[Colloquium] REMINDER: 9/19 TTIC Colloquium: Jorge Nocedal, Northwestern University

[Mary Marre via Colloquium]

When:     Monday, September 19th at 11:00 a.m.

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

Who:       Jorge Nocedal, Northwestern University

Title:       Second Order Optimization for Large Scale Stochastic
Programming


Abstract: We study stochastic Newton methods that employ approximate
 gradients and  subsampled Hessians to achieve efficiency in very large
scale applications. We show that their work complexity is linear in the
dimension of the problem and contrast them with recently proposed Newton
sketch methods. We pay particular attention to two practical variants in
which the linear systems are solved inexactly, and report the results of
numerical experiments using machine learning datasets.


Host: Karen Livescu, klivescu 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>*
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