ARC Colloquium/ML Seminar series: Elad Hazan - Princeton University

(Please note that the talk will be held in MiRC 102 A & B and the refreshments will be served at the talk)

Title: 

Projection-free Optimization and Online Learning

Abstract:

Modern large data sets prohibit any super-linear time operations. This motivates the study of iterative optimization algorithms with low complexity per iteration. The computational bottleneck in applying state-of-the-art iterative methods is many times the so-called "projection step".
We consider projection-free optimization/learning that replaces projections by more efficient linear optimization steps. We describe the first linearly-converging algorithm of this type for polyhedral sets and how it gives rise to optimal-rate stochastic optimization and online learning algorithms.

 

Event Details

Date/Time:

  • Wednesday, March 25, 2015
    2:00 pm - 3:00 pm
Location: MiRC 102 A&B

For More Information Contact

Dani Denton

denton at cc dot gatech dot edu