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Stochastics and Statistics Seminar

Optimization of random polynomials on the sphere in the full-RSB regime

March 22, 2019 @ 11:00 am - 12:00 pm

Eliran Subag (New York University)


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.

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

MIT Statistics + Data Science Center
Massachusetts Institute of Technology
77 Massachusetts Avenue
Cambridge, MA 02139-4307