[Colloquium] REMINDER: 3/14 TTIC Colloquium: Mark Schmidt, University of British Columbia

[Mary Marre]

*When: *    Monday, March 14th at 11:00 a.m.

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

*Speaker:*  Mark Schmidt, University of British Columbia

*Title:*       Advances in Solving Structured Optimization Problems.


*Abstract:*

The talk will contain two parts:

In the first part, I will discuss greedy coordinate descent methods for
solving continuous optimization problems. Although these methods are
terrible in general, I will show how these methods have better theoretical
properties than previously thought and I will argue that these methods are
well-suited to solving many modern optimization problems arising in machine
learning that are defined on large graphs. I'll also argue that better
coordinate selection rules exist than classic rules like the
Gauss-Southwell rule which selects the coordinate that has the largest
partial derivative.

In the second part, I'll consider the problem of minimizing the sum of a
finite set of smooth functions. Recently, several authors have proposed
algorithms that achieve a linear convergence rate for this problem yet only
examine a single randomly-chosen function on each iteration. I'll talk
about several recent advances in this vein. First, I'll show that an
improved convergence rate can be achieved through the use of non-uniform
selection of the function to update. Second, I'll  show that far fewer
gradient evaluations are required to obtain the convergence rate of current
memory-free variants of these algorithms. Third, I'll discuss different
strategies for accelerating the methods in order to improve the dependence
on the condition number of the problem. Finally, I'll discuss how we can
relax the strong-convexity (and even convexity) assumption underlying the
fast convergence rates of these methods.



Host: Ofer Meshi, meshi at ttic.edu



For more information on the colloquium series or to subscribe to the
mailing list, please see http://www.ttic.edu/colloquium.php


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>*
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mailman.cs.uchicago.edu/pipermail/colloquium/attachments/20160313/428f8ca1/attachment.htm