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SUMMARY:First-order methods for large scale optimisation problems - Modern
  first-order methods for structured convex problems - Stephen Becker\, Uni
 versity of Colorado
DTSTART:20180611T130000Z
DTEND:20180611T150000Z
UID:TALK104557@talks.cam.ac.uk
CONTACT:Rachel Furner
DESCRIPTION:Part of the CCIMI short course 'First-order methods for large 
 scale optimisation problems'\n\nInstructor: Stephen Becker\, University of
  Colorado\n\nLecture 3: Modern first-order methods for structured convex p
 roblems\nStarting with gradient descent\, the proximal point method\, and 
 subgradient descent\, we then explore accelerated and proximal variants (s
 uch as FISTA)\, and finally discuss stochastic gradient descent (SGD) and 
 variance-reduced versions such as SVRG and SAGA. There will be an interlud
 e with convergence analysis for some of these methods and discussion of st
 ep-sizes.
LOCATION:MR12\, Centre for Mathematical Sciences
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