Events · OBD 2015
Optimization and Big Data 2015
Workshop, trek and colloquium · 6–8 May 2015 · Edinburgh, Scotland
Informatics Forum G.07 (workshop) and JCMB (colloquium), University of Edinburgh
Organizers: Zheng Qu and Peter Richtárik
Keynote: Arkadi Nemirovski (Georgia Institute of Technology)
Original Edinburgh page · full copy
Third workshop in the series, on algorithms that scale to optimization problems with billions of variables, using distributed and parallel computing, randomization, asynchronicity, decomposition, sketching, and streaming.
Speakers
- Arkadi Nemirovski (Georgia Tech) — Fenchel-type representations and large-scale problems with convex structure on difficult geometry domains · slides
- Rodolphe Jenatton (Amazon) — Sparse and spurious: dictionary learning with noise and outliers · slides
- Peter Richtárik (Edinburgh) — Stochastic dual Newton ascent for empirical risk minimization · slides
- Martin Jaggi (ETH Zurich) — Frank-Wolfe optimization algorithms: a brief tutorial · slides
- Katya Scheinberg (Lehigh) — Unconstrained trust region based stochastic optimization with biased and unbiased noise · slides
- Robert Gower (Edinburgh) — Randomized iterative methods for linear systems and inverting matrices
- Mark Schmidt (UBC) — Is greedy coordinate descent a terrible algorithm? · slides
- Donald Goldfarb (Columbia) — Low-rank matrix and tensor recovery: theory and algorithms · slides
- Zheng Qu (Edinburgh) — Randomized dual coordinate ascent with arbitrary sampling · slides
- Jonathan Eckstein (Rutgers) — Object-parallel solution of large-scale lasso problems · slides
- Patrick Louis Combettes (Paris 6) — Splitting techniques in the face of huge problem sizes · slides
- François Glineur (Louvain) — Smooth strongly convex interpolation and exact worst-case performance of first-order methods · slides
- Jakub Konečný (Edinburgh) — Distributed optimization with arbitrary local solvers · slides
- Garud Iyengar (Columbia) — A distributed proximal method for composite convex optimization · slides
Program
6 May 2015 — Informatics Forum G.07
- 09:40–10:15 Arkadi Nemirovski
- 10:15–10:50 Rodolphe Jenatton
- 11:20–11:55 Peter Richtárik
- 11:55–12:45 Spotlight session 1
- 12:45–14:15 Lunch and poster session 1
- 14:15–14:50 Martin Jaggi
- 14:50–15:25 Katya Scheinberg
- 15:55–16:30 Robert Gower
- 16:30–17:05 Mark Schmidt
7 May 2015 — Informatics Forum G.07
- 09:40–10:15 Donald Goldfarb
- 10:15–10:50 Zheng Qu
- 11:20–11:55 Jonathan Eckstein
- 11:55–12:45 Spotlight session 2
- 12:45–14:15 Lunch and poster session 2
- 14:15–14:50 Patrick Louis Combettes
- 14:50–15:25 François Glineur
- 15:55–16:30 Jakub Konečný
- 16:30–17:05 Garud Iyengar
8 May 2015 — trek (morning) and colloquium, JCMB Lecture Theatre C
- 09:30–12:30 Light trek to Arthur’s Seat
- 14:00–15:00 Arkadi Nemirovski, On statistical inference via convex optimization
- 15:00–15:10 Best poster award