Apr 2020-Mar 2021

Math-Fi seminar on 9 Apr.

2020.04.09 Thu up
  • Date: 9 Apr. (Thu.)
  • Place: On the Web
  • Time: 16:30-18:00
  • Speaker: Pierre Bras (École normale supérieure Paris)
  • Title: Acceleration of stochastic optimization algorithms
  • abstract: 
I will introduce stochastic algorithms to solve optimization problems, arising in machine learning or mathematical finance. Then, starting with the basic stochastic gradient algorithm, we will see how one can modify it so that to accelerate the convergence towards the optimal solution.
 

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