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Workshop
Optimization for Machine Learning
Sebastian Nowozin · Suvrit Sra · S.V.N Vishwanthan · Stephen Wright

Sat Dec 12 07:30 AM -- 06:30 PM (PST) @ Hilton: Sutcliffe B
Event URL: http://opt.kyb.tuebingen.mpg.de »

It is fair to say that at the heart of every machine learning algorithm is an optimization problem. It is only recently that this viewpoint has gained significant following. Classical optimization techniques based on convex optimization have occupied center-stage due to their attractive theoretical properties. But, new non-smooth and non-convex problems are being posed by machine learning paradigms such as structured learning and semi-supervised learning. Moreover, machine learning is now very important for real-world problems which often have massive datasets, streaming inputs, and complex models that also pose significant algorithmic and engineering challenges. In summary, machine learning not only provides interesting applications but also challenges the underlying assumptions of most existing optimization algorithms.

Therefore, there is a pressing need for optimization "tuned" to the machine learning context. For example, techniques such as non-convex optimization (for semi-supervised learning), combinatorial optimization and relaxations (structured learning), non-smooth optimization (sparsity constraints, L1, Lasso, structure learning), stochastic optimization (massive datasets, noisy data), decomposition techniques (parallel and distributed computation), and online learning (streaming inputs) are relevant in this setting. These techniques naturally draw inspiration from other fields, such as operations research, theoretical computer science, and the optimization community.

Motivated by these concerns, we would like to address these issues in the framework of this workshop.

Author Information

Sebastian Nowozin (Microsoft Research)
Suvrit Sra (MIT)

Suvrit Sra is a faculty member within the EECS department at MIT, where he is also a core faculty member of IDSS, LIDS, MIT-ML Group, as well as the statistics and data science center. His research spans topics in optimization, matrix theory, differential geometry, and probability theory, which he connects with machine learning --- a key focus of his research is on the theme "Optimization for Machine Learning” (http://opt-ml.org)

S.V.N Vishwanthan (Purdue University)
Stephen Wright (UW-Madison)

Steve Wright is a Professor of Computer Sciences at the University of Wisconsin-Madison. His research interests lie in computational optimization and its applications to science and engineering. Prior to joining UW-Madison in 2001, Wright was a Senior Computer Scientist (1997-2001) and Computer Scientist (1990-1997) at Argonne National Laboratory, and Professor of Computer Science at the University of Chicago (2000-2001). He is the past Chair of the Mathematical Optimization Society (formerly the Mathematical Programming Society), the leading professional society in optimization, and a member of the Board of the Society for Industrial and Applied Mathematics (SIAM). Wright is the author or co-author of four widely used books in numerical optimization, including "Primal Dual Interior-Point Methods" (SIAM, 1997) and "Numerical Optimization" (with J. Nocedal, Second Edition, Springer, 2006). He has also authored over 85 refereed journal papers on optimization theory, algorithms, software, and applications. He is coauthor of widely used interior-point software for linear and quadratic optimization. His recent research includes algorithms, applications, and theory for sparse optimization (including applications in compressed sensing and machine learning).

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