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Virtual LANS Seminar
September 30, 2020 @ 10:30 - 11:30 CDT
Seminar Title: Dimensionality Reduction Techniques for Large-Scale Optimization Problems
Speaker: Coralia Cartis, Professor, Oxford University
Date/Time: September 30, 2020 / 10:30 AM – 11:30 AM
Location: See meeting URL on the cels-seminars website (requires Argonne login)
Description: Known by many names, sketching techniques allow random projections of data from high to low dimensions while preserving pairwise distances. This talk explores ways to use sketching so as to improve the scalability of algorithms for diverse classes of optimization problems and applications, from linear to nonlinear, local to global, derivative-based to derivative-free. Regression problems and Gauss-Newton techniques will receive particular attention. Numerical illustrations on standard optimization test problems as well as on some machine learning set-ups will be presented.
Please note that the meeting URL for this event can be seen on the cels-seminars website, which requires an Argonne login.