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NSF/DHS FODAVA Distinguished Lecture
By: Dr. Alexey Chervonenkis
Russian Academy of Science and Royal Holloway University of London
Date: Friday, January 16, 2009
Time: 1:00pm-2:00pm
Location: Klaus 2447
For more information please contact Dr. Haesun Park; hpark@cc.gatech.edu
Title:
Model Complexity Optimization
Abstract:
It is shown (theoretically and empirically) that a reliable result can be gained only in the case of a certain relation between the capacity of the class of models from which we choose and the size of the training set. There are different ways to measure the capacity of a class of models. In practice the size of a training set is always finite and limited. It leads to an idea to choose a model from the most narrow class, or in other words to use the simplest model (Occam's razor).
But if our class is narrow, it is possible that there is no true model within the class or a model close to the true one. It means that there will be greater residual error or larger number of errors even on the training set. So the problem of model complexity choice arises – to find a balance between errors due to limited number of training data and errors due to excessive model simplicity. I shall review different approaches to the problem.
Bio:
Alexey Chervonenkis was born in Moscow, Russia, in 1938. A graduate of Moscow Institute of Physics and Technology, he joined the Institute of Control Sciences of Russian Academy of Sciences in Moscow in early 60s, where he worked ever since, currently holding the position of Leading Researcher. He also holds a Professorship at Royal Holloway University in London, UK, and teaches at Yandex School of Data Analysis in Moscow. He is mostly known as one of the main developers of the fundamental Vapnik-Chervonenkis theory, a central part of the modern machine learning theory. Besides theoretical work, he has worked on a number of application areas. In 1987 he was awarded the State Prize of the Soviet Union for his work on the geostatistical analysis of spatial grade distribution in ore deposits and development of practical mining control systems.
This event is sponsored by NSF/DHS FODAVA grant, School of Mathematics, Division of Computational Science and Engineering, Algorithms and Randomness Center, and Machine Learning and Data Mining Seminar Series grant by Yahoo.
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You are cordially invited to attend a reception that will follow the seminar to chat informally with faculty and students. Refreshments will be provided.
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Hope to see you there!
