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Applied Math Seminar: The Kaczmarz Algorithm and its Applications to Data Science (Anna Ma, UCSD)

April 29 @ 4:15 pm - 5:15 pm

Data is exploding at a faster rate than computer architectures can handle. For that reason, mathematical techniques to analyze large-scale data need be developed. Stochastic iterative algorithms have gained interest due to their low memory footprint and adaptability for large-scale data. In this talk, we will study the Randomized Kaczmarz algorithm for solving extremely large linear systems of the form Ax=y. In the spirit of large-scale data, this talk will proceed under the assumption that the entire data matrix A cannot be loaded into memory in a single instance. We consider different settings including when a only factorization of A is available, when x is sparse, and a time-varying model. We will also present applications of these Kaczmarz variants to problems in data science.

Details

Date:
April 29
Time:
4:15 pm - 5:15 pm
Event Category:

Venue

Emmy Noether Room, Millikan 1021, Pomona College
610 N. College Ave.
Claremont, California 91711
+ Google Map

Other

Speaker Name
Anna Ma

Details

Date:
April 29
Time:
4:15 pm - 5:15 pm
Event Category:

Venue

Emmy Noether Room, Millikan 1021, Pomona College
610 N. College Ave.
Claremont, California 91711
+ Google Map

Other

Speaker Name
Anna Ma