|COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring.|
Large-scale convex optimization for machine learning
If you have a question about this talk, please contact Richard Samworth.
Many machine learning and signal processing problems are traditionally cast as convex optimization problems. A common difficulty in solving these problems is the size of the data, where there are many observations (“large n”) and each of these is large (“large p”). In this setting, online algorithms which pass over the data only once, are usually preferred over batch algorithms, which require multiple passes over the data. In this talk, I will present several recent results, showing that in the ideal infinite-data setting, online learning algorithms based on stochastic approximation should be preferred (both in terms of running speed and generalization performance), but that in the practical finite-data setting, an appropriate combination of batch and online algorithms leads to unexpected behaviors, such as a linear convergence rate with an iteration cost similar to stochastic gradient descent.
This is joint work with Nicolas Le Roux, Eric Moulines and Mark Schmidt.
This talk is part of the Statistics series.
This talk is included in these lists:
Note that ex-directory lists are not shown.
Other listsCamtessential Computer Laboratory Digital Technology Group (DTG) Meetings Language and Music as Cognitive Systems
Other talksAs if by Magic...... Spectacular Chemistry Demonstration Lecture Film screening: Where the clouds end The Diversity of Disease: From Sheep to Bacterial Genotypes, and Their Travels Design and modelling of an acoustic sensing device Robust statistical decisions under model misspecification by re-weighted Monte Carlo samplers Icequakes! Microseismic investigation of basal dynamics in Rutford Ice Stream, West Antarctica