2017/5/6 22:00

要旨

Title: Implicit Regularization in Matrix Factorization

Abstract: This talk will explore ideas on “implicit regularization” in under-determined problems where the optimization objective has multiple global minima. We specifically study optimization of a quadratic loss over a matrix with gradient descent on the factorized space. We conjecture and provide empirical and theoretical evidence that with small enough step sizes and initialization close enough to the origin, gradient descent on a full dimensional factorization converges to the minimum nuclear norm solution.

詳細情報

日時 2017/06/14(水) 14:00 - 15:00
URL https://c5dc59ed978213830355fc8978.doorkeeper.jp/events/60343

場所

東京都中央区日本橋1-4-1 日本橋一丁目ビルディング15F(Google Maps)