ECE Seminar: "Accelerated Optimization in the PDE Framework," Anthony Joseph Yezzi, Georgia Institute of Technology

Speaker: Anthony Yezzi, Georgia Institute of Technology Title: Accelerated Optimization in the PDE Framework Abstract: Following the seminal work of Nesterov, accelerated optimization methods (sometimes referred to as momentum methods) have been used to powerfully boost the performance of first-order, gradient-based parameter estimation in scenarios were second-order optimization strategies are either inapplicable or impractical. Not only does accelerated gradient descent converge considerably faster than traditional gradient descent, but it performs a more robust local search of the...

Friday, October 26, 2018 at 11:30am