More Tools and Applications of Sparse Optimization

Host Institution:

CARMA, University of Newcastle

Title of Seminar:

More Tools and Applications of Sparse Optimization

Speaker's Name:

Professor Stephen Wright

Speaker's Institution:

University of Wisconsin-Madison

Time and Date:

Thursday 24 June 2010  at 16:00 AEST

Seminar Abstract:

Machine learning problems are a particularly rich source of applications for sparse optimization, giving rise to a number of formulations that require specialized solvers and structured, approximate solutions. As case studies, we discuss two such applications - sparse SVM classification and sparse logistic regression - and present algorithms that are assembled from different components, including stochastic gradient methods, random approximate matrix factorizations, block coordinate descent, and projected Newton methods. We also describe a third (distantly related) application to selection of captive breeding populations for endangered species using binary quadratic programming, a project started during a visit to Newcastle in June 2009.

 

Sponsored by CARMA - Computer Assisted Research Mathematics and its Applications

CARMA is at the University of Newcastle.

 

Seminar Convenor:

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AGR IT support:

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