We give an overview of dimensionality reduction methods, or sketching, for a number of problems in optimization, first surveying work using these methods for classical problems, which gives near optimal algorithms for regression, low rank approximation, and natural variants. We then survey recent work applying sketching to column subset selection, kernel methods, sublinear algorithms for structured matrices, tensors, trace estimation, and so on. The focus in the talk will be on fast algorithms.
The Information Theory Forum (IT-Forum) at Stanford ISL is an interdisciplinary academic forum which focuses on mathematical aspects of information processing. With a primary emphasis on information theory, we also welcome researchers from signal processing, learning and statistical inference, control and optimization to deliver talks at our forum. We also warmly welcome industrial affiliates in the above fields. The forum is typically held every Friday at 1:15 pm during the academic year.
Until further notice, the IT Forum convenes exclusively via Zoom (on Fridays at 1:15pm PT) due to the ongoing pandemic. To avoid "Zoom-bombing", we ask attendees to input their email address here https://stanford.zoom.us/meeting/register/tJwkf-uvqjoqHNIWxY4HHon4K107QMo22PVR to receive the Zoom meeting details via email.
The ISL Colloquium meets weekly during the academic year. Seminars are each Thursday at 4:30pm PT, unless indicated otherwise.
Until further notice, the ISL Colloquium convenes exclusively via Zoom (on Thursdays at 4:30pm PT) due to the ongoing pandemic. To avoid "Zoom-bombing", we ask attendees to input their email address here https://stanford.zoom.us/meeting/register/tJckfuCurzkvEtKKOBvDCrPv3McapgP6HygJ to receive the Zoom meeting details via email.