{"517771":{"#nid":"517771","#data":{"type":"event","title":"Visiting Lecture Series: Jacob Abernethy, \u201cLearning, Optimization, and the Benefits of Noise\u201d","body":[{"value":"\u003Cp\u003EIn essentially every real-world learning and estimation problem, whether we are dealing with Big Data or Little Data, we must always address the same problem: overfitting. One approach to avoid overfitting is to ensure that your learning algorithm is sufficiently noisy, for example by introducing additional randomness (noise) into the procedure. The idea that you should\u0026nbsp;perturb\u0026nbsp;your data appears in various forms across a number of different fields, including Optimization, Economics, and Statistics.\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EIn this talk, we will expand upon this idea further, bringing out surprising connections between the pricing of options, stochastic smoothing techniques, and choice models. We will finish by discussing a new result that connects a popular randomized optimization procedure, known as simulated annealing, with the deterministic technique known as \u201cPath-following Interior Point Methods\u201d. This establishes a very strong and surprising relationship between the seminal works of Lovasz \u0026amp; Vempala and Nesterov \u0026amp; Nemirovski.\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\u003Cstrong\u003EBio:\u003C\/strong\u003E\u003Cp\u003E\u003C\/p\u003E\u003Cp\u003EJacob Abernethy is an assistant professor in the Electrical Engineering and Computer Science Department\u0026nbsp;at the University of Michigan, Ann Arbor.\u0026nbsp;He received his Ph.D. in Computer Science from the University of California, Berkeley, and was a Simons postdoctoral fellow at the University of Pennsylvania. Abernethy\u0027s\u0026nbsp;primary interest is in Machine Learning, and he likes\u0026nbsp;discovering connections between Optimization, Statistics, and Economics.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Visiting Lecture from Jacob Abernathy, assistant professor in the Electrical Engineering and Computer Science Department\u00a0at the University of Michigan, Ann Arbor.\u00a0"}],"uid":"30267","created_gmt":"2016-03-28 09:22:51","changed_gmt":"2017-04-13 21:16:11","author":"Devin Young","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2016-04-05T12:00:00-04:00","event_time_end":"2016-04-05T13:30:00-04:00","event_time_end_last":"2016-04-05T13:30:00-04:00","gmt_time_start":"2016-04-05 16:00:00","gmt_time_end":"2016-04-05 17:30:00","gmt_time_end_last":"2016-04-05 17:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"hg_media":{"517791":{"id":"517791","type":"image","title":"Jacob Abernethy","body":null,"created":"1459274540","gmt_created":"2016-03-29 18:02:20","changed":"1475895282","gmt_changed":"2016-10-08 02:54:42","alt":"Jacob Abernethy","file":{"fid":"206017","name":"abernethy.png","image_path":"\/sites\/default\/files\/images\/abernethy.png","image_full_path":"http:\/\/tlwarc.hg.gatech.edu\/\/sites\/default\/files\/images\/abernethy.png","mime":"image\/png","size":202862,"path_740":"http:\/\/tlwarc.hg.gatech.edu\/sites\/default\/files\/styles\/740xx_scale\/public\/images\/abernethy.png?itok=HAxq5kHZ"}}},"media_ids":["517791"],"groups":[{"id":"47223","name":"College of Computing"},{"id":"50875","name":"School of Computer Science"}],"categories":[],"keywords":[{"id":"1051","name":"Computer Science"},{"id":"9167","name":"machine learning"},{"id":"166941","name":"School of Computer Science"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[{"id":"78751","name":"Undergraduate students"},{"id":"78761","name":"Faculty\/Staff"},{"id":"78771","name":"Public"},{"id":"174045","name":"Graduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EElizabeth Ndongi\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:Ndongi@cc.gatech.edu\u0022 target=\u0022_blank\u0022\u003ENdongi@cc.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}