[Colloquium] 9/17 TTIC Colloquium: Rebecca Willett, University of Chicago

[Mary Marre via Colloquium]

*9/17 TTIC Colloquium: Rebecca Willett, University of Chicago*




*When:    *  Monday, September 17th at 11:00 am



*Where:     *TTIC, 6045 S. Kenwood Avenue, 5th Floor, Room 526



*Who:        *Rebecca Willett, University of Chicago



*Title:*        Learning from Highly Correlated Features using Graph Total
Variation

*Abstract:*
Sparse models for machine learning have received substantial attention over
the past two decades. Model selection, or determining which
features are the best explanatory variables, is critical to theinterpretability
of a learned model. Much of this work assumes that
features are only mildly correlated. However, in modern applications ranging
from functional MRI to genome-wide association studies, we
observe highly correlated features that do not exhibit key properties (such
as the restricted eigenvalue condition). In this talk, I will
describe novel methods for robust sparse linear regression in these settings.
Using side information about the strength of correlations
among features, we form a graph with edge weights corresponding to pairwise
correlations. This graph is used to define a graph total
variation regularizer that promotes similar weights for highly correlated
features. I will show how the graph structure encapsulated
by this regularizer helps precondition correlated features to yield provably
accurate estimates. The proposed approach outperforms several
previous approaches in a variety of experiments on simulated and real fMRI
data.

This is joint work with Yuan Li, Ben Mark, and Garvesh Raskutti.



Host:  Karen Livescu <klivescu at ttic.edu>



For more information on the colloquium series or to subscribe to the
mailing list,please see http://www.ttic.edu/colloquium.php





Mary C. Marre
Administrative Assistant
*Toyota Technological Institute*
*6045 S. Kenwood Avenue*
*Room 517*
*Chicago, IL  60637*
*p:(773) 834-1757*
*f: (773) 357-6970*
*mmarre at ttic.edu <mmarre at ttic.edu>*
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