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  • Apr
    19

    IEMS Seminar: Global Convergence and Stability of Stochastic Gradient Descent

    Department of Industrial Engineering and Management Sciences

    11:00 AM ITW 1.350, Ford Motor Company Engineering Design Center

    EVENT DETAILS

    Vivak Patel, Ph.D.

    University of Wisconsin -- Madison

    Title: Global Convergence and Stability of Stochastic Gradient Descent

    Abstract: Stochastic Gradient Descent (SGD) is one of the most important optimization algorithms for data science, and it is widely applied to optimize highly non-convex functions with equally complicated noise models. As a result, understanding whether SGD will actually find a solution to such problems is important to practitioners, and a first step towards this understanding is to study whether SGD is globally convergent. While previous work has studied the global convergence of SGD, such works have made assumptions that are often restrictive in practical settings. Here, we provide examples that demonstrate this restrictiveness, and provide assumptions that are more realistic. Under these more realistic assumptions, we prove that either SGD diverges or converges to a stationary point with probability one. We then move on to study what happens when SGD diverges, and we show that, under an additional assumption, SGD remains stable---that is, the objective function cannot diverge.

    Bio: Vivak Patel is an assistant professor of statistics at the University of Wisconsin -- Madison. His research focuses on problems at the intersection of statistics and computing, which includes developing novel computational methods for statistical problems and developing novel statistical methods for computational methods.

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    TIME Tuesday, April 19, 2022 at 11:00 AM - 12:00 PM

    LOCATION ITW 1.350, Ford Motor Company Engineering Design Center    map it

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    CONTACT Agnes Kaminski    a-kaminski@northwestern.edu EMAIL

    CALENDAR Department of Industrial Engineering and Management Sciences

  • Sep
    8

    Welcome & Breakfast for New McCormick PhD Students

    McCormick School of Engineering and Applied Science

    9:00 AM LR2 & Tech East Plaza, Technological Institute

    EVENT DETAILS

    TIME Monday, September 8, 2025 at 9:00 AM - 10:00 AM

    LOCATION LR2 & Tech East Plaza, Technological Institute    map it

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    CONTACT Andi Joppie    andi.joppie@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Sep
    12

    New Undergraduate Fall 2025 Registration

    University Academic Calendar

    All Day

    EVENT DETAILS

    TIME Friday, September 12, 2025

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    CONTACT Office of the Registrar    nu-registrar@northwestern.edu EMAIL

    CALENDAR University Academic Calendar

  • Sep
    15

    Welcome & Luncheon for New Full-time Graduate Students

    McCormick School of Engineering and Applied Science

    11:00 AM Ryan Auditorium & Tech East Plaza, Technological Institute

    EVENT DETAILS

    TIME Monday, September 15, 2025 at 11:00 AM - 12:30 PM

    LOCATION Ryan Auditorium & Tech East Plaza, Technological Institute    map it

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    CONTACT Andi Joppie    andi.joppie@northwestern.edu EMAIL

    CALENDAR McCormick School of Engineering and Applied Science

  • Sep
    16

    Fall Classes Begin. Change of Registration (Drop/Add) Late registration for returning students begins

    University Academic Calendar

    All Day

    EVENT DETAILS

    TIME Tuesday, September 16, 2025

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    CONTACT Office of the Registrar    nu-registrar@northwestern.edu EMAIL

    CALENDAR University Academic Calendar