peter richtarik operational research and optimization extreme* mountain climbing * in a billion...

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Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

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Page 1: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Peter RichtarikOperational Research and

Optimization

Extreme* Mountain Climbing* in a billion dimensional space on a foggy day

Page 2: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Western General Hospital(Creutzfeldt-Jakob Disease)

Arup (Truss Topology Design)

Ministry of Defence dstl lab(Algorithms for Data Simplicity)Royal Observatory

(Optimal Planet Growth)

Page 3: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

GOD’S Algorithm = Teleportation

Page 4: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

If you are not a God...

x0x1

x2 x3

Page 5: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

4-Dial Lock

F : {0,1,...,9}4 R

Combination maximizing F opens the lock

Page 6: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

BIG DATA

Page 7: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

How to Open a Lock with Billion Interconnected Dials?

F : R1,000,000,000 R

Page 8: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

start

settle for this

holy grail

Parallel Coordinate Descent

Page 9: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Theory vs Reality

Page 10: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Research Paper

Page 11: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Algorithms

Page 12: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Probability

Page 13: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Inequalities

Page 14: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

Complexity

Page 15: Peter Richtarik Operational Research and Optimization Extreme* Mountain Climbing * in a billion dimensional space on a foggy day

TOOLSProbability

Machine LearningMatrix Theory

HPC