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Smoothing Techniques in Constrained Stochastic Gradient Descent

Student-Run Applied & Math Seminar

Speaker: Robert Bassett, UC Davis
Location: 2112 MSB
Start time: Wed, Jan 14 2015, 12:10PM

A primary method of implementing constrained stochastic gradient methods relies on projecting back into the feasible region after each gradient step. This projection can be computationally expensive, and is a bottleneck on related algorithms. We explore an alternative way to implement stochastic gradient descent when constraints are present, which is motivated by smoothing techniques detailed in recent work by Beck and Teboulle.