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UID:20250812T074429EDT-6146cUh04J@132.216.98.100
DTSTAMP:20250812T114429Z
DESCRIPTION:Title:\n\nSharply predicting the behavior of iterative algorith
 ms in random nonconvex optimization problems\n\nAbstract: \n\nIterative al
 gorithms are the workhorses of modern statistical learning\, and are widel
 y used to fit large-scale\, complex models to random data. While the choic
 e of an algorithm and its hyperparameters determines both the speed and fi
 delity of the learning pipeline\, it is common for this choice to be made 
 heuristically\, either by expensive trial-and-error or by comparing upper 
 bounds on convergence rates of various candidate algorithms. Motivated by 
 this\, we develop a principled framework that produces sharp\, iterate-by-
 iterate characterizations of solution quality for a wide variety of algori
 thms on several nonconvex model-fitting problems with random data. I will 
 present the general framework and then some concrete consequences\, showca
 sing how sharp predictions can provide precise separations between familie
 s of algorithms while also revealing some nonstandard convergence phenomen
 a. The talk will be based on joint work with Kabir Chandrasekher\, Mengqi 
 Lou\, and Christos Thrampoulidis.\n
DTSTART:20230320T203000Z
DTEND:20230320T213000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Ashwin Pananjady (Georgia Tech)
URL:/mathstat/channels/event/ashwin-pananjady-georgia-
 tech-346821
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