Siegel der Universität Augsburg

Universität Augsburg
Institut für Mathematik

 Siegel der Universität Augsburg

 

Oberseminar Wirtschaftsmathematik

 

Herr Robert Mohr
Karlsruher Institut für Technologie
 
spricht am
 
Montag, 4. Dezember 2017
 
um
 
12:30 Uhr
 
im
 
Raum 3008 (L1)
 
über das Thema:
 

»An adaptive subsampled trust-region method for machine learning problems«

Abstract:
We propose a new algorithm for solving large-scale non-convex machine learning problems. The algorithm is based on the classical trust-region framework and incorporates gradient and hessian information of the objective function obtained through subsampling. The subsample size is adaptively increased during the optimization process. We present a theoretical convergence result and compare the empirical performance of the algorithm on convex and non-convex machine learning problems to existing methods.

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Ralf Werner


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