Calendar

Sep
20
Thu
AMS Seminar: Suvrajeet Sen (University of South California) @ Whitehead 304
Sep 20 @ 1:30 pm – 2:30 pm

Title:  Learning Enabled Optimization

Abstract:  Traditionally, Stochastic Optimization deals with optimization models in which some of the data is modeled using random variables. In contrast, Learning Models are intended to capture the behavior of covariates, where the goal is to characterize the behavior of the response (random variable) to the predictors (random variables).  The field of Statistical (or Machine) Learning focuses on understanding these relationships.  The goal of this talk is to present a new class of composite optimization models in which the learning and optimization models live symbiotically.  We will discuss several examples of such problems, and how they give rise to a rich class of problems.  (This talk is based on the work of several Ph.D. students, and in particular Yunxiao Deng, Junyi Liu and Shuotao Diao).

Bio: Suvrajeet Sen is Professor at the Daniel J. Epstein Department of Industrial and Systems Engineering at the University of Southern California.  Prior to joining USC, he was a Professor at Ohio State University and University of Arizona. He has also served as the Program Director of OR as well as Service Enterprise Systems at the National Science Foundation.  Professor Sen’s research is devoted to many categories of optimization models, and he has published over a hundred papers, with the vast majority of them dealing with models, algorithms and applications of Stochastic Programming problems.  He has served on several editorial boards, including Operations Research as Area Editor for Optimization and as Associate Editor for INFORMS Journal on Computing, Journal of Telecommunications Systems, Mathematical Programming B, and Operations Research.   He also serves as an Advisory Editor for several newer journals and an Associate Editor of INFORMS J. on Optimization.  Professor Sen was instrumental in founding the INFORMS Optimization Society in 1995, and has also served as its Chair (2015-16).  Except for his years at NSF, he has received continuous extramural research funding from NSF and other basic research agencies, totaling over ten million dollars as PI over the past 25 years.  In 2015, this research and his group’s contributions were recognized by the INFORMS Computing Society for seminal work on Stochastic Mixed-Integer Programming.  Professor Sen is a Fellow of INFORMS.

Sep
27
Thu
AMS Seminar: Maxim Bichuch (Johns Hopkins University) @ Whitehead 304
Sep 27 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

Oct
4
Thu
AMS Seminar: TBA @ Whitehead 304
Oct 4 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

Oct
11
Thu
AMS Seminar: Susan Margulies (United States Navel Academy) @ Whitehead 304
Oct 11 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

Oct
18
Thu
AMS Seminar: Archana Venkataraman (Electrical & Computer Engineering) @ Whitehead 304
Oct 18 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

Oct
25
Thu
AMS Seminar: Santanu Dey (Gatech) @ Whitehead 304
Oct 25 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

Nov
1
Thu
AMS Seminar: IIse Ipsen (North Carolina State University) @ Whitehead 304
Nov 1 @ 1:30 pm – 2:30 pm

Title: An Introduction to Randomized Algorithms
for Matrix Computations

Abstract: The emergence of massive data sets, over the past twenty or so years, has lead to the development of  Randomized Numerical Linear Algebra.
Fast and accurate randomized matrix algorithms are being designed for
applications like machine learning, population genomics, astronomy, nuclear engineering, and optimal experimental design.

We give a flavour of randomized algorithms for the solution of least
squares/regression problems. Along the way we illustrate important
concepts from numerical analysis (conditioning and pre-conditioning),
probability (concentration inequalities), and statistics (sampling and leverage scores).

Nov
8
Thu
AMS Seminar: Shujie Ma (University of California, Riverside) @ Whitehead 304
Nov 8 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

Nov
15
Thu
AMS Seminar: Madeleine Udell (Cornell University) @ Whitehead 304
Nov 15 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

Nov
29
Thu
AMS Seminar: TBA @ Whitehead 304
Nov 29 @ 1:30 pm – 2:30 pm

Title: TBA

 

Abstract: TBA

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