Two Tutorial Lectures on Machine Learning

Thursday, March 22, 2012 - 1:30pm - 2:30pm
Lind 305
Arindam Banerjee (University of Minnesota, Twin Cities)
The primary theme of the lecture will be high-dimensional problems. The lecture will have two parts. The first part will focus on consistency of high-dimensional modeling, with focus on regression especially when the number of samples is smaller than the number of dimensions, which is the case for several modern problems. The analysis will be connected to structure learning problems in graphical models (lecture 1). The second ill focus on large scale optimization, which emphasis on non-smooth and online optimization problems. Such optimization methods form a key part of learning in a wide variety of models.

The lecture will provide background material to the IMA workshop talks, including the one given by Steven Wright on Tuesday, 3/27.