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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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(Please note that the talk will be held in MiRC 102 A & B and the refreshments will be served at the talk)
Title:
Projection-free Optimization and Online Learning
Abstract:
Modern large data sets prohibit any super-linear time operations. This motivates the study of iterative optimization algorithms with low complexity per iteration. The computational bottleneck in applying state-of-the-art iterative methods is many times the so-called "projection step".
We consider projection-free optimization/learning that replaces projections by more efficient linear optimization steps. We describe the first linearly-converging algorithm of this type for polyhedral sets and how it gives rise to optimal-rate stochastic optimization and online learning algorithms.
