SIAM Student Chapter Seminar: Difference between revisions
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|VV911 | |VV911 | ||
|Yingxin Zhao | |Yingxin Zhao | ||
| | |Industry talk from UBS quant | ||
|- | |- | ||
|10/27 | |10/27 | ||
Revision as of 19:37, 16 October 2023
- When: Fridays at 1 PM unless noted otherwise
- Where: 9th floor lounge (we will also broadcast the virtual talks on the 9th floor lounge with refreshments)
- Organizers: Yahui Qu, Peiyi Chen, Shi Chen and Zaidan Wu
- Faculty advisers: Jean-Luc Thiffeault, Steve Wright
- To join the SIAM Chapter mailing list: email siam-chapter+join@g-groups.wisc.edu.
- Zoom link: https://uwmadison.zoom.us/j/97976615799?pwd=U2xFSERIcnR6M1Y1czRmTjQ1bTFJQT09
- Passcode: 281031
Fall2023
| Date | Location | Speaker | Title |
|---|---|---|---|
| 9/29 | Zoom and VV911 | Solly Parenti | What is ... a software engineering interview? |
| 10/13 | Zoom and VV911 | Xiaopeng Li | Convergence of the Momentum Method for Semi-Algebraic Functions with Locally Lipschitz Gradients |
| 10/20 | VV911 | Yingxin Zhao | Industry talk from UBS quant |
| 10/27 | Zoom and VV911 | Evan Sorensen | |
| 11/10 | VV911 | Jiayin Lu | |
| 11/17 | VV911 | Thomas Chandler |
Abstracts
September 29, Solly Parenti: I'll share my experiences going through a bunch of software engineering interviews, as well as how I learned how to program and my thoughts on industry jobs.
October 13, Xiaopeng Li: We propose a new length formula that governs the iterates of the momentum method when minimizing differentiable semi-algebraic functions with locally Lipschitz gradients. It enables us to establish local convergence, global convergence, and convergence to local minimizers without assuming global Lipschitz continuity of the gradient, coercivity, and a global growth condition, as is done in the literature. As a result, we provide the first convergence guarantee of the momentum method starting from arbitrary initial points when applied to principal component analysis, matrix sensing, and linear neural networks.