Events Calendar

AI Seminar

Speaker: Joel Tropp, Caltech

Talk Title: Finding Structure with Randomness: Stochastic Algorithms for Numerical Linear Algebra

Abstract: Computer scientists have long known that randomness can be used to improve the performance of algorithms. A familiar application is the process of dimension reduction, in which a random map transports data from a high-dimensional space to a lower-dimensional space while approximately preserving some geometric properties. By operating with the compact representation of the data, it is possible to produce approximate solutions to certain large problems very efficiently.

Recently, it has been observed that dimension reduction has powerful applications in numerical linear algebra and numerical analysis. This tutorial will offer a high-level introduction to randomized methods for some of the core problems in this field. In particular, it will cover techniques for constructing standard matrix factorizations, such as the truncated singular value decomposition and the Nystrom approximation. In practice, the algorithms are so effective that they compete with‚ or even outperform‚ classical algorithms. These methods are likely to have significant applications in modern large-scale learning systems.

Biography: Joel A. Tropp is Professor of Applied & Computational Mathematics at the California Institute of Technology. He earned his PhD degree in Computational Applied Mathematics from the University of Texas at Austin in 2004. Dr. Tropp’s work lies at the interface of applied mathematics, electrical engineering, computer science, and statistics. This research concerns the theoretical and computational aspects of data analysis, sparse modeling, randomized linear algebra, and random matrix theory. Dr. Tropp has received several major awards for young researchers, including the 2007 ONR Young Investigator Award and the 2008 Presidential Early Career Award for Scientists and Engineers. He is also the winner of the 6th Vasil A. Popov prize and the 2011 Monroe H. Martin prize.

Host: Greg Ver Steeg

Webcast: http://webcasterms1.isi.edu/mediasite/Viewer/?peid=20188709a05e4b678dfa2c2d588408ad1d

Location: Information Science Institute (ISI) - 11th floor large conference room

WebCast Link: http://webcasterms1.isi.edu/mediasite/Viewer/?peid=20188709a05e4b678dfa2c2d588408ad1d

Audiences: Everyone Is Invited

Contact: Kary Lau