VA & Opt Webinar: Yura Malitsky

Title: Adaptive gradient descent without descent

Speaker: Yura Malitsky (Linköping University)

Date and Time: May 19th, 2021, 17:00 AEST (Register here for remote connection via Zoom)

Abstract: In this talk I will present some recent results for the most classical optimization method — gradient descent. We will show that a simple zero cost rule is sufficient to completely automate gradient descent. The method adapts to the local geometry, with convergence guarantees depending only on the smoothness in a neighborhood of a solution. The presentation is based on a joint work with K. Mishchenko, see arxiv.org/abs/1910.09529.