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经济学高级研究论坛第94期
时间:2018-06-05    点击数:

  讲座题目: Machine learning introduction and selected progress on high dimension low sample size imbalance classification

  报告人:Lingsong Zhang(Purdue University, Associate Professor)

  报告时间:2018年6月8日(周五)上午9:30-11:30

  报告地点:经管院B251

  主办单位:数理经济与数理金融系,主持人:刘成

  摘要: In the talk, we will give a general introduction to machine learning, with emphasis on supervised machine learning. Some popular methods and its implementation on big data will be discussed. Specially we will introduce support vector machine, its nice properties and some drawbacks when applying it to high dimension low sample size and imbalance data. Such data is widely available in observational studies. An improved classifier will be introduced. We will show the improvement both in theory and by using simulation examples. Application of such approach to a call center data will be provided as well.

  简介: Dr. Zhang is an associate professor in Department of Statistics, Purdue University. He got his PHD degree in Statistics from University of North Carolina at Chapel Hill, Master degree from Tsinghua University, Bachelor degree from Peking University. His research interests include: Machine Learning and Big data analysis, High Dimensional Inference, Functional and Object Oriented Data Analysis, Data Visualization, and Scale Space Inference.