Mittagsseminar (in cooperation with A. Steger, D. Steurer and B. Sudakov)

Date and Time: Thursday, October 14, 2010, 12:15 pm

Duration: This information is not available in the database

Location: OAT S15/S16/S17

Speaker: Martin Jaggi

A typical day in the life of the optimization problem max x^T A x

We will consider two variants of the optimization problem max x^T A x, for a matrix A. This problem is at the core of principal component analysis (PCA), most classification methods, and many other approaches in and outside machine learning. In one variant, the domain for x will be the ||.||₂-sphere, whereas in the second case it is part of the ||.||₁-sphere.

In the remainder of the talk, we will elaborate on the quality of comments on YouTube, portfolio optimization, MAX-CUT, population genetics, Google, movie rental, baseball bats and sociology, the iTunes Genius feature, email spam, and not to forget: automated face detection.

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