Yun Kuen (Marco) Cheung: Asynchronous Tatonnement and Coordinate Descent скачать в хорошем качестве

Yun Kuen (Marco) Cheung: Asynchronous Tatonnement and Coordinate Descent

In this talk, I will first discuss some features observed from real markets, and a prior work with Cole and Devanur that shows equivalence between tatonnement, a natural price dynamic, and gradient descent in a subclass of markets. These add up to motivate us to study asynchronous tatonnement, and further extend our results to asynchronous coordinate descent, which has recently found applications in large-scale optimization and machine learning. I will discuss our model and state our main results. At the end of this talk, I will also propose some plausible future research. This is a joint work with Richard Cole.