Stochastic First-Order Methods in Data Analysis and Reinforcement Learning

Neyman Seminar
Sep 6, 2017 4:00pm to 5:00pm
Location: 
1011 Evans Hall
Status: 
Happening As Scheduled
Stochastic first-order methods provide a basic algorithmic tool for online learning and data analysis. In this talk, we survey several innovative applications including risk-averse optimization, online principal component analysis, dynamic network partition, Markov decision problems and reinforcement learning. We will show that convergence analysis of the stochastic optimization algorithms...
Mengdi Wang, Princeton University