Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:00 pm
Date: 29th June
Place: 3001

Andrea MONTANARI (Stanford University) – Learning in two-layer neural networks: A statistical overview

 Abstract: 

Classical statistical models are constructed so that either the number of parameters is small with respect to the sample size, or they regularization is strong enough so that their `effective dimension’ is small. From this perspective, basic techniques such as maximum likelihood are not that different from more modern ones, such as the Lasso.

In contrast, modern machine learning models are vastly miss-specified and overparametrized, and only very loosely regularized. The resulting emirical risk function has many near-global optima, which are very far from each other in parameters’ space. How can we make sense of their statistical properties? I will summarize what we learnt over the years by studying a simple and yet extremely rich setting: learning in two-layer networks.

Organizers:

Anna KORBA (CREST), Vincent DIVOL (CREST) , Jaouad MOURTADA (CREST)

Sponsors:
CREST-CMAP