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PRODID:-//Biomedical Mathematics Group - ECPv6.15.20//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-ORIGINAL-URL:https://www.ibs.re.kr/bimag
X-WR-CALDESC:Events for Biomedical Mathematics Group
REFRESH-INTERVAL;VALUE=DURATION:PT1H
X-Robots-Tag:noindex
X-PUBLISHED-TTL:PT1H
BEGIN:VTIMEZONE
TZID:Asia/Seoul
BEGIN:STANDARD
TZOFFSETFROM:+0900
TZOFFSETTO:+0900
TZNAME:KST
DTSTART:20210101T000000
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BEGIN:VEVENT
DTSTART;TZID=Asia/Seoul:20220602T160000
DTEND;TZID=Asia/Seoul:20220602T170000
DTSTAMP:20260425T032102
CREATED:20220520T122202Z
LAST-MODIFIED:20220520T122202Z
UID:6028-1654185600-1654189200@www.ibs.re.kr
SUMMARY:Introduction to matrix and tensor factorization models and related stochastic nonconvex and constrained optimization algorithms
DESCRIPTION:Abstract. Matrix/tensor factorization models such as principal component analysis \, nonnegative matrix factorization\, and CANDECOM/PARAFAC tensor decomposition provide powerful framework for dimension reduction and interpretable feature extraction\, which are important in analyzing high-dimensional data that comes in large volume. Their diverse applications include image denoising and reconstruction\, dictionary learning\, topic modeling\, and network data analysis. Fitting such factorization models to training data gives rise to various nonconvex and constrained optimization algorithms. Moreover\, such models can be trained efficiently for streaming data using stochastic/online versions of such algorithms. After introducing matrix/tensor factorization models and their applications in various contexts\, we survey some well-known nonconvex constrained optimization algorithms such as block coordinate descent and projected gradient descent. We also discuss some recent developments in general stochastic optimization algorithms such as stochastic proximal gradient descent and stochastic regularized majorization-minimization and their convergence and complexity guarantees under general Markovian streaming data.
URL:https://www.ibs.re.kr/bimag/event/2022-06-02-sem/
LOCATION:B378 Seminar room\, IBS\, 55 Expo-ro Yuseong-gu\, Daejeon\, 34126\, Korea\, Republic of
CATEGORIES:Biomedical Mathematics Seminar
ORGANIZER;CN="Jae Kyoung Kim":MAILTO:jaekkim@kaist.ac.kr
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