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Talk by David Lopez-Paz (visitor from Ghahramani and Schölkopf's groups)
Speaker:
David Lopez-Paz
, University of Cambridge and MPI for Intelligent Systems
Date: Friday, December 13, 2013
Time: 1:00 PM to 2:00 PM Note: all times are in the Eastern Time Zone
Public: Yes
Location: G4 Lounge (Stata)
Event Type:
Room Description:
Host: David Reshef, CSAIL
Contact: David Reshef, dnreshef@csail.mit.edu
Relevant URL: http://people.tuebingen.mpg.de/dlopez/
Speaker URL: None
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Reminder Subject:
TALK: David Lopez-Paz (visitor from Ghahramani and Schölkopf groups)
Title: Using Randomness to Discover Patterns in the Large-Scale
Speaker: David Lopez-Paz, MPI for Intelligent Systems and University of Cambridge (lopezpaz.org)
Abstract: The Random Projection method is quickly gaining popularity in the Machine Learning Community. Of special importance is the seminal work of Rahimi and Recht (2008), who showed that random non-linear features may be used in conjuction with linear models to perform tasks such as non-linear regression or classification. These randomized methods show great performance and robustness, while achieving dramatic computational savings.
I will introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-Renyi Maximum Correlation Coefficient. RDC is defined in terms of correlation of random non-linear copula features; it is invariant with respect to marginal distribution transformations, has low computational cost and is easy to implement: just five lines of R code.
Some unpublished results on Randomized Component Analysis (PCA, CCA) will be also presented.
Joint work with Philipp Hennig and Bernhard Schoelkopf.
Research Areas:
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Created by David Reshef at Thursday, December 12, 2013 at 3:38 PM.