Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:00 pm
Date: 3rd Fébuary
Place: 3001

Joon KWON (INRAE-Paris Saclay) – A regret minimization approach to fixed point iteration

 Abstract: 

We present a link between regret bounds and fixed point problems with nonexpansive maps.

This allows the definition of many new fixed point iterations based on regret minimizing algorithms with corresponding convergence guarantees. In particular, we transpose the celebrated AdaGrad algorithm to obtain a fixed point iteration with strong adaptive properties.

Organizers:

Anna KORBA (CREST), Karim LOUNICI (CMAP) , Jaouad MOURTADA (CREST)

Sponsors:
CREST-CMAP