Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 27th of March 2023
Place: Room 3001

Radu-Alexandru DRAGOMIR (EPFL) – “Optimization method for quartic problems”

Abstract:

Many tasks in signal processing and learning require minimizing quartic polynomials, such as matrix factorization, phase retrieval and sensor network localization. 

In this talk, I will give an overview of different gradient-based methods for this problem, including mirror descent and a new homogenized gradient scheme. Additionally, I will show that the performance can be improved by using a preconditioner based on the Lewis leverage scores.

Organizers:
Cristina BUTUCEA (CREST), Alexandre TSYBAKOV (CREST), Karim LOUNICI (CMAP) , Jaouad MOURTADA (CREST)
Sponsors:
CREST-CMAP