Introduction to large-scale optimization - Part1

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Microsoft Research
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Published on ● Video Link: https://www.youtube.com/watch?v=AYcfpq5hH5g


Duration: 1:12:43
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These lectures will cover both basics as well as cutting-edge topics in large-scale convex and nonconvex optimization (continuous case only). Examples include stochastic convex optimization, variance reduced stochastic gradient, coordinate descent methods, proximal-methods, operator splitting techniques, and more. The lectures will also cover relevant mathematical background, as well as some pointers to interesting directions of future research (time permitting).



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