Seminar: Lifting, VarPro, ICP, and all that.
Speaker | Andrew Fitzgibbon |
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Affiliation | Microsoft Research Cambridge |
Date | Friday, 10 Jun 2016 |
Time | 13:00 - 14:00 |
Location | Roberts G06 Sir Ambrose Fleming LT |
Event series | DeepMind CSML Seminar Series |
Description |
Abstract: $\min_x \sum_i \min_u f_i(x,u)$ There are a few main strategies for minimizing these problems: block coordinate descent (a.k.a. alternation, “EM-style”, or ICP), joint optimization (a.k.a. lifting or bundle-style), variable projection (VarPro), and the various SGD techniques. For years I have been using lifting to great effect, and I will show examples where it dramatically improves convergence rates and wall-clock speed. Recently, new light has been cast on these alternatives, and I will show examples where VarPro wins hands down. Ultimately, I’ll try to give intuitions that allow you to know into which case your problem falls and when it matters; that is, when it’s important to use the more advanced strategies rather than ICP or SGD. Joint work with John Hong, Cambridge University, and many others. |
iCalendar | csml_id_291.ics |