- Australian Research Council DECRA Research Fellow, La Trobe University, Australia
- Talk: An introduction to MM algorithms for the machine learning and statistical estimation
Abstract: MM (majorization-minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This lecture introduces the MM algorithm framework in general and via three commonly considered example applications: Gaussian mixture models, multinomial logistic regressions, and support vector machines. Specific algorithms for these three examples are derived and numerical demonstrations are presented. Theoretical and practical aspects of MM algorithm design are discussed.