Workshop Optimization and Learning
Optimization and Learning
CIMI Workshop, Toulouse, France
10-13 september 2018
The « Optimization and Learning » workshop will take place at Institut de Mathématiques de Toulouse (IMT) and is part of the thematic semester « Optimization » organized by Labex CIMI.
The workshop will focus on important challenges in optimization for machine learning, pertaining to the following subtopics:
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Representation learning. Artificial intelligence, signal & image processing and automatic language processing, among other disciplines, motivate the development of novel methodology for matrix factorization, dictionary learning and deep learning: the workshop will present recent results on the characterization and obtention of the solutions to these non-convex problems.
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Stochastic optimization. In some problems pertaining to computational statistics, signal & image processing, risk computations or learning in large dimension, the objective function is intractable or available up to some approximations. The workshop will present methodological & theoretical advances to address such settings, in the context of non-smooth and non-convex optimization and including online and distributed algorithms.
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Optimization with uncertainty. The workshop will address the optimization of backbox functions, possibly in the presence of noise, by means of Gaussian Processes (GP) or bandit models. It will include a mini-course on the use of GPs for optimization, and a series of presentations on recent advances in multi-armed bandit models and GP-based procedures, with a focus on theoretical guarantees and in particular bounds on the cumulated regret.
The workshop will include three mini-courses (3 x 3h), a dozen one hour talks, and poster sessions.
Speakers for the mini-courses (3 courses of 3h each)
- Andreas Krause (Leaning and Adaptive Systems group, ETH Zurich; Switzerland) -- slides
- Georges Lan (Georgia Institute of Technology, Atlanta; USA) -- slides
- René Vidal (Johns Hopkins University, USA) -- slides
Speakers for the one hour talks
- Francis Bach (DI ENS, Centre de recherche INRIA PARIS; France) -- slides
- Gérard Biau (LPSM, Sorbonne Université, Paris; France) -- slides
- Richard Combes (Laboratoire des signaux et systèmes, CentraleSupélec; Gif sur Yvette; France) -- slides
- Camille Couprie (Facebook; France) -- slides
- Tim van Erven (Statistics group, Leiden University, Leiden; Netherlands) -- slides
- Claudio Gentile (INRIA Lille; France and Google Research New York; USA) -- slides
- Nicolas Gillis (Université de Mons; Belgium) -- slides
- Emmanuel Gobet (CMAP, Ecole Polytechnique, Orsay; France) -- slides
- Anatoli Juditsky (Laboratoire J. Kuntzmann, Université Grenoble Alpes, France)
- Jason Lee (Data Sciences and Operations Dpt, Univ. Southern California; USA) -- slides
- Fabien Panloup (LAREMA, Université d'Angers; France) -- slides
- Csaba Szepesvári (Deepmind; UK) -- slides
- Ohad Shamir (Dpt Computer Science and Applied Mathematics, Weizmann Institute of Science, Rehovot; Israël)
- Michal Valko (SequeL team, INRIA Lille - Nord Europe; Lille; France)
- Lenka Zdeborova (Institut de Physique Théorique, CEA Saclay; Paris; France) -- slides
Participants are invited to present their work during a poster session (see the registration form for the application).
PROGRAM
The workshop will start on Monday September 10, at 11:00 a.m. and will end on Thursday September 13 at 4:00 p.m. It will take place in Amphi Schwarz, Building 1R3, Institut de Mathématiques de Toulouse (IMT). Click here for a Google Map link.
Detailed program with abstracts can be dowloaded here.
Registration desk opens on Monday September 10th at 10:30am.
Monday September, the 10th
11:00 - 11:30: Welcome coffee 11:30 - 13:00: G. Lan -- Stochastic Optimization Algorithms for Machine Learning (Mini Course 1/2). 13:00 - 14:30: Lunch
14:30 - 15:30: E. Gobet -- Uncertainty Quantification of Stochastic Approximation Limits.
15:30 - 16:30: C. Szepesvari -- Completing the classification of adversarial partial monitoring games.
16:30 - 17:00: Coffee break
17:00 - 18:00: L. Zdeborova -- Constrained low-rank matrix estimation.
Tuesday September, the 11th
09:00 - 10:30: G. Lan -- Stochastic Optimization Algorithms for Machine Learning (Mini Course 2/2).
10:30 - 11:00: Coffee break
11:00 - 12:00: G. Biau -- Some theoretical properties of GANs.
12:00 - 13:00: J. Lee -- Geometry of Optimization Landscapes and Implicit Regularization of Optimization Algorithms.
