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Mathematisches Kolloquium TU Darmstadt

Andere Veranstaltungen

Algorithmic Thresholds for Mean-Field Spin Glasses

Date: 21.06.2023

Time: 17:15–18:15 h

High-dimensional optimization plays a crucial role in modern statistics and machine learning. I will present recent progress on optimization of mean-field spin glass Hamiltonians, a natural class of random non-convex functions. These functions have been studied in probability and physics for decades, and their optimization is related to problems such as clustering and spiked tensor estimation. We will see that a natural class of optimization algorithms, which includes general gradient-based methods on dimension-free time scales, "gets stuck" at an algorithmic threshold related to geometric properties of the landscape. In particular, we characterize when such algorithms can reach the true optimal objective value. Based on joint works with Ahmed El Alaoui, Brice Huang, and Andrea Montanari.

Speaker

Mark Sellke, Princeton University / Amazon

Place

TU Darmstadt, S2|08 171 (Uhrturm-Hörsaal)
Hochschulstraße 4, 64289 Darmstadt

Organizers

Technische Universität Darmstadt

Fachbereich Mathematik - Stochastik
Schlossgartenstraße 7
64289 Darmstadt
Telefon: +49 6151 16-23380
Telefax: +49 6151 16-23381
info(at)stochastik-rhein-mainde


Organizing partners

Goethe-Universität Frankfurt am Main, Johannes Gutenberg-Universität Mainz, Justus-Liebig-Universität Gießen

For this event, no registration is necessary. PDF- Link