Second-order methods for non convex optimization with complexity guarantees
13. prosince 2019
Řečníci
Stephen Wright
Řečník · 1 sledující
O prezentaci
We consider problems of smooth nonconvex optimization: unconstrained, bound-constrained, and with general equality constraints. We show that algorithms for these problems that are widely used in practice can be modified slightly in ways that guarantees convergence to approximate first- and second-order optimal points with complexity guarantees that depend on the desired accuracy. The methods we discuss are constructed from Newton's method, the conjugate gradient method, log-barrier method, and augmented Lagrangians. (In some cases, special structure of the objective function makes for only a weak dependence on the accuracy parameter.) Our methods require Hessian information only in the form of Hessian-vector products, so do not require the Hessian to be evaluated and stored explicitly. This talk describes joint work with Clement Royer, Yue Xie, and Michael O'Neill.We consider problems of smooth nonconvex optimization: unconstrained, bound-constrained, and with general equality constraints. We show that algorithms for these problems that are widely used in practice can be modified slightly in ways that guarantees convergence to approximate first- and second-order optimal points with complexity guarantees that depend on the desired accuracy. The methods we discuss are constructed from Newton's method, the conjugate gradient method, log-barrier method, and a…
Kategorie
Umělá inteligence a data science
Kategorie · 10,8k prezentací
Matematika
Kategorie · 2,4k prezentací
O organizátorovi (NIPS 2019)
Neural Information Processing Systems (NeurIPS) is a multi-track machine learning and computational neuroscience conference that includes invited talks, demonstrations, symposia and oral and poster presentations of refereed papers. Following the conference, there are workshops which provide a less formal setting.
Baví vás formát? Nechte SlidesLive zachytit svou akci!
Profesionální natáčení a streamování po celém světě.
Sdílení
Doporučená videa
Prezentace na podobné téma, kategorii nebo přednášejícího
PRIVATE Contributed talk 2: Persona-aware Dialogue Generation with Enriched Profile
Zhlédnout později
Measuring Impact of Climate Change on Tree Species: analysis of JSDM on FIA data
Zhlédnout později
Invited Talk Track 1 - Automated Quality Control for a Weather Sensor Network
Zhlédnout později
Humans Flexibly Transfer Options at Multiple Levels of Abstractions
Zhlédnout později
A Three Sample Test to Detect Data Copying in Generative Models
Zhlédnout později
