Material Detail

Large-scale Machine Learning and Stochastic Algorithms

Large-scale Machine Learning and Stochastic Algorithms

This video was recorded at NIPS Workshop on Optimization for Machine Learning, Whistler 2008. The presentation stresses important differences between machine learning and conventional optimisation approaches and proposes some solutions. The first part discusses the the interaction of two kind of asympotic properties: those of the statistics and those of optimization algorithm. Unlikely optimization algorithm such as stochastic gradient show amazing performance for large-scale machine learning problems. The second part shows how the deeper causes of this performance suggests the theoretical possibility learn large-scale problems with a single pass over the data. Practical algorithms will be discussed: various second order stochastic gradients, averaging methods, dual methods with data reprocessing...


  • User Rating
  • Comments
  • Learning Exercises
  • Bookmark Collections
  • Course ePortfolios
  • Accessibility Info

More about this material


Log in to participate in the discussions or sign up if you are not already a MERLOT member.