Title : Optimization Methods for Machine Learning

Speaker:Prof Jianming Shi

School of management, Tokyo University of Science

Time:2018.12.28 Friday, 4:00-5:00PM

Place: 本部览秀楼105

Abstract: We will review the numerical optimization algorithms with machine learning applications.  First and second order methods are very efficient in optimization. We closely look at these methods and discuss their modification for machine learning and efficiency. We also discuss some general features of optimization problems and methods used in machine learning and next generation of optimization methods for machine learning.

                                        （数学科学学院/金融工程研究中心）