Tuesday - Friday
Mar
26 - 29
2024
12:00PM - 1:00PM
ISyE Main Building (755 Ferst Dr NW, Atlanta, GA 30318) and MRDC Building (801 Ferst Dr. N.W. Atlanta, GA 30318)
Joel Tropp

AI4OPT Tutorial Lectures

Dates: Tuesday, March 26, 2024 - Friday March 29, 2024

Times/Location: See below

(no live stream)

Speaker: Joel Tropp

Randomized Matrix Computations: Themes and Variations

Abstract: This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is illustrated by its application to several computational problems. This treatment establishes conceptual foundations for randomized numerical linear algebra, and it forges links between algorithms that may initially seem unrelated.

Schedule: 

  1. Intro + Monte Carlo 
    1. Tue, Mar 26: Lecture 1, 10:30 am – 12:15 pm, including a 15 min break at 11:15 am, MRDC 4211 (Coffee and snacks will be provided at 11:15 am)
  2. Random Initialization
    1. Wed, Mar 27: Lecture 2, 10:30 am – 12:15 pm, including a 15 min break at 11:15 am, MRDC 4211  (Coffee and snacks will be provided at 11:15 am)
  3. Progress on Average
    1. Thu, Mar 28: Lecture 3, 10:30 am – 12:15 pm, including a 15 min break at 11:15 am, MRDC 4211 (Coffee and snacks will be provided at 11:15 am)
  4. Dim Redux + Conclusions
    1. Fri, Mar 29: Lecture 4, 10:00 am – 11:15 am, ISyE Main 228 (see also map, here)
      (Coffee and snacks will be provided at 11:15 am)

Lecture Notes: https://arxiv.org/abs/2402.17873

 

Bio: Joel A. Tropp is the Steele Family Professor of Applied & Computational Mathematics at the California Institute of Technology. His research focuses on applied mathematics, machine learning, data science, numerical algorithms, and random matrix theory. Among his notable contributions are matching pursuit algorithms, randomized SVD algorithms, and matrix concentration inequalities. 

Prof. Tropp earned a Ph.D. in Computational Applied Mathematics from the University of Texas at Austin in 2004 and joined Caltech in 2007. He received the PECASE award in 2008 and was recognized as a Highly Cited Researcher in Computer Science every year from 2014 to 2018. He co-founded and serves as a Section Editor of the SIAM Journal on Mathematics of Data Science (SIMODS) and co-chaired the inaugural 2020 SIAM Conference on the Mathematics of Data Science. Prof. Tropp was elected a SIAM Fellow in 2019 and an IEEE Fellow in 2020.