Machine learning, optimization, & sampling through a geometric lens

Series
Applied and Computational Mathematics Seminar
Time
Monday, November 20, 2023 - 2:00pm for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Suvrit Sra – MIT & TU Munich – https://optml.mit.edu
Organizer
Molei Tao

Please Note: Joint {Applied & Computational Math Seminar} and {School of Math Colloquium}. Speaker will present in person.

Geometry arises in myriad ways within machine learning and related areas. I this talk I will focus on settings where geometry helps us understand problems in machine learning, optimization, and sampling. For instance, when sampling from densities supported on a manifold, understanding geometry and the impact of curvature are crucial; surprisingly, progress on geometric sampling theory helps us understand certain generalization properties of SGD for deep-learning! Another fascinating viewpoint afforded by geometry is in non-convex optimization: geometry can either help us make training algorithms more practical (e.g., in deep learning), it can reveal tractability despite non-convexity (e.g., via geodesically convex optimization), or it can simply help us understand existing methods better (e.g., SGD, eigenvector computation, etc.).

Ultimately, I hope to offer the audience some insights into geometric thinking and share with them some new tools that help us design, understand, and analyze models and algorithms. To make the discussion concrete I will recall a few foundational results arising from our research, provide several examples, and note some open problems.

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Bio: Suvrit Sra is a Alexander von Humboldt Professor of Artificial Intelligence at the Technical University of Munich (Germany), and and Associate Professor of EECS at MIT (USA), where he is also a member of the Laboratory for Information and Decision Systems (LIDS) and of the Institute for Data, Systems, and Society (IDSS). He obtained his PhD in Computer Science from the University of Texas at Austin. Before TUM & MIT, he was a Senior Research Scientist at the Max Planck Institute for Intelligent Systems, Tübingen, Germany. He has held visiting positions at UC Berkeley (EECS) and Carnegie Mellon University (Machine Learning Department) during 2013-2014. His research bridges mathematical topics such as differential geometry, matrix analysis, convex analysis, probability theory, and optimization with machine learning. He founded the OPT (Optimization for Machine Learning) series of workshops, held from OPT2008–2017 at the NeurIPS  conference. He has co-edited a book with the same name (MIT Press, 2011). He is also a co-founder and chief scientist of Pendulum, a global AI+logistics startup.