Fall 2019 Postdoc Seminar Series: Special Guest Lecture - Martin Mohlenkamp
September 11, 2019 –
Talk Title: Attacking the Curse of Dimensionality using Sums of Separable Functions
Speaker: Martin Mohlenkamp, Assoc. Professor, Dept. of Mathematics, Ohio University
Naive computations involving a function of many variables suffer from the curse of dimensionality: the computational cost grows exponentially with the number of variables. One approach to bypassing the curse is to approximate the function as a sum of products of functions of one variable and compute in this format. When the variables are indices, a function of many variables is called a tensor, and this approach is to approximate and use the tensor in the (so-called) canonical tensor format. In this talk I will describe how such approximations can be used in numerical analysis and in machine learning.