the
function or its "hardest local alternative" to a given numerical
precision.  The bounds are expressed in terms of a computational analogue
of the modulus of continuity that is central to statistical minimax
analysis. We also show a superefficiency result demonstrating that the
benchmark acts as computational analogue of the Fisher information. Joint
work with Sabyasachi Chatterjee, John Duchi, and Yuancheng Zhu.


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*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.

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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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