• Speaker: Prof. Steve Wright, Computer Sciences Department and Wisconsin Institute for Discovery, University of Wisconsin-Madison
  • Title: More Tools and Applications of Sparse Optimization
  • Location: Room V206, Mathematics Building (Callaghan Campus) The University of Newcastle
  • Access Grid Venue: UNewcastle [ENQUIRIES]
  • Time and Date: 4:00 pm, Thu, 24th Jun 2010
  • Abstract:

    Machine learning problems are a particularly rich source of applications for sparse optimization, giving rise to a number of formulations that require specialized solvers and structured, approximate solutions. As case studies, we discuss two such applications - sparse SVM classification and sparse logistic regression - and present algorithms that are assembled from different components, including stochastic gradient methods, random approximate matrix factorizations, block coordinate descent, and projected Newton methods. We also describe a third (distantly related) application to selection of captive breeding populations for endangered species using binary quadratic programming, a project started during a visit to Newcastle in June 2009.

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