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Математический кружок школы ПМИ МФТИ
2 декабря 2016 г. 19:00–20:30, г. Долгопрудный, Яндекс, Москва, ул. Льва Толстого, 16, четвёртый подъезд, конференц-зал «Мулен Руж»
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[Empirical Risk Minimization: Complexity, Duality, Sampling, Sparsity and Big Data]
P. Richtarik
University of Edinburgh
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| Эта страница: | 153 |
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Аннотация:
Empirical Risk Minimization (ERM) is a key paradigm for training statistical learning models, including prediction tasks such as regression, binary classification and deep neural networks. In ERM, one seeks to minimize the average of a very large number of loss functions, each corresponding to a data point (example). State-of-the-art algorithms for ERM sample a single or a small number of examples in each iteration, and update the predictor based on the information contained in it. I will describe a modern, flexible and scalable stochastic primal-dual algorithm for ERM, describe its convergence properties, and comment on how data sparsity is related to the speedup one should expect to obtain from minibatching.
Язык доклада: английский
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