[Statlist] Next talk: Tuesday, June 12, 2012 with Volkan Cevher, EPFL - 11.00h CAB H52

[Cecilia Rey]

Proffs. P. Buehlmann -  L. Held - H.R. Kuensch -
M. Maathuis -  S. van de Geer - M. Wolf


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We are glad to announce the following talk

Tuesday, June 12, 2012,   11.00h  in location:  CAB H52

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by Volkan Cevher, EPFL


Title:
Learning non-parametric basis independent models from point queries  
via low-rank methods


Abstract:
We consider the problem of actively learning multi-index functions of  
the form f(x) = g(Ax)= \sum_{i=1}^k g_i(a_i^Tx) from
point evaluations of f. We assume that the function f is defined on an  
l2-ball in R^d, g is twice continuously differentiable almost
everywhere, and A \in {R}^{k \times d} is a rank k matrix, where k <<  
d.  We propose a randomized, active sampling scheme for estimating
such functions with uniform approximation guarantees. Our theoretical  
developments leverage recent techniques from low rank matrix recovery,
which enables us to derive an estimator of the function f along with  
sample complexity bounds. We also characterize the noise robustness of
the scheme, and provide empirical evidence that the high-dimensional  
scaling of our sample complexity bounds is quite accurate.



Bio:
Volkan Cevher received his BSc degree (valedictorian) in
Electrical Engineering from Bilkent University in 1999, and his PhD
degree in Electrical and Computer Engineering from Georgia Institute
of Technology in 2005. He held research scientist positions at
University of Maryland, College Park during 2006-2007 and at Rice
University during 2008-2009. Currently, he is an assistant professor
at Swiss Federal Institute of Technology Lausanne and a Faculty Fellow
at Rice University. His research interests include signal processing
theory, machine learning, graphical models, and information theory.
Dr. Cevher received a best paper award at SPARS in 2009 and an ERC StG
in 2011.

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The abstract is also to be found here:  http://stat.ethz.ch/events/research_seminar



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