[Ml-stat-talks] Princeton Optimization Seminar: Sebastien Bubeck, Tue Feb 17, 4:30PM

Amir Ali Ahmadi a_a_a at princeton.edu
Tue Feb 10 18:54:06 EST 2015

-----   Princeton Optimization Seminar   -----

DATE:  Tuesday, February 17, 2015

TIME:  4:30pm

LOCATION:  Sherrerd Hall room 101

SPEAKER:  Sebastien Bubeck, Princeton/Microsoft

TITLE: The entropic barrier: a simple and optimal universal self-concordant barrier

A fundamental result in the theory of Interior Point Methods is Nesterov and Nemirovski's construction of a universal self-concordant barrier. In this talk I will introduce the entropic barrier, a new (and in some sense optimal) universal self-concordant barrier. The entropic barrier connects many topics of interest in Machine Learning: exponential families, convex duality, log-concave distributions, Mirror Descent, and exponential weights.
Sebastien Bubeck is an assistant professor in ORFE at Princeton University, and a researcher in the Theory Group at Microsoft Research, Redmond.
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