ECE Seminar with Samory Kpotufe

Starts:
3:00 pm on Thursday, March 27, 2014
Location:
Photonics Center, 8 Saint Mary’s St., Room 339
URL:
http://www.bu.edu/ece/files/2014/03/Kpotufe.pdf
Self-tuning in Nonparametric Regression

With Samory Kpotufe
Research Assistant Professor
Toyota Technological Institute - Chicago

Faculty Host: Clem Karl

Refreshments will be served outside Room 339 at 2:45 p.m.

Contemporary statistical procedures are making inroads into a diverse range of applications in the natural sciences and engineering. However it is difficult to use those procedures "off-the-shelf" because they have to be properly tuned to the particular application.

In this talk, we present some "adaptive" regression procedures, i.e. procedures which self-tune, optimally, to the unknown parameters of the problem at hand.

We consider regression on a general metric space X of unknown dimension, where the output Y is given as f(x) + noise. We are interested in adaptivity at any input point x in X: the algorithm must self-tune to the unknown "local" parameters of the problem at x. The most important such parameters, are (1) the unknown smoothness of f, and (2) the unknown intrinsic dimension, both defined over a neighborhood of x. Existing results on adaptivity have typically treated these two problem parameters separately, resulting in methods that solve only part of the self-tuning problem.

Using various regressors as an example, we first develop insight into tuning to unknown dimension. We then present an approach for kernel regression which allows simultaneous adaptivity to smoothness and dimension locally at a point x. This latest approach combines intuition for tuning to dimension, and intuition from so-called Lepski's methods for tuning to smoothness. The overall approach is likely to generalize to other nonparametric methods.

About the Speaker: Samory Kpotufe is currently Research Assistant Professor at Toyota Technological Institute - Chicago. He received his PhD in Computer Science from the University of California San Diego in 2010, and joined the Max Planck Institute for Intelligent Systems (Germany) as a Research Scientist from 2010 to 2012.

Samory’s work is at the intersection of Machine Learning and more traditional areas of Statistics such as Nonparametric Statistics and High Dimensional Inference. He is particularly interested in understanding the inherent complexity of learning in high-dimensional settings and in finding practical ways of dealing with the so called curse of dimension.