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寻找高维数据的可解释模型

Seeking Interpretable Models for High Dimensional Data
课程网址: http://videolectures.net/mlss09us_yu_simhdd/  
主讲教师: Bin Yu
开课单位: 加州大学伯克利分校
开课时间: 2009-07-30
课程语种: 英语
中文简介:
从高维数据中提取有用信息是当今统计研究和实践的重点。在通过正规化进行预测的统计机器学习取得广泛成功之后,可解释性正在受到关注,稀疏性已被用作其代理。由于正规化和稀疏性的优点,Lasso(L1惩罚L2最小化)最近非常受欢迎。在这次演讲中,我想讨论稀疏建模的理论和实践。首先,我将概述最近关于稀疏性的研究,并解释从Lasso的理论分析中学到了什么有用的见解。其次,我将与伯克利的Gallant实验室展开合作研究,建立稀疏模型(线性,非线性和图形),描述初级视觉皮层区域V1到自然图像的fMRI反应。
课程简介: Extracting useful information from high-dimensional data is the focus of today's statistical research and practice. After broad success of statistical machine learning on prediction through regularization, interpretability is gaining attention and sparsity has been used as its proxy. With the virtues of both regularization and sparsity, Lasso (L1 penalized L2 minimization) has been very popular recently. In this talk, I would like to discuss the theory and pratcice of sparse modeling. First, I will give an overview of recent research on sparsity and explain what useful insights have been learned from theoretical analyses of Lasso. Second, I will present collaborative research with the Gallant Lab at Berkeley on building sparse models (linear, nonlinear, and graphical) that describe fMRI responses in primary visual cortex area V1 to natural images.
关 键 词: 高维数据; 统计机器; 稀疏模型
课程来源: 视频讲座网
最后编审: 2019-07-23:cwx
阅读次数: 76