比利时vs摩洛哥足彩
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university of california san diego
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math 278c: optimization and data science
prof. yuhua zhu
ucsd
an interacting particle method for global optimization
abstract:
this talk presents a particle-based optimization method designed for addressing global optimization problems, particularly in cases where the loss function exhibits non-differentiability or non-convexity. numerically, we show that it outperforms gradient-based method in finding global optimizer. theoretically, a rigorous mean-field limit of the particle system is derived, and the convergence of the mean-field limit to the global minimizer is established. in addition, we will talk about its application to the constrained optimization problems and federated learning.
host: jiawang nie
april 24, 2024
4:00 pm
apm 7321
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