[Ml-stat-talks] Fwd: [talks] PACM/CS Colloquium Speaker- Ben Recht, Monday Sept 28, 4:30pm

Barbara Engelhardt bee at princeton.edu
Fri Sep 25 10:22:39 EDT 2015

Talk of interest on Monday.

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Ben Recht <http://www.eecs.berkeley.edu/~brecht/>, University of
California, Berkeley <http://www.berkeley.edu/>
The Resilience of the Perceptron

Monday, September 28th- 4:30pm

214 Fine Hall

The most widely used optimization method in machine learning practice is
the Perceptron Algorithm, also known as the Stochastic Gradient Method
(SGM). This method has been used since the fifties to build statistical
estimators, iteratively improving models by correcting errors observed on
single data points. SGM is not only scalable, robust, and simple to
implement, but achieves the state-of-the-art performance in many different
domains. In contemporary systems, SGM powers enterprise analytics systems
and is the workhorse tool used to train complex pattern-recognition systems
in speech and vision.

In this talk, I will explore why SGM has had such staying power, focusing
on notions of stability and robustness. I will first discuss how SGM is
robust to perturbations of the model and the updates. From a computing
systems perspective, this robustness enables parallel implementations with
minimal communication, with no locking or synchronization, and with strong
spatial locality. I will then show how SGM is robust to perturbations of
the data itself, and prove that any model trained with stochastic gradient
method in a reasonable amount of time attains small generalization error.
I will subsequently provide a new interpretation of common practices in
neural networks, and provide a formal rationale for many popular techniques
in training large, deep models.

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