BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Drupal iCal API//EN X-WR-CALNAME:Events items teaser X-WR-TIMEZONE:America/Toronto BEGIN:VTIMEZONE TZID:America/Toronto X-LIC-LOCATION:America/Toronto BEGIN:DAYLIGHT TZNAME:EDT TZOFFSETFROM:-0500 TZOFFSETTO:-0400 DTSTART:20210314T070000 END:DAYLIGHT BEGIN:STANDARD TZNAME:EST TZOFFSETFROM:-0400 TZOFFSETTO:-0500 DTSTART:20201101T060000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT UID:68326d89f13da DTSTART;TZID=America/Toronto:20210625T153000 SEQUENCE:0 TRANSP:TRANSPARENT DTEND;TZID=America/Toronto:20210625T153000 URL:/combinatorics-and-optimization/events/tutte-colloq uium-dmitriy-drusvyatskiy SUMMARY:Tutte Colloquium - Dmitriy Drusvyatskiy CLASS:PUBLIC DESCRIPTION:Summary \n\nTITLE: From low probability to high confidenc e in stochastic convex optimization\n\nSpeaker:\n Dmitriy Drusvyatskiy \n\nAffliliation:\n University of Washington\n\nZoom:\n Contact Emma Wats on\n\nABSTRACT:\n\nStandard results in stochastic convex optimization boun d the number of\nsamples that an algorithm needs to generate a point with small\nfunction value in expectation. More nuanced high probability\nguara ntees are rare\, and typically either rely on “light-tail”\nnoise assu mptions or exhibit worse sample complexity. In this work\, we\nshow that a wide class of stochastic optimization algorithms can be\naugmented with h igh confidence bounds at an overhead cost that is only\nlogarithmic in the confidence level and polylogarithmic in the\ncondition number.\n DTSTAMP:20250525T010825Z END:VEVENT END:VCALENDAR