Videolibrary
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
Video Library
Archive
Most viewed videos

Search
RSS
New in collection






International Workshop on Statistical Learning
June 26, 2013 12:00–12:30
 


An optimal affine invariant smooth minimization algorithm

A. D'Aspremont

École Polytechnique, Centre de Mathématiques Appliquées
Supplementary materials:
Adobe PDF 179.0 Kb

Number of views:
This page:139
Materials:109
Youtube:



Abstract: We formulate an affine invariant implementation of the algorithm in Nesterov (1983). We show that the complexity bound is then proportional to an affine invariant regularity constants defined with respect to the Minkowski gauge of the feasible set. We then discuss implications in the design and efficient implementation of accelerated first-order methods. [Joint work with Martin Jaggi]

Supplementary materials: daspemont.pdf (179.0 Kb)

Language: English
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024