Ju Sun (孙举)

Dedicated to my research and life

From NIPS 2010: Optimization Algorithms in Machine Learning

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Prof. Stephen J. Wright conducted an excellent tutorial in NIPS 2010. This tutorial peeks into several important aspects of algorithms that are useful to practical and large-scale optimization problems in machine learning. Besides high-level overview of each aspect, the talk provides pointers to key references. Topics covered are:

  • First-order Methods

  • Stochastic and Incremental Gradient Methods

  • Shrinking/Thresholding for Regularized Formulations

  • Optimal Manifolds Identification and High-Order Methods

  • Decomposition and Coordinate Relaxation

Also some tutorials/talks of interest from the long-term program “Modern Trends in Optimization and Its Application” (Sep – Dec 2010) in UCLA (provided the slides are released).