Statistical Learning Theory
- đ¤ Speaker: Maria Lomeli
- đ Date & Time: Thursday 15 February 2018, 13:30 - 15:00
- đ Venue: Engineering Department, CBL Seminar Room 4-38
Abstract
Abstract
The wikipedia definition of Statistical Learning Theory says that it is a framework for machine learning drawing from the fields of statistics and functional analysis. It deals with the problem of finding a predictive function based on data. According to Vapnik (1990), “abstract learning theory established some conditions for generalization which are more general than those discussed in classical statistical paradigms and the understanding of these conditions inspired new algorithmic approaches to function estimation problems.” I will cover some introductory material, including the following topics:
Different loss functions Learning algorithms: Empirical risk minimisation and regularisation How can we solve each problem (first order methods only) VC dimension and some bounds
Recommended Reading
Introduction to Statistical Learning Theory, Bousquet, O., Boucheron, S. and Lugosi, G.
MIT Statistical Learning Theory and Applications course and RegML summer school notes by Lorenzo Rosasco
An Overview of Statistical Learning theory, Vapnik, V.
Series This talk is part of the Machine Learning Reading Group @ CUED series.
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Maria Lomeli
Thursday 15 February 2018, 13:30-15:00