第60回統計的機械学習セミナー / The 60th Statistical Machine Learning Seminar
- 【日時】
- 2024年6月24日(月) 16:00 - 17:30
参加無料 / Admission Free
- 【場所】
- 統計数理研究所・D棟3階セミナー室5 (ハイブリッド)
オンライン参加を希望される場合は、以下の google form に登録し、Zoom情報をお受け取りください．
https://forms.gle/9YQQbCDE7rk9URce9
(現地参加の場合は登録不要です)
【Speaker】
Subhajit Dutta (IIT, Kanpur)
【Title】
On Exact Feature Screening in Ultrahigh-dimensional Classification
【Abstract】
In this talk, we first motivate and analyze the well-known average distance classifier and its variants in the high-dimensional scenario. We will then discuss a new model-free feature screening method based on energy distances for ultrahigh-dimensional binary classification problems. Unlike existing methods, the cut-off involved in our procedure is data adaptive. With a high probability, our procedure retains only relevant features after discarding all the noise variables. The proposed screening method is also extended to identify pairs of variables that are marginally undetectable but have differences in their joint distributions. Finally, we build a classifier that maintains coherence between the proposed feature selection criteria and discrimination method and also establish its risk consistency. A numerical study shows clear and convincing advantages of our classifier over existing state-of-the-art methods.
【主催】
統計数理研究所 先端データサイエンス研究系 統計的機械学習研究センター
【連絡先】
福水健次
E-mail: fukumizu
ism.ac.jp
