Speaker: Ashia Wilson (MIT)

​Title: Two Approaches Towards Adaptive Optimization​

Abstract: This talk will address to recent projects I am excited about. The first describes efficient methodologies for hyper-parameter estimation in optimization algorithms. I will describe two approaches for how to adaptively estimate these parameters that often lead to significant improvement in convergence. The second describes a new method, called Metropolis-Adjusted Preconditioned Langevin Algorithm for sampling from a convex body. Taking an optimization perspective, I focus on the mixing time guarantees of these algorithms — an essential theoretical property for MCMC methods — under natural conditions over the target distribution and the geometry of the domain.