"On the Regularization Path in Bi-criterion Optimization Problems"
Kristiaan Pelckmans (K.U. Leuven, ESAT-SCD)
In this seminar, we review and discuss the use of the so-called regularization
path in bi-criterion optimization problems. In short, the regularization path
characterizes the optimal solutions for varying scalarizations of the two
competing objectives. Theoretical concepts, as well as practical algorithms for
computing the path are reviewed, and the discussion is related to paradigms as
simplectical methods.
This concept has found important applications towards the design of algorithms
for machine learning, as confirmed by a successful workshop on NIPS 2005. Here
the importance of computing the full path was emphasized beyond its mere
computational advantage. A classical application is found in the 1-norm
regularized least squares estimator (LASSO), but this talk will also discuss
recent extensions towards clustering techniques as well as its relevance for
automatic model selection procedures. The presentation examplifies those
concepts from a perspective of system identification.
Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally.
