Events Calendar

YINS Distinguished Lecturer: Mikhail Belkin (OSU)

Weekly Seminar
Event time: 
Wednesday, January 22, 2020 - 12:00pm
Location: 
Yale Institute for Network Science See map
17 Hillhouse Avenue, 3rd floor
New Haven, CT 06824
Event description: 

“From classical statistics to modern machine learning”

Speaker: Mikhail Belkin
Professor in the Department of Computer Science and Engineering and the Department of Statistics at the Ohio State University
 
Abstract: “A model with zero training error is  overfit to the training data and  will typically generalize poorly” goes statistical textbook wisdom. Yet, in modern practice over-parametrized deep networks with near perfect  fit on training data still show excellent test performance. As I will discuss in the talk, this apparent contradiction is key to understanding the practice of modern machine learning. While classical methods rely on a trade-off balancing the complexity of  predictors with  training error,  modern models are best described by interpolation,  where  a predictor is chosen  among functions that  fit the training data exactly, according  to a certain (implicit or explicit) inductive bias. Furthermore,  classical and modern models can be unified within a single  ”double descent” risk curve,  which extends the classical U-shaped  bias-variance curve  beyond the point of interpolation. This understanding of model performance  delineates the limits of the usual ”what you see is what you get” generalization bounds in machine learning and  points to  new analyses required to understand  computational, statistical, and mathematical properties of modern models.
 
I will proceed to discuss some important implications of interpolation for  optimization,  both in terms of “easy” optimization due the scarcity of non-global minima,  and to fast convergence of small mini-batch SGD with fixed step size.
 
Speaker bio: Mikhail Belkin is a Professor in the Department of Computer Science and Engineering and the Department of Statistics at the Ohio State University.  He received his PhD from  the University of Chicago in Mathematics in 2003.  His research focuses on understanding the fundamental structure in data, the principles of recovering these structures and their computational, mathematical and statistical properties. 
This understanding, in turn, leads to algorithms for dealing with real-world data. His work includes algorithms such as Laplacian Eigenmaps and Manifold Regularization which use ideas of classical differential geometry for analyzing non-linear high-dimensional data and have been widely used in applications.  Prof. Belkin is a recipient of an NSF Career Award and a number of best paper and other awards. He has served on the editorial boards of the Journal of Machine Learning Research and IEEE PAMI.
 
 
 
 
 
 
 
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