Morning Session, Friday 7:30AM - 10:30AM
| 7:30AM | | Invited talk:
Some Statistical Aspects of Regularization
Frontiers, Trevor Hastie, drawing on work with past and present students, and colleagues at Stanford |
This talk will be partly speculative, and touch on the following topics:
- SVMs and the role of regularization
- boosting and its forward-stagewise regularization path
- degrees of freedom and inference along paths
- lars and svmpath software for R, and other programs.
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| 8:20AM | Grouped and Hierarchical Model Selection through Composite Absolute Penalties, Peng Zhao, Guilherme V. Rocha, and Bin Yu |
| 8:40AM | |
| 8:55AM | Break |
| 9:10AM | | Invited talk:
Mathematical analysis of regularized
online algorithms, Ding Xuan Zhou |
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In this talk we consider online
learning algorithms based on regularization schemes
in reproducing kernel Hilbert spaces (RKHS). Some
mathematical analysis is presented.
For classification with a general convex loss function,
the excess misclassification error is bounded in terms
of the choice of the regularization parameter and the
step size. For regression with the least square loss,
we consider samples drawn recursively according to
a stochastic kernel (random walk), and error analysis
is done in the L2-space as well as in the RKHS. The error
bounds are given by means of the approximation power of the RKHS.
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| 10:00AM | A Convex Approach to Learning the Ridge based on CV, K. Pelckmans, J.A.K. Suykens, B. De Moor |
| 10:20AM | Discussion / short talks |
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Afternoon Session, 3:30PM - 6:30PM
| 3:30PM | | Invited tutorial: Bicriterion convex optimization, Lieven Vandenberghe |
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This tutorial will provide an introduction to bicriterion convex
optimization and trade-off analysis. We will review some basic
definitions and properties, discuss different parametrizations,
and describe methods for computing trade-off curves.
We will also discuss special techniques for trade-off analysis
in linear and quadratic programming. The material will be
illustrated with examples from machine learning.
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| 4:20PM | Basis Pursuit Learning and Multi-Objective Optimization, Martin Brown, Nick Costen, Georgios Papadopoulos |
| 4:40PM | Computation of the entire regularization path for SVM in practice, Alexandre Belloni and Katya Scheinberg |
| 5:00PM | Break |
| 5:15PM | |
| 5:30PM | Discussion / delayed or additional short talks |
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