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2024 | Jan |
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2019 | Jan Feb Mar Apr May Jun Jul Aug Oct Nov |
Title: | Statistical Learning Theory of Stochastic Gradient Methods |
Speaker: | Dr. Yunwen Lei , Computer Science, University of Birmingham, UK |
Time/Place: | 15:00 - 16:00 Zoom, (Meeting ID: 926 4709 5162) |
Abstract: | Stochastic gradient methods have become the workhorse behind many machine learning problems. Despite their success in applications, the theoretical analysis is still not satisfactory. In this talk, I will discuss the learning theory of two representative stochastic gradient methods: stochastic gradient descent and stochastic gradient descent ascent. I will introduce new algorithmic stability concepts to relax the existing restrictive assumptions and to improve the existing learning rates. Our results show new connections between generalization and optimization, which illustrate how a best learning performance can be achieved by early stopping. |
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Learn MoreProf. M. Cheng, Dr. Y. S. Hon, Dr. K. F. Lam, Prof. L. Ling, Dr. T. Tong and Prof. L. Zhu have been awarded research grants by Hong Kong Research Grant Council (RGC) — congratulations!
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