Optimization Algorithms in Support Vector Machines
Description
This talk presents techniques for nonstationarity detection in the context of speech and audio waveforms, with broad application to any class of time series that exhibits locally stationary behavior. Many such waveforms, in particular information-carrying natural sound signals, exhibit a degree of controlled nonstationarity, and are often well modeled as slowly time-varying systems. The talk first describes the basic concepts of such systems and their analysis via local Fourier methods. Parametric approaches appropriate for speech are then introduced by way of time-varying autoregressive models, along with nonparametric approaches based on variation of time-localized estimates of the power spectral density of an observed random process, along with an efficient offline bootstrap procedure based on the Wold representation. Several real-world examples are given.
| Slides | |
| 0:00 | Optimization Algorithms in Support Vector Machines |
| 0:25 | Summary |
| 1:22 | Themes |
| 2:50 | Sparse / Regularized Optimization |
| 4:41 | Regularized Formulations |
| 5:34 | Example: Compressed Sensing |
| 6:48 | Example: TV-regularized image denoising |
| 7:29 | Example: Cancer Radiotherapy |
| 8:56 | Example: Matrix Completion |
| 10:15 | Solving Regularized Formulations |
| 11:37 | SVM Classification: Primal |
| 13:41 | Dual |
| 14:39 | Kernel Trick, RKHS (1) |
| 15:35 | Kernel Trick, RKHS (2) |
| 15:58 | Solving the Primal and (Kernelized) Dual |
| 16:50 | Solving the Dual |
| 17:49 | Dual SVM: Coordinate Descent |
| 18:42 | Dual SVM: Gradient Projection |
| 20:34 | Dual SVM: Decomposition (1) |
| 21:15 | Dual SVM: Decomposition (2) |
| 22:44 | Dual SVM: Active-Set (1) |
| 23:49 | Dual SVM: Active-Set (2) |
| 24:18 | Dual SVM: Interior-Point |
| 25:42 | Low-rank Approx + Active Set |
| 26:49 | Solving the Primal |
| 27:22 | Primal SVM: Cutting Plane (1) |
| 28:47 | Primal SVM: Cutting Plane (2) |
| 29:39 | Primal SVM: Stochastic Subgradient |
| 30:56 | Stochastic Subgradient |
| 31:45 | Stochastic Approximation Viewpoint |
| 33:22 | Primal-Dual Approaches |
| 34:39 | Discretized TV Denoising |
| 37:13 | Min-Max Formulation |
| 39:31 | PD Method for Semiparametric SVM Regression (1) |
| 40:55 | PD Method for Semiparametric SVM Regression (2) |
| 40:58 | PD Method for Semiparametric SVM Regression (3) |
| 41:48 | PD Method for Semiparametric SVM Regression (2) |
| 42:26 | PD Method for Semiparametric SVM Regression (3) |
| 42:28 | Alternative Formulations: ||kw||1 |
| 43:13 | Elastic Net |
| 43:46 | SpaRSA (1) |
| 46:20 | SpaRSA (2) |
| 46:31 | SpaRSA (1) |
| 46:59 | SpaRSA (2) |
| 47:02 | Logistic Regression (1) |
| 47:35 | Logistic Regression (2) |
| 48:12 | References (1) |
| 48:17 | References (2) |
| 48:17 | References (3) |
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