[Ml-stat-talks] Fwd: [talks] Thur Sep 17, 4:30pm, E-Quad B205-Anna Choromanska-Optimization for large-scale machine learning: large data and large model

Barbara Engelhardt bee at princeton.edu
Thu Sep 10 09:48:13 EDT 2015

Talk of interest next week.

---------- Forwarded message ----------
From: Jennifer Rexford <jrex at cs.princeton.edu>
Date: Thu, Sep 10, 2015 at 9:45 AM
Subject: [talks] Thur Sep 17, 4:30pm, E-Quad B205-Anna
Choromanska-Optimization for large-scale machine learning: large data and
large model
To: talks at lists.cs.princeton.edu

[image: shieldor]*DEPARTMENT OF *


*Speaker:      Anna Choromanska,*

            Courant Institute of Mathematical Sciences, New York University

*Title:             Optimization for large-scale machine learning: large
data and large model*

*Date:*             Thursday, September 17, 2015

*Time:*            4:30pm

*Room:*          E-Quad, B205

*Host:*            *Emmanuel Abbe*

*Abstract:* The talk will focus on selected challenges in modern
large-scale machine learning in two settings: i) large data setting and ii)
large model (deep learning) setting. The first part of the talk will focus
on the case when the learning algorithm needs to be scaled to large data.
The multi-class classification problem will be addressed, where the number
of classes (k) is extremely large, with the goal of obtaining train and
test time complexity logarithmic in the number of classes. A reduction of
this problem to a set of binary classification problems organized in a tree
structure will be discussed. A top-down online tree construction approach
for constructing logarithmic depth trees will be demonstrated, which is
based on a new objective function. Under favorable conditions, the new
approach leads to logarithmic depth trees that have leaves with low label
entropy. Discussed approach comes with theoretical guarantees following
from convex analysis, though the underlying problem is inherently
non-convex. The second part of the talk focuses on the theoretical analysis
of more challenging non-convex learning setting, deep learning with
multilayer networks. Despite the success of convex methods, deep learning
methods, where the objective is inherently highly non-convex, have enjoyed
a resurgence of interest in the last few years and they achieve
state-of-the-art performance. In the second part of the talk we move to the
world of non-convex optimization where recent findings suggest that we
might eventually be able to describe these approaches theoretically. The
connection between the highly non-convex loss function of a simple model of
the fully-connected feed-forward neural network and the Hamiltonian of the
spherical spin-glass model will be established. It will be shown that under
certain assumptions i) for large-size networks, most local minima are
equivalent and yield similar performance on a test set, (ii) the
probability of finding a “bad” local minimum, i.e. with high value of loss,
is non-zero for small-size networks and decreases quickly with network
size, (iii) struggling to find the global minimum on the training set (as
opposed to one of the many good local ones) is not useful in practice and
may lead to overfitting. Discussion of open problems concludes the talk.

*Bio:* Anna Choromanska is a Post-Doctoral Associate in the Computer
Science Department at Courant Institute of Mathematical Sciences, New York
University. She is working in the Computational and Biological Learning
Lab, which is a part of Computational Intelligence, Learning, Vision, and
Robotics Lab, of Prof. Yann LeCun. She graduated with her PhD from Columbia
University, Department of Electrical Engineering, where she was the The Fu
Foundation School of Engineering and Applied Science Presidential
Fellowship holder. She was advised by Prof. Tony Jebara. She completed her
MSc with distinctions in the Department of Electronics and Information
Technology, Warsaw University of Technology with double specialization,
Electronics and Computer Engineering and Electronics and Informatics in
Medicine. She was working with various industrial institutions, including
AT&T Research Laboratories, IBM T.J. Watson Research Center and Microsoft
Research New York. Her research interests are in machine learning,
optimization and statistics with applications in biomedicine and
neurobiology. She also holds a music degree from Mieczyslaw Karlowicz Music
School in Warsaw, Department of Piano Play. She is an avid salsa dancer
performing with the Ache Performance Group.

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