[Turkmath:2601] MSGSÜ Matematik Bölümü Semineri - İlker Birbil - 26.10.2017, 16:00

[Ozgur Martin]

Değerli liste üyeleri,

*26 Ekim, Perşembe* günü *16:00*'da MSGSÜ Matematik Bölüm Seminerinde,
Sabancı Üniversitesinden *İlker Birbil*, "Parallel Incremental Optimization
Algorithm for Solving Partially Separable Problems in Machine Learning"
başlıklı bir konuşma verecektik. Konuşmanın özeti aşağıdadır.

Seminerde görüşmek üzere,
Özgür Martin


*Title: *Parallel Incremental Optimization Algorithm for Solving Partially
Separable Problems in Machine Learning

*Abstract:* Consider a recommendation problem, where multiple firms are
willing to cooperate to improve their rating predictions. However, the
firms insists on finding a machine learning approach, which guarantees that
their data remain in their own servers. To solve this problem, I will
introduce our recently proposed approach HAMSI (Hessian Approximated
Multiple Subsets Iteration). HAMSI is a provably convergent, second order
incremental algorithm for solving large-scale partially separable
optimization problems. The algorithm is based on a local quadratic
approximation, and hence, allows incorporating curvature information to
speed-up the convergence. HAMSI is inherently parallel and it scales nicely
with the number of processors. I will conclude my talk with several
implementation details and our numerical results on a set of matrix
factorization problems.
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