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Fred Roosta

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How Randomized Analysis Can Help Us Do “Data Science:” Examples in Deep Learning and Graph AnalysisRandomized Numerical Linear Algebra and Applications 20182018-09-24
Randomized analysis shows that with common random initializations, deep feedforward nets map different inputs to nearly the same representation: the angle…
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Stochastic Second Order Optimization Methods IFoundations of Data Science Boot Camp 20182018-08-27
Covers using subsampled Newton methods for finite-sum empirical risk: form a sub-sampled Hessian and solve the positive-definite linear system approximately…
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Stochastic Second Order Optimization Methods IIFoundations of Data Science Boot Camp 20182018-08-27
Survey of practical stochastic second‑order methods claims that limited‑memory BFGS and Hessian‑vector products make curvature usable at scale, that subsampled…
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