Events · OBD 2013
Optimization and Big Data 2013
Workshop, trek and colloquium · 1–3 May 2013 · Edinburgh, Scotland
Informatics Forum G.07 (workshop) and JCMB (colloquium), University of Edinburgh
Organizer: Peter Richtárik
Headline speaker: Steve Wright (Wisconsin–Madison)
Original Edinburgh page · full copy
A workshop on optimization algorithms and codes that scale to problems with millions or billions of variables, in machine learning, compressed sensing, social network science, and computational biology.
Best poster prize (sponsored by SAS): Tuomo Valkonen (Cambridge), Computational problems in magnetic resonance imaging. Jury: Steve Wright and Imre Pólik.
Speakers
- Shai Shalev-Shwartz (Jerusalem) — Stochastic dual coordinate ascent methods for regularized loss minimization · slides
- Anatoli Juditsky (Joseph Fourier) — Low iteration cost algorithms for large-scale nonsmooth learning problems · slides
- Peter Richtárik (Edinburgh) — Mini-batch primal and dual methods for support vector machines · slides
- Imre Pólik (SAS Institute) — Big data optimization at SAS · slides
- Olivier Fercoq (Edinburgh) — Smooth minimization of nonsmooth functions by parallel coordinate descent · slides
- Zaid Harchaoui (INRIA) — Large-scale learning with conditional gradient algorithms
- Richard Samworth (Cambridge) — Optimisation challenges in modern statistics · slides
- Steve Wright (Wisconsin–Madison) — Randomized optimization algorithms for learning · slides
- Martin Takáč (Edinburgh) — Alternating maximization: unifying framework for 8 sparse PCA formulations · slides
- Martin Jaggi (École Polytechnique) — Frank-Wolfe optimization with applications to structured prediction · slides
- Jacek Gondzio (Edinburgh) — Second order methods for L1-regularization · slides
- Robert Freund (MIT) — The Frank-Wolfe algorithm: new results, connections to statistical boosting, and computation · slides
- Des Higham (Strathclyde) — Trick or Tweet?
Program
1 May 2013 — Informatics Forum G.07
- 09:45–10:25 Shai Shalev-Shwartz
- 10:45–11:25 Anatoli Juditsky
- 11:30–12:10 Peter Richtárik
- 12:10–13:45 Poster session and lunch
- 13:45–14:25 Imre Pólik
- 14:30–15:10 Olivier Fercoq
- 15:45–16:25 Zaid Harchaoui
- 16:30–17:10 Richard Samworth
2 May 2013 — Informatics Forum G.07
- 09:45–10:25 Steve Wright
- 10:45–11:25 Martin Takáč
- 11:30–12:10 Martin Jaggi
- 12:10–13:45 Poster session and lunch
- 13:45–14:25 Jacek Gondzio
- 14:30–15:10 Robert Freund
- 15:45–16:25 Des Higham
3 May 2013 — trek (morning) and colloquium, JCMB Lecture Theatre C
- 09:30–12:30 Light trek to Arthur’s Seat
- 16:00–17:00 Steve Wright, Some sparse optimization problems and how to solve them · slides
- 17:00–17:10 Best poster award