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ISyE Colloquium Seminar - Sebastien Bubeck
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TITLE: The entropic barrier: a simple and optimal universal self-concordant barrier
ABSTRACT:
A fundamental result in the theory of Interior Point Methods is Nesterov and Nemirovski's construction of a universal self-concordant barrier. In this talk I will introduce the entropic barrier, a new (and in some sense optimal) universal self-concordant barrier. The entropic barrier connects many topics of interest in Machine Learning: exponential families, convex duality, log-concave distributions, Mirror Descent, and exponential weights.
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- Workflow status: Published
- Created by: Anita Race
- Created: 04/20/2015
- Modified By: Fletcher Moore
- Modified: 04/13/2017
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