13:00 - 14:00: Lunch
14:00 - 14:30: Poster session 1
14:30 - 16:00: R. Vidal -- Global Optimality in Matrix Factorization, Tensor Factorization and Deep Learning (Mini Course 1/2).
16:00 - 16:30: Coffee break
16:30 - 17:30: T. van Erven -- MetaGrad: Multiple learning rates in online learning.
17:30 - 18:30: M. Valko -- Active block-matrix completion with adaptive confidence sets.
Wednesday September, the 12th
09:00 - 10:30: R. Vidal -- Global Optimality in Matrix Factorization, Tensor Factorization and Deep Learning (Mini Course 2/2).
10:30 - 11:00: Coffee break
11:00 - 12:00: O. Shamir -- Optimization Landscape of Neural Networks: Where Do the Local Minima Hide?
12:00 - 13:00: N. Gillis -- Computing nonnegative matrix factorizations.
13:00 - 14:00: Lunch
14:00 - 14:30: Poster session 2
14:30 - 16:00: A. Krause -- Bayesian optimisation and Gaussian process bandits: Theory and Applications (Mini Course 1/2).
16:00 - 16:30: Coffee break
16:30 - 17:30: F. Bach -- Statistical Optimality of Stochastic Gradient Descent on Hard Learning Problems through Multiple Passes.
17:30 - 18:30: A. Iouditsky -- Estimate aggregation from indirect observations.
Thursday September, the 13th
09:00 - 10:30: A. Krause -- Bayesian optimisation and Gaussian process bandits: Theory and Applications (Mini Course 2/2).
10:30 - 11:00: Coffee break
11:00 - 12:00: C. Couprie -- Future video prediction and creative image generation.
12:00 - 13:00: C. Gentile -- Nonstochastic Bandit Bros: Vanilla, Partial, Delayed, Composite, Contextual.
13:00 - 14:30: Lunch
14:30 - 15:30: R. Combes -- Minimal Exploration in Structured Stochastic Bandits.
15:30 - 16:30: F. Panloup -- Non asymptotic analysis of the Ruppert-Polyak averaging algorithm.
POSTER PRESENTATIONS
Tuesday September, the 11th from 2:00pm to 2:30 pm
Abdessamad Amir: Newton method with an adjusted generalized Hessian matrix for SVMs.
Averyanov Yaroslav: Early stopping rule and discrepancy principle in RKHS
Besson Lilian: Multi-Player Bandits Revisited Bittar Thomas: Kriging techniques and decomposition method to optimize a risk criterion on the Net Present Value
Cambareri Valerio: TBA
Debarnot Valentin: A scalable estimator of sets of integral operators
Kervazo Christophe: Heuristics for Efficient Sparse Blind Source Separation
Koolen Wouter M.: TBA
Leglaive Simon: A variance modeling framework based on variational autoencoders for speech enhancement
Locatelli Andrea: Adaptivity to smoothness in nonparametric optimization. -- slides
Wednesday September, the 12h from 2:00pm to 2:30 pm
Barbaresco Frederic: Information Geometry & Fisher-Koszul-Souriau metric and their uses in Machine Learning
Besson Rémi: A model-based reinforcement learning approach for a rare disease diagnostic task
Logé Frédéric: Revisiting the greedy algorithm for Contextual Bandits.
Fagot Dylan; Nonnegative Matrix Factorization With Transform Learning
Filstroff Louis: Closed-form Marginal Likelihood in Gamma-Poisson Matrix Factorization
Gower Robert: Tracking the gradients using the Hessian: A new look at variance reducing stochastic methods
Ostrovskii Dmitrii: Non-asymptotic Analysis of M-estimators via Self-concordance
Priem Rémy: Super Efficient Global Optimization with Mixture of Experts
Vono Maxime: Split-and-augmented Gibbs sampler - A divide & conquer approach to solve large-scale inference problems
REGISTRATION
Registration is free but mandatory. The participants are invited to present a poster: A title and a short abstract can be given when filling the registration form.
Registrations are closed.
ORGANIZING AND ADVISORY COMMITTEE
Organizing commitee:
François Bachoc, Cédric Févotte, Gersende Fort, Sébastien Gadat and Laurent Risser
Advisory committee:
Nicolas Dobigeon, Aurélien Garivier, François Malgouyres, Edouard Pauwels and Aude Rondepierre
CONTACT
For any question, please contact Sébastien Gadat: firstname.lastname(no accents)@math.univ-toulouse.fr
SPONSORS
- The Labex CIMI – Centre International de Mathématiques et d’Informatique de Toulouse
- The ERC Factory project
- The project CompuTreatCLL – Plan Cancer BioSys
- The Institut Universitaire de France (IUF)