Effectiveness of Local Search in Machine Learning

Srinadh Bhojanapalli
Toyota Technological Institute at Chicago
Talk Series: 
03.06.2018 11:00 to 12:00
AVW 4172

Many modern machine learning problems are solved using complex over-parametrized models on large datasets and require scalable algorithms with low computation and memory complexity. This often leads to use of non-convex methods which do not necessarily have good computational/ statistical foundations. In this talk, we will explore the role of simple local search algorithms, such as stochastic gradient descent, in optimizing non-convex functions, and leverage this to design efficient algorithms for a large and important class of machine learning problems: those involving the fitting of low-rank matrices to data. Later we will discuss a surprising role these local search methods play in implicitly regularizing the complexity of the over-parametrized models in problems involving both low rank matrices and deep neural networks.