Technion
Computer Science Colloquium
Time+Place : Wednesday 29/02/2012 14:30 room 337-8 Taub Bld.
Speaker : Nati Srebro NOTE UNUSUAL DAY
Affiliation: Toyota Technological Institute and University of Chicago.
Host : Ran El-Yaniv
Title : Matrix Learning: A Tale of Two Norms
Abstract :
There has been much interest in recent years in various ways of
constraining the complexity of matrices based on factorizations into a
product of two simpler matrices. Such measures of matrix complexity can
then be used as regularizers for such tasks as matrix completion,
collaborative filtering, multi-task learning and multi-class learning. In
this talk I will discuss two forms of matrix regularization which constrain
the norm of the factorization, namely the trace-norm (aka nuclear-norm) and
the so-called max-norm (aka $\gamma_2:\ell_1\rightarrow\ell_\infty$ norm).
I will both argue that they are independently motivated and often better
model data then rank constraints, as well as explore their relationships to
the rank. In particular, I will discuss how simple low-rank matrix
completion guarantees can be obtained using these measures, and without
various "incoherence" assumptions. I will present both theoretical and
empirical arguments for why the max-norm might actually be a better
regularizer, as well as a better convex surrogate for the rank.
Based on joint work with Rina Foygel, Jason Lee, Ben Recht, Russ
Salakhutdinov, Ohad Shamir, Adi Shraibman and Joel Tropp and others.
Short Bio:
Following undergraduate studies in Mathematics and in Computer Science at
the Technion, Nati Srebro obtained his PhD from MIT in 2004, He was a
research fellow in the Machine Learning Group at the University of Toronto
and a visiting scientist at IBM Research Haifa Labs. He is currently an
Associate Professor at the Toyota Technological Institute at Chicago and at
the University of Chicago.
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