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Upcoming Events

Branwen Purdy at her stall during OMSI meet-a-scientist day.

Branwen Purdy prepares hands-on activities for kids at the OMSI Meet-A-Scientist Day in Portland, to share hands-on learning experiences about her research in topological data analysis.

Join us for these events hosted by the Department of Mathematics, including colloquia, seminars, graduate student defenses and outreach, or of interest to Mathematicians hosted by other groups on campus.

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Randomized Kaczmarz, Geometric Smoothing, and Momentum

STAG 163
REU Colloquium

Speaker: Nick Marshall

Abstract. This talk discusses the effect of adding geometrically smoothed momentum to the randomized Kaczmarz algorithm, which is an instance of stochastic gradient descent on a linear least squares loss function. We prove a result about the expected error in the direction of singular vectors of the matrix defining the least squares loss. We present several numerical examples illustrating the utility of our result and pose several questions. Read more.