Lundi 2 novembre 2020

SĂ©minaire
Organisme intervenant (ou équipe pour les séminaires internes)
Université de Lille - INRIA, équipe projet Modal
Nom intervenant
Yaroslav Averyanov
Titre
Early stopping in regression with reproducing kernels: some ideas towards optimality
Résumé
In this talk, I will discuss how to understand the behavior of early stopping for iterative learning algorithms in reproducing kernel Hilbert space in the nonparametric regression framework. In particular, I will focus on celebrated gradient descent and (iterative) kernel ridge regression algorithms. It is widely known that nonparametric models offer great flexibility for the user however they tend to overfit. Thus, some form of regularisation is needed - this is why early stopping can help us. More precisely, I will show how to construct a data-driven stopping rule without a validation set. This rule will be based on the so-called minimum discrepancy principle, which is a technique borrowed from the inverse problem literature. The proposed rule appeared to be minimax optimal over different types of kernel spaces, including finite rank and Sobolev smoothness classes. Besides that, simulated experiments will be discussed as well that show the comparable performance of the new strategy with respect to some extensively used model selection methods.
Lieu
Salle de réunion 142, bùtiment 210
Date du jour