December 02, 2022, ESB 2001

Many new theoretical challenges have arisen in the area of gradient-based optimization for large-scale statistical data analysis, driven by the needs of applications and the opportunities provided by new hardware and software platforms. I discuss several recent, related results in this area: (1) a new framework for understanding Nesterov acceleration, obtained by taking a continuous-time, Lagrangian/Hamiltonian/symplectic perspective, including the use of high-resolution differential equations, (2) a discussion of how to escape saddle points efficiently in nonconvex optimization, and (3) the acceleration of Langevin diffusion.

Michael I. Jordan is the Pehong Chen Distinguished Professor in the Department of Electrical Engineering and Computer Science and the Department of Statistics at the University of California, Berkeley. <br> Michael I. Jordan is the Pehong Chen Distinguished Professor in the Department of Electrical Engineering and Computer Science and the Department of Statistics at the University of California, Berkeley. He received his Masters in Mathematics from Arizona State University, and earned his PhD in Cognitive Science in 1985 from the University of California, San Diego. He was a professor at MIT from 1988 to 1998. His research interests bridge the computational, statistical, cognitive, biological and social sciences. Prof. Jordan is a member of the National Academy of Sciences, a member of the National Academy of Engineering, a member of the American Academy of Arts and Sciences, and a Foreign Member of the Royal Society. He is a Fellow of the American Association for the Advancement of Science. He was a Plenary Lecturer at the International Congress of Mathematicians in 2018. He received the Ulf Grenander Prize from the American Mathematical Society in 2021, the IEEE John von Neumann Medal in 2020, the IJCAI Research Excellence Award in 2016, the David E. Rumelhart Prize in 2015, and the ACM/AAAI Allen Newell Award in 2009. He gave the Inaugural IMS Grace Wahba Lecture in 2022, the IMS Neyman Lecture in 2011, and an IMS Medallion Lecture in 2004. He is a Fellow of the AAAI, ACM, ASA, CSS, IEEE, IMS, ISBA and SIAM. <br>In 2016, Prof. Jordan was named the "most influential computer scientist" worldwide in an article in Science, based on rankings from the Semantic Scholar search engine.