Workshops

An Introduction To Optimization Techniques In Machine Learning

With Hadi Daneshmand
An Introduction To Optimization Techniques In Machine Learning

Abstract

  1. From linear programming to non-convex smooth optimization
  2. Gradient descent
  3. Polyak's Heavy ball: accelerated gradient descent
  4. Stochastic gradient descent (SGD)
  5. SGD and Markov chains
  6. Variance reduced SGD
  7. Computational efficiency of SGD for statistical inference
  8. Computational statistical tradeoff through convex relaxation

Modules

Module 1An Introduction To Optimization Techniques In Machine Learning (Hadi Daneshmand)Dec 21, 2017, 3:30 PM – 6:00 PM

About the presenter