N. Brummer: Introduction to differentation and optimization toolkit | |
FIT Božetěchova 2, A112, 10:00 3.4.2009 The presentation will introduce Niko's new MATLAB toolkit. The toolkit has two main capabilities:
1. It has a powerful and efficient general purpose optimization
algorithm for large-scale unconstrained optimization.
2. It has a framework to enable the user to synthesize (i) new pattern
recognition systems and (ii) customizable objective functions, which
together form new discriminative training algorithms. This is made
possible by the capability of the toolkit to dramatically reduce the
complexity of writing code to compute the first and second order
partial derivatives which are necessary for the above optimizer to
work.
While (2) is necessary for (1), (2) may be used independently for
other purposes as well. For example, it may be used to compute the
derivatives for other optimization (and discriminative training
algorithms).
As part of (2), the toolkit has a library of elementary functions, for
which the derivative code has already been implemented. These
elementary functions can be combined together into more complex
systems and objective functions. It is my hope that other users of the
toolkit will help to write more such function implementations as they
need them for their own purposes and to contribute them to the library
for others to use.
Finally, the toolkit comes with a complete multiclass linear logistic
regression implementation, which is suitable for large-scale training
tasks. We used it to train a language recognizer, with a training set
of the order of 104 trials and input feature dimension of the order
of 105, in about 10 minutes. SpeakersBrümmer Niko
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