[Statlist] Monday, April 10, 2017 with Mladen Kolar, The University of Chicago

[Maurer Letizia]

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ETH and University of Zurich

Organisers:

Proff. P. Bühlmann - L. Held - T. Hothorn - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf
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We are glad to announce the following talk:

Monday, April 10, 2017 at 16.30 h  ETH Zurich HG G 19.241
with Mladen Kolar, The University of Chicago
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Title:

Some Recent Advances in Scalable Optimization<https://www.math.ethz.ch/sfs/news-and-events/research-seminar.html?s=fs17#e_10278>

Abstract:

In this talk, I will present two recent ideas that can help solve large scale optimization problems. In the first part, I will present a method for solving an ell-1 penalized linear and logistic regression problems where data are distributed across many machines. In such a scenario it is computationally expensive to communicate information between machines. Our proposed method requires a small number of rounds of communication to achieve the optimal error bound. Within each round, every machine only communicates a local gradient to the central machine and the central machine solves a ell-1 penalized shifter linear or logistic regression. In the second part, I will discuss usage of sketching as a way to solve linear and logistic regression problems with large sample size and many dimensions. This work is aimed at solving large scale optimization procedures on a single machine, while the extension to a distributed setting is work in progress.


This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar

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