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Optimization Methods in Data Science

GGAM Colloquium

Speaker: Shiqian Ma, UC Davis, Dept. of Mathematics
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Location: 1147 MSB
Start time: Wed, Oct 18 2017, 5:10PM

In this talk, I will give a brief introduction of my research on numerical optimization algorithms. I will focus on alternating direction method of multipliers and stochastic algorithms, which have been widely studied and used in machine learning and some other fields. Several interesting applications will also be discussed to illustrate how optimization plays an important role in addressing problems in data science.