BLISS Seminar: Limiting dynamics of stochastic optimization algorithms
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Nov 4, 2016, 02:00 PM - 03:00 PM | 531 Cory Hall | Happening As Scheduled
Yue M. Lu, Harvard
In this talk, we will present a framework for analyzing the exact dynamics of iterative methods such as stochastic gradient descent, randomized Kaczmarz algorithms, iterative coordinate descent in the high-dimensional limit.