Bundle methods and its application in machine learning

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• Eric(Yongqiang) Wang and Rory Waite
• Thursday 22 April 2010, 14:00-15:30
• Engineering Department, CBL Room 438.

If you have a question about this talk, please contact Shakir Mohamed.

We will present work on bundle methods for machine learning. In this talk, we would like to first briefly review some basic concepts in convex optimization, using quadratic programming as an example. After that, we will give some examples of convex objective functions that are widely used in machine learning. Then we will talk about the cutting-plane method and bundle methods, together with the convergence analysis. We may also talk a little bit on how these methods can be extended to the optimization of non-convex functions.

The following two papers can be used as our references:

Trinh-Minh-Tri Do and Thierry Arti`eres, “Large Margin Training for Hidden Markov Models with Partially Observed States”, in Proc. ICML -2009.

Alexander, J.S. ,Vishwanathan, S.V.N. and Quoc V.L. “Bundle methods for machine learning”, in Proc.NIPS-2007

This talk is part of the Machine Learning Reading Group @ CUED series.

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