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| Seminar Schedule (Seminar Organizer: Prof. Ziv Bar-Joseph) | |
Machine Learning Lunch Seminar
|
Fall 2009 Seminar
Date: November 5, 2009 Time: 4:30 PM - 00:00 AM () Location: CIC Bldg., Lower Level - Google Pittsburgh Other Speaker: Rob Tibshirani Associate Chairman and Professor of Health Research and Policy, and Statistics - Stanford University Title: The Lasso: some novel algorithms and applications Abstract: I will discuss some procedures for modelling high-dimensional data, based on L1 (lasso) -style penalties. I will describe pathwise coordinate descent algorithms for the lasso, which are remarkably fast and facilitate application of the methods to very large datasets for the first time. I will then give examples of new applications of L1 penalties to microarray classification, the fused lasso for signal detection and the matrix completion problem. This is joint work with Jerome Friedman, Trevor Hastie, Holger Hoefling, Rahul Mazumber and Pei Wang
