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Taskar Memorial Lecture: On Gradient-Based Optimization: Accelerated, Stochastic and Nonconvex
WhenThursday, Mar 1, 2018, 3:30 – 4:30 p.m.
Campus locationElectrical Engineering Building (EE1)
Campus roomEEB-105
Event typesLectures/Seminars
Description

Taskar Memorial Lecture 2018

On Gradient-Based Optimization: Accelerated, Stochastic and Nonconvex

Abstract:
Many new theoretical challenges have arisen in the area of gradient-based optimization for large-scale statistical data analysis, driven by the needs of applications and the opportunities provided by new hardware and software platforms. I discuss several recent, related results in this area: (1) a new framework for understanding Nesterov acceleration, obtained by taking a continuous-time, Lagrangian/Hamiltonian/symplectic perspective, (2) a discussion of how to escape saddle points efficiently in nonconvex optimization, and (3) the acceleration of Langevin diffusion.

Linkwww.cs.washington.edu…
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