Optimization and Machine Learning - presented by Yifan Sun

Abstract: Optimization is a growing topic of interest in the machine learning community. It starts out as an option to check in Tensorflow (SGD? Adam? Adagrad?), but as we get more into the how and why of these options, we uncover many fundamental principles relating to operations research, control theory, and dynamical systems, dating back as far as the Cold World era. 

In this talk I will give a broad overview of some of the important optimization themes in machine learning. I will try to give connections between tools we are used to seeing in popular packages 
and fundamental optimization concepts like duality, convexity, contractive operators, etc. While we cannot hope to completely cover this diverse research area, I hope to provide a glimpse of this exciting research area that is permeating more and more into the machine learning world. 

Bio: Yifan Sun received her PhD in Electrical Engineering from the University of California Los Angeles in 2015, with research focusing on convex optimization and semidefinite programming. She was then Technicolor Research and Innovation, focusing on machine learning and 
data science applications. More recently, she completed two postdocs focusing on optimization, at the University of British Columbia in Vancouver, Canada and INRIA, in Paris, France.