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SUMMARY:IDEAS/STAT Optimization Seminar: "Stochastic-Gradient-based Algorithms for Solving Nonconvex Constrained Optimization Problems"
DESCRIPTION:Zoom link: https://upenn.zoom.us/j/98220304722 \n  \nAbstract\nI will present recent work by my research group on the design and analysis of stochastic-gradient-based algorithms for solving nonconvex constrained optimization problems\, which may arise\, for example\, in informed supervised learning.  I will focus in particular on algorithmic strategies that have consistently been shown to exhibit the best practical performance\, rather than focus on regularization-based methods that are popular for theoretical analyses\, but often fail to yield satisfactory results.  Our algorithms possess solid theoretical convergence guarantees and preliminary experiments motivate continued study.
URL:https://seasevents.nmsdev7.com/event/ideas-stat-optimization-seminar-frank-e-curtis/
LOCATION:Amy Gutmann Hall\, Room 615
CATEGORIES:Seminar,Colloquium
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