\dm_csml_event_details
Speaker |
Andrew Fitzgibbon |
---|---|
Affiliation |
Microsoft Research Cambridge |
Date |
Friday, 10 June 2016 |
Time |
13:00-14:00 |
Location |
Zoom |
Link |
Roberts G06 Sir Ambrose Fleming LT |
Event series |
DeepMind/ELLIS CSML Seminar Series |
Abstract |
Abstract: $\min_x \sum_i \min_u f_i(x,u)$ There are a few main strategies for minimizing these problems: block coordinate descent (a.k.a. alternation, “EM-style”, or ICP), joint optimization (a.k.a. lifting or bundle-style), variable projection (VarPro), and the various SGD techniques. For years I have been using lifting to great effect, and I will show examples where it dramatically improves convergence rates and wall-clock speed. Recently, new light has been cast on these alternatives, and I will show examples where VarPro wins hands down. Ultimately, I’ll try to give intuitions that allow you to know into which case your problem falls and when it matters; that is, when it’s important to use the more advanced strategies rather than ICP or SGD. Joint work with John Hong, Cambridge University, and many others. |
Biography |