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DTSTART;TZID=America/Los_Angeles:20190429T161500
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SUMMARY:Applied Math Seminar: The Kaczmarz Algorithm and its Applications to Data Science (Anna Ma\, UCSD)
DESCRIPTION: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.
URL:https://colleges.claremont.edu/ccms/event/applied-math-seminar-give-by-anna-ma-ucsd/
LOCATION:Emmy Noether Room\, Millikan 1021\, Pomona College\, 610 N. College Ave.\, Claremont\, California\, 91711
CATEGORIES:Applied Math Seminar
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