Optimization of Random Polynomials on the Sphere in the Full-RSB Regime

Friday, March 22, 2019 - 11:00am to Saturday, March 23, 2019 - 11:55am

Event Calendar Category

IDSS

Speaker Name

Eliran Subag

Affiliation

New York University

Building and Room number

E18-304

Abstract

The talk will focus on optimization on the high-dimensional sphere when the objective function is a linear combination of homogeneous polynomials with standard Gaussian coefficients. Such random processes are called spherical spin glasses in physics, and have been extensively studied since the 80s. I will describe certain geometric properties of spherical spin glasses unique to the full-RSB case, and explain how they can be used to design a polynomial time algorithm that finds points within small multiplicative error from the global minimum.

Biography

Eliran Subag is a Junior Fellow in the Simons Society of Fellows, at the Courant Institute, NYU.

MIT Statistics and Data Science Center host guest lecturers from around the world in this weekly seminar.