First-order methods for large scale optimisation problems - Modern first-order methods for structured convex problems

Add to your list(s) Download to your calendar using vCal

• Stephen Becker, University of Colorado
• Monday 11 June 2018, 14:00-16:00
• MR12, Centre for Mathematical Sciences.

If you have a question about this talk, please contact Rachel Furner.

Part of the CCIMI short course ‘First-order methods for large scale optimisation problems’

Instructor: Stephen Becker, University of Colorado

Lecture 3: Modern first-order methods for structured convex problems Starting with gradient descent, the proximal point method, and subgradient descent, we then explore accelerated and proximal variants (such as FISTA ), and finally discuss stochastic gradient descent (SGD) and variance-reduced versions such as SVRG and SAGA . There will be an interlude with convergence analysis for some of these methods and discussion of step-sizes.

This talk is part of the CCIMI Short course: First-order methods for large scale optimisation problems series.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CCIMI
• CCIMI Seminars
• CCIMI Short course: First-order methods for large scale optimisation problems
• CMS Events
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge talks
• Chris Davis' list
• DPMMS Lists
• DPMMS info aggregator
• DPMMS lists
• Guy Emerson's list
• Hanchen DaDaDash
• Interested Talks
• MR12, Centre for Mathematical Sciences
• School of Physical Sciences
• Statistical Laboratory info aggregator
• Trust & Technology Initiative - interesting events
• bld31
• custom
• ndk22's list
• ob366-ai4er
• rp587

Note that ex-directory lists are not shown.