[Colloquium] [REMINDER] Virtual ML Talk at TTIC: Filip Hanzely, KAUST

[Jerome Allen]

*When:*    Friday, March 20th @ 10:30am

*Where:*   TTIC <Virtually> * https://zoom.us/j/717069575
<https://zoom.us/j/717069575>*



*Who: *     Filip Hanzely, KAUST


*Title:* One Method to Rule Them All: Variance Reduction for Data,
Parameters and Many New Methods

*Abstract:* We propose a remarkably general variance-reduced method
suitable for solving regularized empirical risk minimization problems with
either a large number of training examples, or a large model dimension, or
both. In special cases, our method reduces to several known and previously
thought to be unrelated methods, such as SAGA, LSVRG, JacSketch, SEG,
ISEGA, variance reduced local SGD and their arbitrary sampling and proximal
generalizations. However, we also highlight a large number of new specific
algorithms with interesting properties. We provide a single theorem
establishing linear convergence of the method under smoothness and quasi
strong convexity assumptions. With this theorem, we recover best-known and
sometimes improved rates for known methods arising in special cases.
Lastly, we show that variance reduced finite sum optimization algorithms
(i.e., SAGA) can be recovered as a special case of variance reduced
algorithms subsampling the space (i.e., SEGA).

__________________________________________________________________________________________________________________

Nati Srebro is inviting you to a scheduled Zoom meeting.

Topic: ML Talk at TTIC:  Filip Hanzely
Time: Mar 20, 2020 10:30 AM Central Time (US and Canada)


*Join Zoom Meetinghttps://zoom.us/j/717069575 <https://zoom.us/j/717069575>*

Meeting ID: 717 069 575

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Cheers,


*Jerome Allen*
Executive Assistant to the President
*Toyota Technological Institute*
6045 S. Kenwood Avenue
Room 518
Chicago, IL  60637
p:(773) 702-2311
*jallen at ttic.edu <jallen at ttic.edu>*
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