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Gérard Ben Arous – 2/4 Random Matrices and Dynamics of
Gérard Ben Arous – 2/4 Random Matrices and Dynamics of Optimization in Very High Dimensions
#Gérard #Ben #Arous #Random #Matrices #Dynamics
“Institut des Hautes Études Scientifiques (IHÉS)”
Machine learning and Data science algorithms involve in their last stage the need for optimization of complex random functions in very high dimensions. Simple algorithms like Stochastic Gradient Descent (with small batches) are used very effectively. I will concentrate on trying to understand…
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